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2FE.DE vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2FE.DE vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ferrari NV (2FE.DE) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2FE.DE is traded in EUR, while WFSPX is traded in USD. To make them comparable, the WFSPX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2FE.DE achieves a -4.66% return, which is significantly lower than WFSPX's 12.62% return. Over the past 10 years, 2FE.DE has outperformed WFSPX with an annualized return of 24.02%, while WFSPX has yielded a comparatively lower 15.19% annualized return.


2FE.DE

1D
1.56%
1M
5.54%
YTD
-4.66%
6M
-10.45%
1Y
-27.62%
3Y*
3.70%
5Y*
11.90%
10Y*
24.02%

WFSPX

1D
0.29%
1M
4.31%
YTD
12.62%
6M
11.28%
1Y
27.30%
3Y*
19.40%
5Y*
15.03%
10Y*
15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2FE.DE vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2FE.DE
Ferrari NV
-4.66%-21.82%35.22%53.30%-10.50%19.99%28.67%74.33%-1.79%59.91%
WFSPX
iShares S&P 500 Index Fund
12.62%3.85%33.19%22.47%-13.07%38.26%8.67%34.41%-0.36%6.36%

Correlation

The correlation between 2FE.DE and WFSPX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2015

0.33

The correlation between 2FE.DE and WFSPX shifts across timeframes, from 0.20 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

2FE.DE vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2FE.DE
2FE.DE Risk / Return Rank: 1313
Overall Rank
2FE.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
2FE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
2FE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
2FE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
2FE.DE Martin Ratio Rank: 1717
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 7373
Overall Rank
WFSPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6666
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7474
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.

2FE.DE vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) and iShares S&P 500 Index Fund (WFSPX). 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.


2FE.DEWFSPXDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.87

1.40

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.72

3.61

-4.33

Martin ratioReturn relative to average drawdown

-1.13

13.65

-14.78

2FE.DE vs. WFSPX - Sharpe Ratio Comparison

The current 2FE.DE Sharpe Ratio is -0.77, which is lower than the WFSPX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of 2FE.DE and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


2FE.DEWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

2.16

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.90

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.82

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.62

+0.06

Drawdowns

2FE.DE vs. WFSPX - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum WFSPX drawdown of -49.93%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and WFSPX.


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Drawdown Indicators


2FE.DEWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-45.91%

-49.93%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-37.95%

-7.33%

-30.62%

Max Drawdown (3Y)

Largest decline over 3 years

-43.48%

-23.80%

-19.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.48%

-23.80%

-19.68%

Max Drawdown (10Y)

Largest decline over 10 years

-43.48%

-33.24%

-10.24%

Current Drawdown

Current decline from peak

-36.94%

-0.17%

-36.77%

Average Drawdown

Average peak-to-trough decline

-11.21%

-7.86%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.27%

1.94%

+22.33%

Volatility

2FE.DE vs. WFSPX - Volatility Comparison

Ferrari NV (2FE.DE) has a higher volatility of 12.67% compared to iShares S&P 500 Index Fund (WFSPX) at 2.23%. This indicates that 2FE.DE's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2FE.DEWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

2.23%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

25.35%

8.61%

+16.74%

Volatility (1Y)

Calculated over the trailing 1-year period

35.64%

12.27%

+23.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.82%

16.77%

+11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.37%

18.55%

+8.82%

Dividends

2FE.DE vs. WFSPX - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 1.20%, less than WFSPX's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
2FE.DE
Ferrari NV
1.20%0.93%0.59%0.59%0.67%0.38%0.59%0.69%0.82%0.72%0.82%0.00%
WFSPX
iShares S&P 500 Index Fund
1.57%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions


2FE.DE and WFSPX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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