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.
Key characteristics
| DSI | ^GSPC | |
|---|---|---|
| YTD Return | 5.19% | 5.21% |
| 1Y Return | 24.74% | 21.82% |
| 3Y Return (Ann) | 7.31% | 6.28% |
| 5Y Return (Ann) | 13.32% | 11.27% |
| 10Y Return (Ann) | 12.16% | 10.33% |
| Sharpe Ratio | 1.81 | 1.74 |
| Daily Std Dev | 12.91% | 11.70% |
| Max Drawdown | -54.23% | -56.78% |
| Current Drawdown | -5.23% | -4.49% |
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
The year-to-date returns for both investments are quite close, with DSI having a 5.19% return and ^GSPC slightly higher at 5.21%. Over the past 10 years, DSI has outperformed ^GSPC with an annualized return of 12.16%, while ^GSPC has yielded a comparatively lower 10.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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) has a higher volatility of 4.40% compared to S&P 500 (^GSPC) at 3.91%. 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.