2FE.DE vs. WFSPX
2FE.DE (Ferrari NV) is a stock, while WFSPX (iShares S&P 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, 2FE.DE returned 24.02%/yr vs 15.19%/yr for WFSPX. At a 0.33 correlation, their price movements are largely independent.
Performance
2FE.DE vs. WFSPX - Performance Comparison
Loading charts...
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%
2FE.DE vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
2FE.DE vs. WFSPX — Risk / Return Rank
2FE.DE
WFSPX
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.DE | WFSPX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 2FE.DE | WFSPX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| 2FE.DE | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -36.94% | -0.17% | -36.77% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -7.86% | -3.35% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| 2FE.DE | WFSPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for 2FE.DE and WFSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer