EUSA vs. ^GSPC
Compare and contrast key facts about iShares MSCI USA Equal Weighted ETF (EUSA) and S&P 500 (^GSPC).
EUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA Index. It was launched on May 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSA or ^GSPC.
Key characteristics
| EUSA | ^GSPC | |
|---|---|---|
| YTD Return | 19.22% | 25.45% |
| 1Y Return | 35.65% | 35.64% |
| 3Y Return (Ann) | 4.93% | 8.55% |
| 5Y Return (Ann) | 11.88% | 14.13% |
| 10Y Return (Ann) | 10.54% | 11.39% |
| Sharpe Ratio | 2.88 | 2.90 |
| Sortino Ratio | 3.98 | 3.87 |
| Omega Ratio | 1.51 | 1.54 |
| Calmar Ratio | 2.34 | 4.19 |
| Martin Ratio | 16.72 | 18.72 |
| Ulcer Index | 2.13% | 1.90% |
| Daily Std Dev | 12.35% | 12.27% |
| Max Drawdown | -39.16% | -56.78% |
| Current Drawdown | -0.68% | -0.29% |
Correlation
The correlation between EUSA and ^GSPC is 0.82, 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
EUSA vs. ^GSPC - Performance Comparison
In the year-to-date period, EUSA achieves a 19.22% return, which is significantly lower than ^GSPC's 25.45% return. Over the past 10 years, EUSA has underperformed ^GSPC with an annualized return of 10.54%, while ^GSPC has yielded a comparatively higher 11.39% 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
EUSA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) 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
EUSA vs. ^GSPC - Drawdown Comparison
The maximum EUSA drawdown since its inception was -39.16%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EUSA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EUSA vs. ^GSPC - Volatility Comparison
The current volatility for iShares MSCI USA Equal Weighted ETF (EUSA) is 3.66%, while S&P 500 (^GSPC) has a volatility of 3.86%. This indicates that EUSA experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.