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iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMTX1Y45
WKNA2QAJB
IssueriShares
Inception DateSep 24, 2020
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedRussell 1000 TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

I500.L has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for I500.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: I500.L vs. CSPX.L, I500.L vs. HSPS.L, I500.L vs. NASL.L, I500.L vs. HSPX.L, I500.L vs. VUAA.L, I500.L vs. CSP1.L, I500.L vs. VOO, I500.L vs. CNX1.L, I500.L vs. VUSA.DE, I500.L vs. VWRP.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares S&P 500 Swap UCITS ETF USD (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.18%
3.84%
I500.L (iShares S&P 500 Swap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Returns By Period

iShares S&P 500 Swap UCITS ETF USD (Acc) had a return of 15.46% year-to-date (YTD) and 21.09% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.46%18.13%
1 month0.17%1.45%
6 months6.59%8.81%
1 year21.09%26.52%
5 years (annualized)N/A13.43%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of I500.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.37%4.69%3.62%-2.27%0.99%6.46%-0.97%-0.94%15.46%
20233.44%0.18%0.57%0.14%2.11%4.01%1.95%0.44%-0.77%-2.73%4.81%4.55%20.04%
2022-6.36%-1.68%7.05%-3.63%-2.57%-4.81%8.31%1.85%-3.81%2.83%-1.67%-3.92%-9.19%
2021-0.24%0.93%5.33%4.83%-1.68%4.71%1.93%4.13%-1.97%4.29%3.31%2.79%31.89%
20200.64%-3.24%7.13%1.34%5.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of I500.L is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of I500.L is 3939
I500.L (iShares S&P 500 Swap UCITS ETF USD (Acc))
The Sharpe Ratio Rank of I500.L is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of I500.L is 2626Sortino Ratio Rank
The Omega Ratio Rank of I500.L is 7272Omega Ratio Rank
The Calmar Ratio Rank of I500.L is 5454Calmar Ratio Rank
The Martin Ratio Rank of I500.L is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


I500.L
Sharpe ratio
The chart of Sharpe ratio for I500.L, currently valued at 0.66, compared to the broader market0.002.004.000.66
Sortino ratio
The chart of Sortino ratio for I500.L, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.0012.001.20
Omega ratio
The chart of Omega ratio for I500.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.33
Calmar ratio
The chart of Calmar ratio for I500.L, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for I500.L, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.0011.08

Sharpe Ratio

The current iShares S&P 500 Swap UCITS ETF USD (Acc) Sharpe ratio is 0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares S&P 500 Swap UCITS ETF USD (Acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.66
1.35
I500.L (iShares S&P 500 Swap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares S&P 500 Swap UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.61%
-3.19%
I500.L (iShares S&P 500 Swap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P 500 Swap UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P 500 Swap UCITS ETF USD (Acc) was 20.20%, occurring on Nov 29, 2023. The portfolio has not yet recovered.

The current iShares S&P 500 Swap UCITS ETF USD (Acc) drawdown is 3.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.2%Nov 17, 20239Nov 29, 2023
-15.34%Jan 4, 2022113Jun 16, 202242Aug 15, 2022155
-11.78%Aug 22, 202285Dec 20, 2022144Jul 19, 2023229
-6.98%Oct 14, 202013Oct 30, 20206Nov 9, 202019
-5.69%Sep 15, 202332Oct 30, 202312Nov 15, 202344

Volatility

Volatility Chart

The current iShares S&P 500 Swap UCITS ETF USD (Acc) volatility is 3.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.76%
4.73%
I500.L (iShares S&P 500 Swap UCITS ETF USD (Acc))
Benchmark (^GSPC)