^GSPTSE vs. IVV

In the year-to-date period, ^GSPTSE achieves a 5.03% return, which is significantly higher than IVV's 1.74% return. Over the past 10 years, ^GSPTSE has underperformed IVV with an annualized return of 5.62%, while IVV has yielded a comparatively higher 12.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ^GSPTSE Sharpe Ratio is 1.14, which is higher than the IVV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ^GSPTSE and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^GSPTSE drawdown since its inception was -49.99%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^GSPTSE and IVV. For additional features, visit the drawdowns tool.

The current volatility for S&P TSX Composite Index (Canada) (^GSPTSE) is 2.21%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.45%. This indicates that ^GSPTSE experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.