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FLOA.L vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

FLOA.L vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLOA.L achieves a 2.04% return, which is significantly lower than ^SP500TR's 11.36% return.


FLOA.L

1D
0.06%
1M
0.46%
YTD
2.04%
6M
2.24%
1Y
5.02%
3Y*
5.73%
5Y*
4.28%
10Y*

^SP500TR

1D
0.42%
1M
4.61%
YTD
11.36%
6M
11.27%
1Y
28.58%
3Y*
22.72%
5Y*
14.02%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOA.L vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.04%4.98%6.42%6.62%1.35%0.42%0.86%4.17%0.86%
^SP500TR
S&P 500 Total Return
11.36%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-2.32%

Correlation

The correlation between FLOA.L and ^SP500TR is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.10

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Return for Risk

FLOA.L vs. ^SP500TR — Risk / Return Rank

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

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 8484
Overall Rank
^SP500TR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 8585
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8383
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 8080
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 9090
Martin Ratio Rank
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.

FLOA.L vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and S&P 500 Total Return (^SP500TR). 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.


FLOA.L^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

2.07

1.44

+0.64

Calmar ratioReturn relative to maximum drawdown

10.50

3.23

+7.27

Martin ratioReturn relative to average drawdown

55.93

15.09

+40.84

FLOA.L vs. ^SP500TR - Sharpe Ratio Comparison

The current FLOA.L Sharpe Ratio is 4.02, which is higher than the ^SP500TR Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FLOA.L and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLOA.L^SP500TRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

2.42

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.16

0.83

+1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.65

+0.14

Drawdowns

FLOA.L vs. ^SP500TR - Drawdown Comparison

The maximum FLOA.L drawdown since its inception was -14.96%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FLOA.L and ^SP500TR.


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Drawdown Indicators


FLOA.L^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-55.25%

+40.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.48%

-8.89%

+8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-18.75%

+17.01%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

-24.49%

+21.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-0.06%

-0.32%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.22%

-8.16%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.90%

-1.81%

Volatility

FLOA.L vs. ^SP500TR - Volatility Comparison

The current volatility for iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) is 0.49%, while S&P 500 Total Return (^SP500TR) has a volatility of 2.87%. This indicates that FLOA.L experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOA.L^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

2.87%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

9.00%

-7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

11.88%

-10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

16.90%

-14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

18.06%

-13.79%

Frequently Asked Questions


FLOA.L and ^SP500TR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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