EXH9.DE vs. ^GSPC
Compare and contrast key facts about iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) and S&P 500 (^GSPC).
EXH9.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Utilities. It was launched on Jul 8, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXH9.DE or ^GSPC.
Key characteristics
| EXH9.DE | ^GSPC | |
|---|---|---|
| YTD Return | 2.04% | 25.45% |
| 1Y Return | 10.81% | 35.64% |
| 3Y Return (Ann) | 3.72% | 8.55% |
| 5Y Return (Ann) | 6.39% | 14.13% |
| 10Y Return (Ann) | 6.41% | 11.39% |
| Sharpe Ratio | 0.58 | 2.90 |
| Sortino Ratio | 0.86 | 3.87 |
| Omega Ratio | 1.11 | 1.54 |
| Calmar Ratio | 0.73 | 4.19 |
| Martin Ratio | 1.59 | 18.72 |
| Ulcer Index | 4.96% | 1.90% |
| Daily Std Dev | 13.62% | 12.27% |
| Max Drawdown | -51.33% | -56.78% |
| Current Drawdown | -7.69% | -0.29% |
Correlation
The correlation between EXH9.DE and ^GSPC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EXH9.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, EXH9.DE achieves a 2.04% return, which is significantly lower than ^GSPC's 25.45% return. Over the past 10 years, EXH9.DE has underperformed ^GSPC with an annualized return of 6.41%, 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
EXH9.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) 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
EXH9.DE vs. ^GSPC - Drawdown Comparison
The maximum EXH9.DE drawdown since its inception was -51.33%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXH9.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXH9.DE vs. ^GSPC - Volatility Comparison
iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a higher volatility of 5.70% compared to S&P 500 (^GSPC) at 3.86%. This indicates that EXH9.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.