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ISIN
US0669222046
Issuer
BlackRock
Inception Date
Jul 30, 1993
Category
S&P 500
Min. Investment
$5,000,000
Index Tracked
S&P 500 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

WFSPX Performance Chart

iShares S&P 500 Index Fund (WFSPX) is up 11.5% since the beginning of the year. WFSPX is currently trading at $886 per share. Investors who bought $1,000 worth of WFSPX shares 5 years ago would now be looking at an investment worth $1,936.


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S&P 500 Index

Returns By Period

iShares S&P 500 Index Fund (WFSPX) has returned 11.54% so far this year and 29.51% over the past 12 months. Looking at the last ten years, WFSPX has achieved an annualized return of 15.53%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


iShares S&P 500 Index Fund

1D
0.27%
1M
5.23%
YTD
11.54%
6M
11.91%
1Y
29.51%
3Y*
22.66%
5Y*
14.13%
10Y*
15.53%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFSPX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 1993, WFSPX's average daily return is +0.13%, while the average monthly return is +2.66%. At this rate, an investment would double in approximately 2.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 1994 with a return of +726.8%, while the worst month was Oct 2008 at -16.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, WFSPX closed higher 53% of trading days. The best single day was Jan 3, 1994 with a return of +698.5%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.44%-0.76%-4.99%10.49%5.26%0.27%11.54%
20252.78%-1.31%-5.63%-0.67%6.28%5.09%2.24%2.02%3.65%2.32%0.24%0.05%17.83%
20241.67%5.34%3.21%-4.09%4.95%3.58%1.21%2.41%2.13%-0.91%5.87%-2.39%24.94%
20236.28%-2.44%3.67%1.56%0.43%6.61%3.21%-1.59%-4.77%-2.11%9.13%4.54%26.25%
2022-5.17%-3.00%3.70%-8.72%0.19%-8.26%9.21%-4.08%-9.21%8.10%5.59%-5.76%-18.14%
2021-1.02%2.75%4.38%5.33%0.69%2.33%2.37%3.04%-4.66%7.00%-0.70%4.48%28.63%

Benchmark Metrics

iShares S&P 500 Index Fund has an annualized alpha of 24.25%, beta of 0.98, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 06, 1993.

  • This fund captured 132.39% of S&P 500 Index gains but only 98.96% of its losses - a favorable profile for investors.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
24.25%
Beta
0.98
0.02
Upside Capture
132.39%
Downside Capture
98.96%

Expense Ratio

WFSPX has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

WFSPX ranks 75 for risk / return — better than 75% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


WFSPX Risk / Return Rank: 7575
Overall Rank
WFSPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6868
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and compare them to S&P 500 Index.


WFSPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.55

2.39

+0.16

Sortino ratio

Return per unit of downside risk

3.46

3.25

+0.20

Omega ratio

Gain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.39

3.11

+0.28

Martin ratio

Return relative to average drawdown

15.85

14.38

+1.47

Dividends

Dividend History

iShares S&P 500 Index Fund provided a 1.57% dividend yield over the last twelve months, with an annual payout of $13.86 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%$0.00$2.00$4.00$6.00$8.00$10.00$12.00$14.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$13.86$13.70$9.72$8.41$9.07$10.19$7.36$7.60$5.95$5.15$6.33$6.08

Dividend yield

1.57%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$2.15$0.00$0.00$0.00$2.15
2025$0.00$0.00$1.99$0.00$0.00$2.66$0.00$0.00$2.29$0.00$0.00$6.76$13.70
2024$0.00$0.00$2.16$0.00$0.00$2.29$0.00$0.00$2.16$0.00$0.00$3.10$9.72
2023$0.00$0.00$2.00$0.00$0.00$1.99$0.00$0.00$1.89$0.00$0.00$2.52$8.41
2022$0.00$0.00$1.86$0.00$0.00$1.86$1.18$0.00$1.85$0.00$0.00$2.32$9.07
2021$0.00$0.00$1.74$0.00$0.00$1.66$0.00$0.00$1.75$0.00$0.00$5.05$10.19

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P 500 Index Fund. 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 Index Fund was 58.21%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.21%Mar 2009
8y 11mo3y 10mo
12y 10moMar 2000 - Jan 2013
COVID crash2020
-33.74%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.51%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.36%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019
1998 correction1998
-19.19%Aug 1998
1mo 12d2mo 24d
4mo 6dJul 1998 - Nov 1998

Drawdown Indicators


WFSPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.21%

-56.78%

-1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.10%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-18.90%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-25.43%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

-33.92%

+0.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.78%

-10.72%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.97%

-0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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