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

ESPX.AS vs. USCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) and Global X S&P 500 Covered Call ETF (USCC.TO).

ESPX.AS and USCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESPX.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 ESG Index Net (USD). It was launched on Aug 2, 2022. USCC.TO is an actively managed fund by Global X. It was launched on Sep 13, 2011.

Performance

ESPX.AS vs. USCC.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 Global X S&P 500 Covered Call ETF (USCC.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022
ESPX.AS
iShares S&P 500 Scored and Screened UCITS ETF USD Acc		-6.37%18.32%24.83%28.30%-6.93%
USCC.TO
Global X S&P 500 Covered Call ETF		-3.70%14.43%20.77%16.51%-8.29%
Different Trading Currencies

ESPX.AS is traded in USD, while USCC.TO is traded in CAD. To make them comparable, the USCC.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 -6.37% return, which is significantly lower than USCC.TO's -3.70% return.

ESPX.AS

1D
0.82%
1M
-6.65%
YTD
-6.37%
6M
-1.18%
1Y
18.94%
3Y*
18.10%
5Y*
—
10Y*
—

USCC.TO

1D
1.72%
1M
-5.17%
YTD
-3.70%
6M
-0.63%
1Y
13.88%
3Y*
13.42%
5Y*
7.42%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P 500 Scored and Screened UCITS ETF USD Acc

Global X S&P 500 Covered Call ETF

Often compared with ESPX.AS:
ESPX.AS vs. SPYESPX.AS vs. CSPX.ASESPX.AS vs. CSPX.LESPX.AS vs. IMAE.ASESPX.AS vs. IDVY.ASESPX.AS vs. CNDX.ASESPX.AS vs. EUEA.AS
Often compared with USCC.TO:
USCC.TO vs. TGED.TOUSCC.TO vs. SPYIUSCC.TO vs. GLCC.TOUSCC.TO vs. USCL.TOUSCC.TO vs. RSPAUSCC.TO vs. XSP.TOUSCC.TO vs. XEQT.TO

ESPX.AS vs. USCC.TO - Expense Ratio Comparison

ESPX.AS has a 0.07% expense ratio, which is lower than USCC.TO's 0.49% expense ratio.

USCC.TO
Global X S&P 500 Covered Call ETF
ESPX.AS
iShares S&P 500 Scored and Screened UCITS ETF USD Acc

Return for Risk

ESPX.AS vs. USCC.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: 7474
Overall Rank
ESPX.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ESPX.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESPX.AS Omega Ratio Rank: 6868
Omega Ratio Rank
ESPX.AS Calmar Ratio Rank: 8282
Calmar Ratio Rank
ESPX.AS Martin Ratio Rank: 8888
Martin Ratio Rank
USCC.TO
USCC.TO Risk / Return Rank: 3737
Overall Rank
USCC.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
USCC.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
USCC.TO Omega Ratio Rank: 4141
Omega Ratio Rank
USCC.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
USCC.TO Martin Ratio Rank: 4242
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.

ESPX.AS vs. USCC.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 Global X S&P 500 Covered Call ETF (USCC.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.ASUSCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.18

0.85

+0.33

Sortino ratio

Return per unit of downside risk

1.68

1.33

+0.35

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

2.37

1.23

+1.15

Martin ratio

Return relative to average drawdown

11.12

6.60

+4.52

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ESPX.AS Sharpe Ratio is 1.18, which is higher than the USCC.TO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ESPX.AS and USCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ESPX.ASUSCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.85

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.54

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.72

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.62

+0.36

Correlation

The correlation between ESPX.AS and USCC.TO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESPX.AS vs. USCC.TO - Dividend Comparison

ESPX.AS has not paid dividends to shareholders, while USCC.TO's dividend yield for the trailing twelve months is around 9.61%.

TTM20252024202320222021202020192018201720162015
ESPX.AS
iShares S&P 500 Scored and Screened UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USCC.TO
Global X S&P 500 Covered Call ETF		9.61%10.20%9.65%8.50%7.94%4.02%3.85%3.89%4.76%4.29%4.68%4.78%

Drawdowns

ESPX.AS vs. USCC.TO - Drawdown Comparison

The maximum ESPX.AS drawdown since its inception was -19.44%, smaller than the maximum USCC.TO drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for ESPX.AS and USCC.TO.

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Drawdown Indicators

ESPX.ASUSCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.44%

-28.48%

+9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-11.92%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.55%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.48%

—

Current Drawdown

Current decline from peak

-8.16%

-5.05%

-3.11%

Average Drawdown

Average peak-to-trough decline

-3.20%

-3.51%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.86%

-0.96%

Volatility

ESPX.AS vs. USCC.TO - Volatility Comparison

The current volatility for iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) is 3.99%, while Global X S&P 500 Covered Call ETF (USCC.TO) has a volatility of 4.70%. This indicates that ESPX.AS experiences smaller price fluctuations and is considered to be less risky than USCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESPX.ASUSCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

4.70%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

7.71%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.41%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

17.27%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

19.52%

-4.40%