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

2FE.DE vs. WFSPX

Last updated Jul 21, 2026
Documentation

2FE.DE (Ferrari NV) is a stock, while WFSPX (iShares S&P 500 Index Fund Class K) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, 2FE.DE returned 24.65%/yr vs 14.52%/yr for WFSPX. At a 0.31 correlation, their price movements are largely independent.

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 Class K (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 3.17% return, which is significantly lower than WFSPX's 12.56% return. Over the past 10 years, 2FE.DE has outperformed WFSPX with an annualized return of 24.65%, while WFSPX has yielded a comparatively lower 14.52% annualized return.

2FE.DE

1D
-0.73%
1M
5.68%
6M
12.74%
YTD
3.17%
1Y
-24.28%
3Y*
5.30%
5Y*
14.23%
10Y*
24.65%
ALL TIME*
22.13%

WFSPX

1D
-0.98%
1M
-0.30%
6M
9.58%
YTD
12.56%
1Y
21.70%
3Y*
18.66%
5Y*
13.79%
10Y*
14.52%
ALL TIME*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2FE.DE vs. WFSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
2FE.DE
Ferrari NV		3.17%-22.01%35.55%53.30%-10.50%19.99%28.67%74.33%-1.79%59.91%
WFSPX
iShares S&P 500 Index Fund Class K		12.56%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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.22

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

0.28

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.31

Compare stocks, funds, or ETFs

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

Ferrari NV

iShares S&P 500 Index Fund Class K

Often compared with 2FE.DE:
2FE.DE vs. PAF.L2FE.DE vs. NUKL.DE2FE.DE vs. ^GSPC2FE.DE vs. MAGS2FE.DE vs. VOO2FE.DE vs. SPY2FE.DE vs. TM
Often compared with WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX

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: 1919
Overall Rank
2FE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
2FE.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
2FE.DE Omega Ratio Rank: 1616
Omega Ratio Rank
2FE.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
2FE.DE Martin Ratio Rank: 2525
Martin Ratio Rank
WFSPX
WFSPX Risk / Return Rank: 5151
Overall Rank
WFSPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 4646
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 5050
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 6464
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 Class K (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

2FE.DEWFSPXDifference
Sharpe ratioReturn per unit of total volatility
-0.67
1.70

-2.38

Sortino ratioReturn per unit of downside risk
-0.76
2.24

-3.00

Omega ratioGain probability vs. loss probability

0.90

1.31

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.64

2.93

-3.57

Martin ratioReturn relative to average drawdown

-0.93

10.94

-11.87

2FE.DE vs. WFSPX - Sharpe Ratio Comparison

The current 2FE.DE Sharpe Ratio is -0.67, which is lower than the WFSPX Sharpe Ratio of 1.70. 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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Drawdowns

2FE.DE vs. WFSPX - Drawdown Comparison

The maximum 2FE.DE drawdown since its inception was -43.48%, smaller than the maximum WFSPX drawdown of -48.09%. 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

-43.48%

-48.09%

+4.61%

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

-31.76%

-1.74%

-30.02%

Average Drawdown

Average peak-to-trough decline

-10.41%

-7.22%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.06%

1.96%

+24.10%

Volatility

2FE.DE vs. WFSPX - Volatility Comparison

Ferrari NV (2FE.DE) has a higher volatility of 7.03% compared to iShares S&P 500 Index Fund Class K (WFSPX) at 2.82%. 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

7.03%

2.82%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

25.18%

9.22%

+15.96%

Volatility (1Y)

Calculated over the trailing 1-year period

36.07%

12.64%

+23.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.85%

16.83%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.25%

18.56%

+8.69%

Dividends

2FE.DE vs. WFSPX - Dividend Comparison

2FE.DE's dividend yield for the trailing twelve months is around 1.11%, less than WFSPX's 1.66% yield.

PositionTTM20252024202320222021202020192018201720162015
2FE.DE
Ferrari NV		1.11%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 Class K		1.66%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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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