ESPX.AS vs. ECHI.TO
ESPX.AS (iShares S&P 500 Scored and Screened UCITS ETF USD Acc) and ECHI.TO (Ninepoint Enhanced Canadian HighShares ETF) are both exchange-traded funds - ESPX.AS is a S&P 500 fund tracking the S&P 500 ESG Index Net (USD), while ECHI.TO is a Derivative Income fund actively managed by Ninepoint. ESPX.AS is passively managed, while ECHI.TO is actively managed. At a 0.42 correlation, their price movements are largely independent. ESPX.AS charges 0.07%/yr vs 0.29%/yr for ECHI.TO.
Performance
ESPX.AS vs. ECHI.TO - Performance Comparison
Loading charts...
Different Trading Currencies
ESPX.AS is traded in USD, while ECHI.TO is traded in CAD. To make them comparable, the ECHI.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESPX.AS achieves a 9.25% return, which is significantly lower than ECHI.TO's 15.33% return.
ESPX.AS
- 1D
- -0.78%
- 1M
- 4.78%
- YTD
- 9.25%
- 6M
- 10.56%
- 1Y
- 30.66%
- 3Y*
- 21.73%
- 5Y*
- —
- 10Y*
- —
ECHI.TO
- 1D
- -1.35%
- 1M
- 2.03%
- YTD
- 15.33%
- 6M
- 19.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESPX.AS vs. ECHI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESPX.AS iShares S&P 500 Scored and Screened UCITS ETF USD Acc | 9.25% | 8.59% |
ECHI.TO Ninepoint Enhanced Canadian HighShares ETF | 15.33% | 20.93% |
Correlation
The correlation between ESPX.AS and ECHI.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 25, 2025 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESPX.AS vs. ECHI.TO — Risk / Return Rank
ESPX.AS
ECHI.TO
ESPX.AS vs. ECHI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO). 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.
| ESPX.AS | ECHI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | — | — |
| Martin ratioReturn relative to average drawdown | 15.28 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ESPX.AS | ECHI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 2.84 | -1.60 |
Drawdowns
ESPX.AS vs. ECHI.TO - Drawdown Comparison
The maximum ESPX.AS drawdown since its inception was -19.44%, which is greater than ECHI.TO's maximum drawdown of -8.35%. Use the drawdown chart below to compare losses from any high point for ESPX.AS and ECHI.TO.
Loading charts...
Drawdown Indicators
| ESPX.AS | ECHI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -8.35% | -11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
Current DrawdownCurrent decline from peak | -0.78% | -1.35% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -1.59% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | — | — |
Volatility
ESPX.AS vs. ECHI.TO - Volatility Comparison
Loading charts...
Volatility by Period
| ESPX.AS | ECHI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 18.96% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 18.96% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.96% | -3.89% |
ESPX.AS vs. ECHI.TO - Expense Ratio Comparison
ESPX.AS has a 0.07% expense ratio, which is lower than ECHI.TO's 0.29% expense ratio.
Dividends
ESPX.AS vs. ECHI.TO - Dividend Comparison
ESPX.AS has not paid dividends to shareholders, while ECHI.TO's dividend yield for the trailing twelve months is around 10.90%.
| Position | TTM | 2025 |
|---|---|---|
ECHI.TO Ninepoint Enhanced Canadian HighShares ETF | 10.90% | 5.27% |
ESPX.AS iShares S&P 500 Scored and Screened UCITS ETF USD Acc | 0.00% | 0.00% |
Frequently Asked Questions
ESPX.AS and ECHI.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESPX.AS is cheaper with a 0.07% expense ratio, compared with 0.29% for ECHI.TO.
ESPX.AS is categorized as S&P 500, while ECHI.TO is Derivative Income. They also come from different issuers: iShares and Ninepoint. Their fees differ too: 0.07% for ESPX.AS and 0.29% for ECHI.TO.
Find the right allocation for ESPX.AS and ECHI.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer