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APEX.L vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between APEX.L and ^GSPC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

APEX.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-3.13%
55.28%
APEX.L
^GSPC

Key characteristics

Sharpe Ratio

APEX.L:

0.54

^GSPC:

0.48

Sortino Ratio

APEX.L:

0.80

^GSPC:

0.80

Omega Ratio

APEX.L:

1.10

^GSPC:

1.12

Calmar Ratio

APEX.L:

0.33

^GSPC:

0.49

Martin Ratio

APEX.L:

1.43

^GSPC:

1.90

Ulcer Index

APEX.L:

6.70%

^GSPC:

4.90%

Daily Std Dev

APEX.L:

19.69%

^GSPC:

19.37%

Max Drawdown

APEX.L:

-43.98%

^GSPC:

-56.78%

Current Drawdown

APEX.L:

-17.60%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, APEX.L achieves a 5.06% return, which is significantly higher than ^GSPC's -3.70% return.


APEX.L

YTD

5.06%

1M

14.08%

6M

-1.47%

1Y

10.73%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

APEX.L vs. ^GSPC — Risk-Adjusted Performance Rank

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

APEX.L
The Risk-Adjusted Performance Rank of APEX.L is 5353
Overall Rank
The Sharpe Ratio Rank of APEX.L is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of APEX.L is 5555
Sortino Ratio Rank
The Omega Ratio Rank of APEX.L is 5252
Omega Ratio Rank
The Calmar Ratio Rank of APEX.L is 4848
Calmar Ratio Rank
The Martin Ratio Rank of APEX.L is 5050
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APEX.L vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) and S&P 500 (^GSPC). 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 APEX.L Sharpe Ratio is 0.54, which is comparable to the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of APEX.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.47
APEX.L
^GSPC

Drawdowns

APEX.L vs. ^GSPC - Drawdown Comparison

The maximum APEX.L drawdown since its inception was -43.98%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for APEX.L and ^GSPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.60%
-7.82%
APEX.L
^GSPC

Volatility

APEX.L vs. ^GSPC - Volatility Comparison

The current volatility for Lyxor MSCI AC Asia Ex Japan UCITS ETF - Acc (APEX.L) is 7.42%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that APEX.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.42%
11.21%
APEX.L
^GSPC