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ECAR.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ECAR.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECAR.L achieves a 57.85% return, which is significantly higher than ^GSPC's 10.79% return.


ECAR.L

1D
-1.93%
1M
20.58%
YTD
57.85%
6M
59.03%
1Y
91.94%
3Y*
27.13%
5Y*
12.46%
10Y*

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECAR.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECAR.L
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
57.85%24.33%-0.93%27.09%-27.28%16.16%33.68%5.26%
^GSPC
S&P 500 Index
10.79%16.39%23.31%24.23%-19.44%26.89%16.26%15.69%

Correlation

The correlation between ECAR.L and ^GSPC is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.51

The correlation between ECAR.L and ^GSPC has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

ECAR.L vs. ^GSPC — Risk / Return Rank

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

ECAR.L
ECAR.L Risk / Return Rank: 9292
Overall Rank
ECAR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECAR.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
ECAR.L Omega Ratio Rank: 8989
Omega Ratio Rank
ECAR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ECAR.L Martin Ratio Rank: 9191
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

ECAR.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) 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.


ECAR.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.55

1.41

+0.14

Calmar ratioReturn relative to maximum drawdown

7.02

2.98

+4.04

Martin ratioReturn relative to average drawdown

21.74

13.78

+7.96

ECAR.L vs. ^GSPC - Sharpe Ratio Comparison

The current ECAR.L Sharpe Ratio is 3.53, which is higher than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ECAR.L and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ECAR.L^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.53

2.28

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.74

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.47

+0.15

Drawdowns

ECAR.L vs. ^GSPC - Drawdown Comparison

The maximum ECAR.L drawdown since its inception was -42.77%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ECAR.L and ^GSPC.


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Drawdown Indicators


ECAR.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-56.78%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-9.10%

-3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-29.34%

-18.90%

-10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-36.21%

-25.43%

-10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.93%

-0.33%

-1.60%

Average Drawdown

Average peak-to-trough decline

-11.56%

-10.72%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

1.97%

+2.24%

Volatility

ECAR.L vs. ^GSPC - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (ECAR.L) has a higher volatility of 12.68% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that ECAR.L'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


ECAR.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

2.88%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

9.00%

+12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

11.89%

+14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

16.90%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

18.06%

+7.63%

Frequently Asked Questions


ECAR.L and ^GSPC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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