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IBZL.L vs. SP2D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBZL.L vs. SP2D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE). The values are adjusted to include any dividend payments, if applicable.

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IBZL.L vs. SP2D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
23.78%38.28%-26.04%25.61%8.23%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.77%4.35%13.51%8.32%5.05%
Different Trading Currencies

IBZL.L is traded in GBp, while SP2D.DE is traded in EUR. To make them comparable, the SP2D.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBZL.L achieves a 23.78% return, which is significantly higher than SP2D.DE's 1.77% return.


IBZL.L

1D
1.88%
1M
2.04%
YTD
23.78%
6M
33.79%
1Y
52.43%
3Y*
17.94%
5Y*
15.19%
10Y*
10.96%

SP2D.DE

1D
1.21%
1M
-3.78%
YTD
1.77%
6M
4.01%
1Y
10.21%
3Y*
9.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBZL.L vs. SP2D.DE - Expense Ratio Comparison

IBZL.L has a 0.74% expense ratio, which is higher than SP2D.DE's 0.20% expense ratio.


Return for Risk

IBZL.L vs. SP2D.DE — Risk / Return Rank

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

IBZL.L
IBZL.L Risk / Return Rank: 9494
Overall Rank
IBZL.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBZL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
IBZL.L Omega Ratio Rank: 9090
Omega Ratio Rank
IBZL.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBZL.L Martin Ratio Rank: 9393
Martin Ratio Rank

SP2D.DE
SP2D.DE Risk / Return Rank: 2121
Overall Rank
SP2D.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SP2D.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SP2D.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SP2D.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SP2D.DE Martin Ratio Rank: 2525
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.

IBZL.L vs. SP2D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE). 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.


IBZL.LSP2D.DEDifference

Sharpe ratio

Return per unit of total volatility

2.33

0.65

+1.68

Sortino ratio

Return per unit of downside risk

3.01

0.95

+2.05

Omega ratio

Gain probability vs. loss probability

1.40

1.14

+0.26

Calmar ratio

Return relative to maximum drawdown

5.59

1.19

+4.40

Martin ratio

Return relative to average drawdown

14.23

4.81

+9.42

IBZL.L vs. SP2D.DE - Sharpe Ratio Comparison

The current IBZL.L Sharpe Ratio is 2.33, which is higher than the SP2D.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IBZL.L and SP2D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBZL.LSP2D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.65

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.53

-0.31

Correlation

The correlation between IBZL.L and SP2D.DE is 0.31, 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.


Dividends

IBZL.L vs. SP2D.DE - Dividend Comparison

IBZL.L's dividend yield for the trailing twelve months is around 5.17%, more than SP2D.DE's 1.39% yield.


TTM20252024202320222021202020192018201720162015
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
5.17%5.74%8.31%6.83%16.49%8.64%2.44%3.28%3.31%1.86%2.24%5.42%
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.39%1.39%1.34%1.49%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBZL.L vs. SP2D.DE - Drawdown Comparison

The maximum IBZL.L drawdown since its inception was -69.44%, which is greater than SP2D.DE's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for IBZL.L and SP2D.DE.


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Drawdown Indicators


IBZL.LSP2D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.44%

-22.69%

-46.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-14.62%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-28.21%

Max Drawdown (10Y)

Largest decline over 10 years

-51.77%

Current Drawdown

Current decline from peak

-0.10%

-4.86%

+4.76%

Average Drawdown

Average peak-to-trough decline

-21.97%

-6.08%

-15.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.41%

+1.37%

Volatility

IBZL.L vs. SP2D.DE - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) has a higher volatility of 7.75% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 3.47%. This indicates that IBZL.L's price experiences larger fluctuations and is considered to be riskier than SP2D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBZL.LSP2D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

3.47%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

7.61%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

15.69%

+6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

14.86%

+11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

14.86%

+16.89%