IAEX.L vs. ^GSPC
Compare and contrast key facts about iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and S&P 500 (^GSPC).
IAEX.L is a passively managed fund by iShares that tracks the performance of the Euronext AEX All Share TR EUR. It was launched on Nov 18, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAEX.L or ^GSPC.
Correlation
The correlation between IAEX.L and ^GSPC is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IAEX.L vs. ^GSPC - Performance Comparison
Key characteristics
IAEX.L:
0.73
^GSPC:
1.62
IAEX.L:
1.12
^GSPC:
2.20
IAEX.L:
1.13
^GSPC:
1.30
IAEX.L:
0.96
^GSPC:
2.46
IAEX.L:
2.23
^GSPC:
10.01
IAEX.L:
3.90%
^GSPC:
2.08%
IAEX.L:
11.87%
^GSPC:
12.88%
IAEX.L:
-63.69%
^GSPC:
-56.78%
IAEX.L:
-1.73%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, IAEX.L achieves a 6.45% return, which is significantly higher than ^GSPC's 2.24% return. Both investments have delivered pretty close results over the past 10 years, with IAEX.L having a 11.26% annualized return and ^GSPC not far behind at 11.04%.
IAEX.L
6.45%
0.29%
1.38%
8.19%
10.93%
11.26%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
IAEX.L vs. ^GSPC — Risk-Adjusted Performance Rank
IAEX.L
^GSPC
IAEX.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares AEX UCITS ETF EUR (Dist) (IAEX.L) 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
IAEX.L vs. ^GSPC - Drawdown Comparison
The maximum IAEX.L drawdown since its inception was -63.69%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IAEX.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
IAEX.L vs. ^GSPC - Volatility Comparison
iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and S&P 500 (^GSPC) have volatilities of 3.39% and 3.37%, 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.