DSI vs. ^GSPC
Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 (^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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSI or ^GSPC.
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.
Performance
DSI vs. ^GSPC - Performance Comparison
Key characteristics
DSI:
0.33
^GSPC:
0.49
DSI:
0.61
^GSPC:
0.81
DSI:
1.08
^GSPC:
1.12
DSI:
0.33
^GSPC:
0.50
DSI:
1.17
^GSPC:
2.00
DSI:
5.73%
^GSPC:
4.76%
DSI:
20.33%
^GSPC:
19.36%
DSI:
-54.23%
^GSPC:
-56.78%
DSI:
-10.70%
^GSPC:
-8.79%
Returns By Period
In the year-to-date period, DSI achieves a -6.32% return, which is significantly lower than ^GSPC's -4.72% return. Over the past 10 years, DSI has outperformed ^GSPC with an annualized return of 11.79%, while ^GSPC has yielded a comparatively lower 10.26% annualized return.
DSI
-6.32%
0.11%
-3.89%
9.34%
15.46%
11.79%
^GSPC
-4.72%
-0.51%
-1.78%
11.67%
14.69%
10.26%
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Risk-Adjusted Performance
DSI vs. ^GSPC — Risk-Adjusted Performance Rank
DSI
^GSPC
DSI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
DSI vs. ^GSPC - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 (^GSPC) have volatilities of 13.87% and 14.11%, 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.