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BUT.L vs. GSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUT.L vs. GSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Brunner Investment Trust (BUT.L) and iShares Core S&P 500 UCITS ETF (GSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BUT.L is traded in GBp, while GSPX.L is traded in GBP. To make them comparable, the GSPX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BUT.L achieves a 6.53% return, which is significantly lower than GSPX.L's 8.94% return.


BUT.L

1D
0.80%
1M
1.48%
6M
3.92%
YTD
6.53%
1Y
8.23%
3Y*
13.70%
5Y*
10.16%
10Y*
12.44%
ALL TIME*
9.13%

GSPX.L

1D
0.24%
1M
0.08%
6M
9.41%
YTD
8.94%
1Y
18.88%
3Y*
18.74%
5Y*
11.59%
10Y*
ALL TIME*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUT.L vs. GSPX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BUT.L
Brunner Investment Trust
6.53%-1.01%24.71%20.20%-6.09%31.65%-3.13%33.31%-12.03%
GSPX.L
iShares Core S&P 500 UCITS ETF
8.94%17.16%24.72%24.87%-20.64%28.96%15.11%27.76%-7.71%

Correlation

The correlation between BUT.L and GSPX.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.47

The correlation between BUT.L and GSPX.L has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

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Return for Risk

BUT.L vs. GSPX.L — Risk / Return Rank

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

BUT.L
BUT.L Risk / Return Rank: 6363
Overall Rank
BUT.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BUT.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
BUT.L Omega Ratio Rank: 5656
Omega Ratio Rank
BUT.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
BUT.L Martin Ratio Rank: 6969
Martin Ratio Rank

GSPX.L
GSPX.L Risk / Return Rank: 6565
Overall Rank
GSPX.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GSPX.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSPX.L Omega Ratio Rank: 6262
Omega Ratio Rank
GSPX.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
GSPX.L Martin Ratio Rank: 6969
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.

BUT.L vs. GSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brunner Investment Trust (BUT.L) and iShares Core S&P 500 UCITS ETF (GSPX.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.


BUT.LGSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.87

2.25

-1.38

Martin ratioReturn relative to average drawdown

2.63

9.15

-6.52

BUT.L vs. GSPX.L - Sharpe Ratio Comparison

The current BUT.L Sharpe Ratio is 0.59, which is lower than the GSPX.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BUT.L and GSPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUT.L vs. GSPX.L - Drawdown Comparison

The maximum BUT.L drawdown since its inception was -47.11%, which is greater than GSPX.L's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for BUT.L and GSPX.L.


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Drawdown Indicators


BUT.LGSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.11%

-34.98%

-12.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-8.37%

-1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-18.97%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-25.80%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

Current Drawdown

Current decline from peak

-0.66%

-1.49%

+0.83%

Average Drawdown

Average peak-to-trough decline

-7.43%

-5.55%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.06%

+1.06%

Volatility

BUT.L vs. GSPX.L - Volatility Comparison

Brunner Investment Trust (BUT.L) and iShares Core S&P 500 UCITS ETF (GSPX.L) have volatilities of 3.07% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUT.LGSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.08%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

9.25%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.81%

12.01%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

16.12%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

17.61%

+1.91%

Dividends

BUT.L vs. GSPX.L - Dividend Comparison

BUT.L's dividend yield for the trailing twelve months is around 1.69%, more than GSPX.L's 0.81% yield.


PositionTTM20252024202320222021202020192018
BUT.L
Brunner Investment Trust
1.69%1.73%1.62%1.89%2.11%1.82%2.32%1.53%0.86%
GSPX.L
iShares Core S&P 500 UCITS ETF
0.81%0.89%0.99%1.15%1.40%0.96%1.31%1.50%0.11%

Frequently Asked Questions


BUT.L and GSPX.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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