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BIRDX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIRDX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Real Estate Index Fund (BIRDX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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BIRDX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRDX
iShares Developed Real Estate Index Fund
1.72%10.27%1.49%10.38%-24.68%26.90%-8.24%22.33%-4.80%7.56%
WFSPX
iShares S&P 500 Index Fund
-4.63%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Returns By Period

In the year-to-date period, BIRDX achieves a 1.72% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, BIRDX has underperformed WFSPX with an annualized return of 3.21%, while WFSPX has yielded a comparatively higher 13.92% annualized return.


BIRDX

1D
1.72%
1M
-8.19%
YTD
1.72%
6M
0.95%
1Y
9.53%
3Y*
7.51%
5Y*
2.19%
10Y*
3.21%

WFSPX

1D
2.62%
1M
-5.31%
YTD
-4.63%
6M
-2.47%
1Y
16.96%
3Y*
18.15%
5Y*
11.69%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIRDX vs. WFSPX - Expense Ratio Comparison

BIRDX has a 0.19% expense ratio, which is higher than WFSPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BIRDX vs. WFSPX — Risk / Return Rank

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

BIRDX
BIRDX Risk / Return Rank: 2727
Overall Rank
BIRDX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BIRDX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BIRDX Omega Ratio Rank: 2222
Omega Ratio Rank
BIRDX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIRDX Martin Ratio Rank: 3232
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 5858
Overall Rank
WFSPX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5454
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7474
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.

BIRDX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Real Estate Index Fund (BIRDX) 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.


BIRDXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.96

-0.26

Sortino ratio

Return per unit of downside risk

1.04

1.47

-0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.94

1.49

-0.55

Martin ratio

Return relative to average drawdown

3.74

7.15

-3.41

BIRDX vs. WFSPX - Sharpe Ratio Comparison

The current BIRDX Sharpe Ratio is 0.70, which is comparable to the WFSPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BIRDX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIRDXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.96

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.70

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.78

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.13

+0.07

Correlation

The correlation between BIRDX and WFSPX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIRDX vs. WFSPX - Dividend Comparison

BIRDX's dividend yield for the trailing twelve months is around 6.72%, more than WFSPX's 1.54% yield.


TTM20252024202320222021202020192018201720162015
BIRDX
iShares Developed Real Estate Index Fund
6.72%6.84%23.69%2.99%1.24%4.18%1.91%6.67%4.18%1.70%2.24%0.00%
WFSPX
iShares S&P 500 Index Fund
1.54%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

BIRDX vs. WFSPX - Drawdown Comparison

The maximum BIRDX drawdown since its inception was -43.03%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BIRDX and WFSPX.


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Drawdown Indicators


BIRDXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-43.03%

-58.21%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-12.11%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-24.51%

-8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-33.74%

-9.29%

Current Drawdown

Current decline from peak

-11.17%

-6.51%

-4.66%

Average Drawdown

Average peak-to-trough decline

-10.94%

-12.84%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.53%

+0.20%

Volatility

BIRDX vs. WFSPX - Volatility Comparison

The current volatility for iShares Developed Real Estate Index Fund (BIRDX) is 4.71%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that BIRDX experiences smaller price fluctuations and is considered to be less risky 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


BIRDXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.17%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

9.44%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

18.21%

-3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

16.88%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

18.00%

+1.07%