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ESPX.AS vs. ECHI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPX.AS vs. ECHI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPX.AS vs. ECHI.TO - Yearly Performance Comparison


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

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Return for Risk

ESPX.AS vs. ECHI.TO — Risk / Return Rank

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

ESPX.AS
ESPX.AS Risk / Return Rank: 8080
Overall Rank
ESPX.AS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ESPX.AS Sortino Ratio Rank: 8787
Sortino Ratio Rank
ESPX.AS Omega Ratio Rank: 8282
Omega Ratio Rank
ESPX.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
ESPX.AS Martin Ratio Rank: 7979
Martin Ratio Rank

ECHI.TO
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.

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.ASECHI.TODifference
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

ESPX.AS vs. ECHI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESPX.ASECHI.TODifference

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.


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Drawdown Indicators


ESPX.ASECHI.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.78%

-1.35%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.10%

-1.59%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

ESPX.AS vs. ECHI.TO - Volatility Comparison


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Volatility by Period


ESPX.ASECHI.TODifference

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%.


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.

Portfolio Optimizer

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