EXI1.DE vs. ^GSPC
Compare and contrast key facts about iShares SLI UCITS ETF (DE) (EXI1.DE) and S&P 500 (^GSPC).
EXI1.DE is a passively managed fund by iShares that tracks the performance of the SLI®. It was launched on Mar 22, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXI1.DE or ^GSPC.
Performance
EXI1.DE vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, EXI1.DE achieves a 7.30% return, which is significantly lower than ^GSPC's 23.56% return. Over the past 10 years, EXI1.DE has underperformed ^GSPC with an annualized return of 7.92%, while ^GSPC has yielded a comparatively higher 11.10% annualized return.
EXI1.DE
7.30%
-4.51%
1.36%
15.89%
8.28%
7.92%
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| EXI1.DE | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.36 | 2.51 |
| Sortino Ratio | 1.88 | 3.36 |
| Omega Ratio | 1.24 | 1.47 |
| Calmar Ratio | 1.44 | 3.62 |
| Martin Ratio | 6.68 | 16.12 |
| Ulcer Index | 2.25% | 1.91% |
| Daily Std Dev | 10.99% | 12.27% |
| Max Drawdown | -47.55% | -56.78% |
| Current Drawdown | -4.73% | -1.80% |
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Correlation
The correlation between EXI1.DE and ^GSPC is 0.38, 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.
Risk-Adjusted Performance
EXI1.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares SLI UCITS ETF (DE) (EXI1.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
EXI1.DE vs. ^GSPC - Drawdown Comparison
The maximum EXI1.DE drawdown since its inception was -47.55%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXI1.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXI1.DE vs. ^GSPC - Volatility Comparison
iShares SLI UCITS ETF (DE) (EXI1.DE) and S&P 500 (^GSPC) have volatilities of 4.25% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.