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GSPX.L vs. RR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSPX.L vs. RR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core S&P 500 UCITS ETF (GSPX.L) and Rolls-Royce Holdings PLC (RR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSPX.L is traded in GBP, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GSPX.L achieves a 8.24% return, which is significantly lower than RR.L's 14.24% return.


GSPX.L

1D
2.38%
1M
0.64%
YTD
8.24%
6M
9.38%
1Y
24.05%
3Y*
20.06%
5Y*
12.13%
10Y*

RR.L

1D
4.41%
1M
8.55%
YTD
14.24%
6M
19.81%
1Y
48.66%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSPX.L vs. RR.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GSPX.L
iShares Core S&P 500 UCITS ETF
8.24%17.16%24.72%24.87%-20.64%28.96%15.11%27.76%-7.71%
RR.L
Rolls-Royce Holdings PLC
14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-13.03%

Correlation

The correlation between GSPX.L and RR.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.40

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

0.42

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

0.43

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Return for Risk

GSPX.L vs. RR.L — Risk / Return Rank

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

GSPX.L
GSPX.L Risk / Return Rank: 7171
Overall Rank
GSPX.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GSPX.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GSPX.L Omega Ratio Rank: 7171
Omega Ratio Rank
GSPX.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
GSPX.L Martin Ratio Rank: 7474
Martin Ratio Rank

RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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.

GSPX.L vs. RR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF (GSPX.L) and Rolls-Royce Holdings PLC (RR.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSPX.LRR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

2.86

2.54

+0.32

Martin ratioReturn relative to average drawdown

12.14

7.03

+5.11

GSPX.L vs. RR.L - Sharpe Ratio Comparison

The current GSPX.L Sharpe Ratio is 2.00, which is higher than the RR.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of GSPX.L and RR.L, 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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Drawdowns

GSPX.L vs. RR.L - Drawdown Comparison

The maximum GSPX.L drawdown since its inception was -34.98%, smaller than the maximum RR.L drawdown of -90.25%. Use the drawdown chart below to compare losses from any high point for GSPX.L and RR.L.


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Drawdown Indicators


GSPX.LRR.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-90.25%

+55.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-19.04%

+10.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-21.78%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-55.09%

+29.29%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

Current Drawdown

Current decline from peak

-2.12%

-3.61%

+1.49%

Average Drawdown

Average peak-to-trough decline

-5.61%

-28.29%

+22.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

6.91%

-4.93%

Volatility

GSPX.L vs. RR.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (GSPX.L) is 4.22%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.80%. This indicates that GSPX.L experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSPX.LRR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

11.80%

-7.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

31.08%

-22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

36.24%

-24.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

42.06%

-25.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

48.60%

-30.91%

Dividends

GSPX.L vs. RR.L - Dividend Comparison

GSPX.L's dividend yield for the trailing twelve months is around 0.82%, more than RR.L's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
GSPX.L
iShares Core S&P 500 UCITS ETF
0.82%0.89%0.99%1.15%1.40%0.96%1.31%1.50%0.11%0.00%0.00%0.00%
RR.L
Rolls-Royce Holdings PLC
0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Frequently Asked Questions


GSPX.L and RR.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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