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BSMIX vs. SPX4.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSMIX vs. SPX4.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Small/Mid-Cap Index Fund (BSMIX) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L). The values are adjusted to include any dividend payments, if applicable.

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BSMIX vs. SPX4.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSMIX
iShares Russell Small/Mid-Cap Index Fund
-1.37%11.92%12.04%17.15%-14.17%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
0.29%7.68%12.46%16.55%-9.01%
Different Trading Currencies

BSMIX is traded in USD, while SPX4.L is traded in GBP. To make them comparable, the SPX4.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BSMIX achieves a -1.37% return, which is significantly lower than SPX4.L's 0.29% return.


BSMIX

1D
-1.26%
1M
-8.33%
YTD
-1.37%
6M
0.85%
1Y
19.40%
3Y*
11.90%
5Y*
4.70%
10Y*
10.11%

SPX4.L

1D
0.49%
1M
-6.47%
YTD
0.29%
6M
3.49%
1Y
16.05%
3Y*
11.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSMIX vs. SPX4.L - Expense Ratio Comparison

BSMIX has a 0.12% expense ratio, which is lower than SPX4.L's 0.30% expense ratio.


Return for Risk

BSMIX vs. SPX4.L — Risk / Return Rank

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

BSMIX
BSMIX Risk / Return Rank: 4747
Overall Rank
BSMIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 4242
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 5353
Martin Ratio Rank

SPX4.L
SPX4.L Risk / Return Rank: 3838
Overall Rank
SPX4.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPX4.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPX4.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPX4.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPX4.L Martin Ratio Rank: 3939
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.

BSMIX vs. SPX4.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.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.


BSMIXSPX4.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.86

+0.02

Sortino ratio

Return per unit of downside risk

1.36

1.28

+0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.19

1.05

+0.15

Martin ratio

Return relative to average drawdown

5.17

4.60

+0.57

BSMIX vs. SPX4.L - Sharpe Ratio Comparison

The current BSMIX Sharpe Ratio is 0.88, which is comparable to the SPX4.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BSMIX and SPX4.L, 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


BSMIXSPX4.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.86

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.27

+0.20

Correlation

The correlation between BSMIX and SPX4.L is 0.69, 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

BSMIX vs. SPX4.L - Dividend Comparison

BSMIX's dividend yield for the trailing twelve months is around 2.94%, while SPX4.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.94%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSMIX vs. SPX4.L - Drawdown Comparison

The maximum BSMIX drawdown since its inception was -41.32%, which is greater than SPX4.L's maximum drawdown of -24.80%. Use the drawdown chart below to compare losses from any high point for BSMIX and SPX4.L.


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Drawdown Indicators


BSMIXSPX4.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-26.24%

-15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-12.82%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

Current Drawdown

Current decline from peak

-9.39%

-5.71%

-3.68%

Average Drawdown

Average peak-to-trough decline

-7.52%

-8.10%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.34%

-0.05%

Volatility

BSMIX vs. SPX4.L - Volatility Comparison

iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 6.35% compared to SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) at 5.04%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than SPX4.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMIXSPX4.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

5.04%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

10.02%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

18.58%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

23.89%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

23.89%

-2.26%