DSI vs. ^GSPC
DSI (iShares ESG MSCI KLD 400 ETF) is Large Cap Blend Equities fund tracking the MSCI KLD 400 Social Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, DSI returned 15.02%/yr vs 13.29%/yr for ^GSPC. Their correlation of 0.93 means they have usually moved in the same direction.
Performance
DSI vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, DSI achieves a 12.46% return, which is significantly higher than ^GSPC's 11.03% return. Over the past 10 years, DSI has outperformed ^GSPC with an annualized return of 15.02%, while ^GSPC has yielded a comparatively lower 13.29% annualized return.
DSI
- 1D
- 1.97%
- 1M
- 2.00%
- 6M
- 10.56%
- YTD
- 12.46%
- 1Y
- 23.30%
- 3Y*
- 20.53%
- 5Y*
- 12.38%
- 10Y*
- 15.02%
- ALL TIME*
- 10.75%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $16.78M | $14.31M | $16.21M |
DSI vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares ESG MSCI KLD 400 ETF | 12.46% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between DSI and ^GSPC is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.93 |
The correlation between DSI and ^GSPC has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
DSI vs. ^GSPC — Risk / Return Rank
DSI
^GSPC
DSI vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and S&P 500 Index (^GSPC). 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.
| DSI | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.41 | -0.29 |
| Martin ratioReturn relative to average drawdown | 8.22 | 10.22 | -2.00 |
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Drawdowns
DSI vs. ^GSPC - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DSI and ^GSPC.
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Drawdown Indicators
| DSI | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -56.78% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -9.10% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -18.90% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -25.43% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | -33.92% | -0.18% |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -10.70% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.14% | +0.70% |
Volatility
DSI vs. ^GSPC - Volatility Comparison
iShares ESG MSCI KLD 400 ETF (DSI) has a higher volatility of 4.96% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSI | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.80% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 10.20% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 12.86% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 17.02% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 18.08% | +0.67% |
Frequently Asked Questions
With a correlation of 0.96, DSI and ^GSPC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DSI has higher volatility (4.96%) compared to ^GSPC (3.80%). In terms of maximum drawdown, DSI dropped -54.23% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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