BRIC.AS vs. SPX5.L
BRIC.AS (iShares BIC 50 UCITS ETF) and SPX5.L (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - BRIC.AS is a Emerging Markets Equities fund tracking the FTSE BIC 50 Net of Tax Index, while SPX5.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, BRIC.AS returned 2.05%/yr vs 15.11%/yr for SPX5.L. A 0.51 correlation means they provide meaningful diversification when combined. BRIC.AS charges 0.74%/yr vs 0.09%/yr for SPX5.L.
Performance
BRIC.AS vs. SPX5.L - Performance Comparison
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Different Trading Currencies
BRIC.AS is traded in EUR, while SPX5.L is traded in GBP. To make them comparable, the SPX5.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRIC.AS achieves a -16.10% return, which is significantly lower than SPX5.L's 10.97% return. Over the past 10 years, BRIC.AS has underperformed SPX5.L with an annualized return of 2.05%, while SPX5.L has yielded a comparatively higher 15.11% annualized return.
BRIC.AS
- 1D
- -2.87%
- 1M
- -9.79%
- YTD
- -16.10%
- 6M
- -16.03%
- 1Y
- -11.96%
- 3Y*
- 3.10%
- 5Y*
- -9.03%
- 10Y*
- 2.05%
SPX5.L
- 1D
- -0.83%
- 1M
- 0.33%
- YTD
- 10.97%
- 6M
- 11.08%
- 1Y
- 24.77%
- 3Y*
- 18.97%
- 5Y*
- 13.95%
- 10Y*
- 15.11%
BRIC.AS vs. SPX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRIC.AS iShares BIC 50 UCITS ETF | -16.10% | 15.29% | 19.91% | -10.17% | -24.74% | -17.47% | 9.83% | 24.15% | -4.06% | 20.26% |
SPX5.L SPDR S&P 500 UCITS ETF | 10.97% | 3.63% | 33.61% | 22.29% | -13.70% | 39.48% | 7.35% | 34.37% | -1.27% | 6.35% |
Correlation
The correlation between BRIC.AS and SPX5.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2012 | 0.51 |
The correlation between BRIC.AS and SPX5.L shifts across timeframes, from 0.29 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRIC.AS vs. SPX5.L — Risk / Return Rank
BRIC.AS
SPX5.L
BRIC.AS vs. SPX5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF (BRIC.AS) and SPDR S&P 500 UCITS ETF (SPX5.L). 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.
| BRIC.AS | SPX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.39 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 3.46 | -3.95 |
| Martin ratioReturn relative to average drawdown | -1.21 | 12.37 | -13.58 |
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Drawdowns
BRIC.AS vs. SPX5.L - Drawdown Comparison
The maximum BRIC.AS drawdown since its inception was -73.80%, which is greater than SPX5.L's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for BRIC.AS and SPX5.L.
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Drawdown Indicators
| BRIC.AS | SPX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.80% | -39.43% | -34.37% |
Max Drawdown (1Y)Largest decline over 1 year | -24.22% | -7.12% | -17.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.22% | -22.23% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -52.42% | -22.23% | -30.19% |
Max Drawdown (10Y)Largest decline over 10 years | -58.58% | -32.89% | -25.69% |
Current DrawdownCurrent decline from peak | -46.01% | -0.92% | -45.09% |
Average DrawdownAverage peak-to-trough decline | -34.49% | -8.02% | -26.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 2.00% | +7.86% |
Volatility
BRIC.AS vs. SPX5.L - Volatility Comparison
iShares BIC 50 UCITS ETF (BRIC.AS) has a higher volatility of 6.19% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 3.23%. This indicates that BRIC.AS's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRIC.AS | SPX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 3.23% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 7.81% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 11.44% | +7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.95% | 15.05% | +13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 16.06% | +9.53% |
BRIC.AS vs. SPX5.L - Expense Ratio Comparison
BRIC.AS has a 0.74% expense ratio, which is higher than SPX5.L's 0.09% expense ratio.
Dividends
BRIC.AS vs. SPX5.L - Dividend Comparison
BRIC.AS's dividend yield for the trailing twelve months is around 1.74%, more than SPX5.L's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRIC.AS iShares BIC 50 UCITS ETF | 1.74% | 1.78% | 2.75% | 2.64% | 3.71% | 1.56% | 1.49% | 2.06% | 2.99% | 1.98% | 1.84% | 2.72% |
SPX5.L SPDR S&P 500 UCITS ETF | 0.92% | 0.98% | 1.03% | 1.21% | 1.39% | 0.98% | 1.40% | 1.48% | 1.71% | 1.57% | 1.49% | 1.68% |
Frequently Asked Questions
BRIC.AS and SPX5.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPX5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPX5.L is cheaper with a 0.09% expense ratio, compared with 0.74% for BRIC.AS.
BRIC.AS is categorized as Emerging Markets Equities, while SPX5.L is S&P 500. BRIC.AS tracks FTSE BIC 50 Net of Tax Index, while SPX5.L tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.74% for BRIC.AS and 0.09% for SPX5.L.
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