EXCS.L vs. ^GSPC
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and S&P 500 (^GSPC).
EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXCS.L or ^GSPC.
Performance
EXCS.L vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than ^GSPC's 23.56% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| EXCS.L | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.51 |
| Sortino Ratio | 1.25 | 3.36 |
| Omega Ratio | 1.17 | 1.47 |
| Calmar Ratio | 1.30 | 3.62 |
| Martin Ratio | 3.95 | 16.12 |
| Ulcer Index | 2.78% | 1.91% |
| Daily Std Dev | 12.59% | 12.27% |
| Max Drawdown | -14.45% | -56.78% |
| Current Drawdown | -5.06% | -1.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between EXCS.L and ^GSPC is 0.54, 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.
Risk-Adjusted Performance
EXCS.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) 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
EXCS.L vs. ^GSPC - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXCS.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. ^GSPC - Volatility Comparison
The current volatility for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) is 3.75%, while S&P 500 (^GSPC) has a volatility of 4.06%. This indicates that EXCS.L 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.