EXI1.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about iShares SLI UCITS ETF (DE) (EXI1.DE) and S&P 500 Index (^GSPC).

EXI1.DE is a passively managed fund by iShares that tracks the performance of the SLI®. It was launched on Mar 22, 2001.

Performance

EXI1.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares SLI UCITS ETF (DE) (EXI1.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

EXI1.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXI1.DE iShares SLI UCITS ETF (DE)	-1.79%	15.57%	7.85%	16.18%	-15.13%	31.23%	4.79%	34.00%	-9.78%	9.33%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

EXI1.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXI1.DE achieves a -1.79% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, EXI1.DE has underperformed ^GSPC with an annualized return of 9.49%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.

EXI1.DE

• 1D: 2.23%
• 1M: -5.65%
• YTD: -1.79%
• 6M: 5.84%
• 1Y: 6.91%
• 3Y*: 10.16%
• 5Y*: 8.41%
• 10Y*: 9.49%

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

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

Return for Risk

EXI1.DE vs. ^GSPC — Risk / Return Rank

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

EXI1.DE

EXI1.DE Risk / Return Rank: 25
EXI1.DE Sharpe Ratio Rank: 24
EXI1.DE Sortino Ratio Rank: 22
EXI1.DE Omega Ratio Rank: 23
EXI1.DE Calmar Ratio Rank: 27
EXI1.DE Martin Ratio Rank: 29

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

EXI1.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares SLI UCITS ETF (DE) (EXI1.DE) and S&P 500 Index (^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.

	EXI1.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.45	0.41	+0.03
Sortino ratio Return per unit of downside risk	0.69	0.71	-0.02
Omega ratio Gain probability vs. loss probability	1.10	1.11	-0.01
Calmar ratio Return relative to maximum drawdown	0.74	0.62	+0.12
Martin ratio Return relative to average drawdown	2.70	2.56	+0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXI1.DE vs. ^GSPC - Sharpe Ratio Comparison

The current EXI1.DE Sharpe Ratio is 0.45, which is comparable to the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EXI1.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXI1.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	0.41	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.64	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.65	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.45	-0.06

Correlation

The correlation between EXI1.DE and ^GSPC is 0.40, 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.

Drawdowns

EXI1.DE vs. ^GSPC - Drawdown Comparison

The maximum EXI1.DE drawdown since its inception was -49.20%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for EXI1.DE and ^GSPC.

Drawdown Indicators

	EXI1.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-49.20%	-56.78%	+7.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.43%	-9.10%	-2.33%
Max Drawdown (5Y) Largest decline over 5 years	-20.35%	-25.43%	+5.08%
Max Drawdown (10Y) Largest decline over 10 years	-30.98%	-33.92%	+2.94%
Current Drawdown Current decline from peak	-6.83%	-5.67%	-1.16%
Average Drawdown Average peak-to-trough decline	-10.38%	-10.75%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.62%	+0.38%

Volatility

EXI1.DE vs. ^GSPC - Volatility Comparison

iShares SLI UCITS ETF (DE) (EXI1.DE) has a higher volatility of 5.63% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that EXI1.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.

Volatility by Period

	EXI1.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	4.36%	+1.27%
Volatility (6M) Calculated over the trailing 6-month period	8.96%	9.93%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.47%	20.68%	-5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.18%	16.80%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.23%	18.63%	-3.40%