PortfoliosLab logoPortfoliosLab logo
CRBN vs. SPFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRBN vs. SPFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI Low Carbon Target ETF (CRBN) and Sphere 500 Fossil Free Fund (SPFFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRBN vs. SPFFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRBN
iShares MSCI ACWI Low Carbon Target ETF
-2.35%21.85%19.29%22.31%-19.12%6.63%
SPFFX
Sphere 500 Fossil Free Fund
-6.37%18.12%25.13%29.48%-20.03%9.04%

Returns By Period

In the year-to-date period, CRBN achieves a -2.35% return, which is significantly higher than SPFFX's -6.37% return.


CRBN

1D
1.04%
1M
-5.04%
YTD
-2.35%
6M
0.26%
1Y
20.18%
3Y*
17.48%
5Y*
9.47%
10Y*
11.60%

SPFFX

1D
3.20%
1M
-5.41%
YTD
-6.37%
6M
-4.47%
1Y
16.14%
3Y*
18.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CRBN vs. SPFFX - Expense Ratio Comparison

CRBN has a 0.20% expense ratio, which is higher than SPFFX's 0.11% 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

CRBN vs. SPFFX — Risk / Return Rank

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

CRBN
CRBN Risk / Return Rank: 6666
Overall Rank
CRBN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CRBN Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRBN Omega Ratio Rank: 6565
Omega Ratio Rank
CRBN Calmar Ratio Rank: 6565
Calmar Ratio Rank
CRBN Martin Ratio Rank: 7171
Martin Ratio Rank

SPFFX
SPFFX Risk / Return Rank: 4848
Overall Rank
SPFFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 4343
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 5959
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.

CRBN vs. SPFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and Sphere 500 Fossil Free Fund (SPFFX). 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.


CRBNSPFFXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.86

+0.29

Sortino ratio

Return per unit of downside risk

1.72

1.35

+0.37

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.76

1.41

+0.35

Martin ratio

Return relative to average drawdown

7.87

5.92

+1.95

CRBN vs. SPFFX - Sharpe Ratio Comparison

The current CRBN Sharpe Ratio is 1.15, which is higher than the SPFFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CRBN and SPFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CRBNSPFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.86

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.61

+0.02

Correlation

The correlation between CRBN and SPFFX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRBN vs. SPFFX - Dividend Comparison

CRBN's dividend yield for the trailing twelve months is around 2.26%, less than SPFFX's 7.26% yield.


TTM20252024202320222021202020192018201720162015
CRBN
iShares MSCI ACWI Low Carbon Target ETF
2.26%2.21%1.94%2.01%1.95%1.57%1.41%2.27%2.51%2.05%2.27%2.01%
SPFFX
Sphere 500 Fossil Free Fund
7.26%6.80%1.06%1.32%0.73%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRBN vs. SPFFX - Drawdown Comparison

The maximum CRBN drawdown since its inception was -33.13%, which is greater than SPFFX's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for CRBN and SPFFX.


Loading graphics...

Drawdown Indicators


CRBNSPFFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-25.11%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-12.14%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

Current Drawdown

Current decline from peak

-6.41%

-7.89%

+1.48%

Average Drawdown

Average peak-to-trough decline

-5.27%

-6.60%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.90%

-0.30%

Volatility

CRBN vs. SPFFX - Volatility Comparison

iShares MSCI ACWI Low Carbon Target ETF (CRBN) has a higher volatility of 6.62% compared to Sphere 500 Fossil Free Fund (SPFFX) at 5.90%. This indicates that CRBN's price experiences larger fluctuations and is considered to be riskier than SPFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CRBNSPFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.90%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

10.56%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

19.36%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

17.29%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

17.29%

-0.42%