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

Performance

GSPX.L vs. SPMV.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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 SPMV.L is traded in USD. To make them comparable, the SPMV.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 9.80% return, which is significantly higher than SPMV.L's 4.40% return.


GSPX.L

1D
0.08%
1M
0.32%
6M
8.49%
YTD
9.80%
1Y
22.23%
3Y*
19.31%
5Y*
11.85%
10Y*

SPMV.L

1D
0.80%
1M
-0.18%
6M
3.42%
YTD
4.40%
1Y
11.16%
3Y*
11.78%
5Y*
8.78%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GSPX.L
iShares Core S&P 500 UCITS ETF
9.80%17.16%24.72%24.87%-20.64%28.96%15.11%27.76%-7.71%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.40%3.60%20.76%4.44%-0.48%26.16%4.26%26.25%-2.87%

Correlation

The correlation between GSPX.L and SPMV.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.57

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

0.61

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

0.65

The correlation between GSPX.L and SPMV.L shifts across timeframes, from 0.50 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSPX.L vs. SPMV.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: 7272
Overall Rank
GSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GSPX.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
GSPX.L Omega Ratio Rank: 7070
Omega Ratio Rank
GSPX.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GSPX.L Martin Ratio Rank: 7474
Martin Ratio Rank

SPMV.L
SPMV.L Risk / Return Rank: 4848
Overall Rank
SPMV.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4646
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5454
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. SPMV.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.65

2.15

+0.49

Martin ratioReturn relative to average drawdown

10.82

6.35

+4.47

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

The current GSPX.L Sharpe Ratio is 1.84, which is higher than the SPMV.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GSPX.L and SPMV.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. SPMV.L - Drawdown Comparison

The maximum GSPX.L drawdown since its inception was -34.98%, which is greater than SPMV.L's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for GSPX.L and SPMV.L.


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Drawdown Indicators


GSPX.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-25.15%

-9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-5.16%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-14.55%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-14.55%

-11.25%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-0.71%

-1.52%

+0.81%

Average Drawdown

Average peak-to-trough decline

-5.56%

-3.39%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.75%

+0.30%

Volatility

GSPX.L vs. SPMV.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF (GSPX.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) have volatilities of 2.92% and 2.82%, 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.


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Volatility by Period


GSPX.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.82%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

7.29%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

9.62%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

12.68%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

14.18%

+3.44%

GSPX.L vs. SPMV.L - Expense Ratio Comparison

GSPX.L has a 0.10% expense ratio, which is lower than SPMV.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSPX.L vs. SPMV.L - Dividend Comparison

GSPX.L's dividend yield for the trailing twelve months is around 0.80%, while SPMV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GSPX.L
iShares Core S&P 500 UCITS ETF
0.80%0.89%0.99%1.15%1.40%0.96%1.31%1.50%0.11%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSPX.L and SPMV.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSPX.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSPX.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SPMV.L.

GSPX.L tracks S&P 500 Index, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. Their fees differ too: 0.10% for GSPX.L and 0.20% for SPMV.L.

Portfolio Optimizer

Find the right allocation for GSPX.L and SPMV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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