DSI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 Index (^GSPC).

DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006.

Performance

DSI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DSI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSI iShares MSCI KLD 400 Social ETF	-4.95%	18.03%	22.38%	28.51%	-21.71%	31.32%	20.94%	31.15%	-3.90%	20.89%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DSI achieves a -4.95% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, DSI has outperformed ^GSPC with an annualized return of 13.68%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

DSI

• 1D: 0.79%
• 1M: -4.80%
• YTD: -4.95%
• 6M: -3.05%
• 1Y: 19.89%
• 3Y*: 17.41%
• 5Y*: 10.84%
• 10Y*: 13.68%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DSI vs. ^GSPC — Risk / Return Rank

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

DSI

DSI Risk / Return Rank: 62
DSI Sharpe Ratio Rank: 58
DSI Sortino Ratio Rank: 62
DSI Omega Ratio Rank: 61
DSI Calmar Ratio Rank: 67
DSI Martin Ratio Rank: 65

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

DSI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social 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.

	DSI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.06	0.92	+0.15
Sortino ratio Return per unit of downside risk	1.63	1.41	+0.22
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.77	1.41	+0.36
Martin ratio Return relative to average drawdown	6.89	6.61	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSI vs. ^GSPC - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.06, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DSI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DSI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.92	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.68	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.46	+0.05

Correlation

The correlation between DSI and ^GSPC is 0.93, 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.

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.

Drawdown Indicators

	DSI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-56.78%	+2.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.54%	-12.14%	+0.60%
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 Drawdown Current decline from peak	-7.55%	-5.78%	-1.77%
Average Drawdown Average peak-to-trough decline	-7.58%	-10.75%	+3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.60%	+0.37%

Volatility

DSI vs. ^GSPC - Volatility Comparison

iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.69% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	DSI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.69%	5.37%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	9.55%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	18.33%	+0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	16.90%	+0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	18.05%	+0.62%