DSI vs. ^GSPC

In the year-to-date period, DSI achieves a 1.18% return, which is significantly higher than ^GSPC's 1.00% return. Over the past 10 years, DSI has outperformed ^GSPC with an annualized return of 12.55%, while ^GSPC has yielded a comparatively lower 10.82% annualized return.

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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.

The current DSI Sharpe Ratio is 0.56, which is comparable to the ^GSPC Sharpe Ratio of 0.61. 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.

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.

iShares MSCI KLD 400 Social ETF (DSI) and S&P 500 (^GSPC) have volatilities of 4.50% and 4.58%, 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.