ICSU.L vs. PFGC
Compare and contrast key facts about iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) and Performance Food Group Company (PFGC).
ICSU.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICSU.L or PFGC.
Key characteristics
| ICSU.L | PFGC | |
|---|---|---|
| YTD Return | 14.51% | 24.32% |
| 1Y Return | 16.38% | 43.00% |
| 3Y Return (Ann) | 8.84% | 22.92% |
| 5Y Return (Ann) | 8.99% | 14.29% |
| Sharpe Ratio | 1.56 | 1.80 |
| Sortino Ratio | 2.37 | 2.51 |
| Omega Ratio | 1.27 | 1.34 |
| Calmar Ratio | 1.37 | 2.12 |
| Martin Ratio | 10.05 | 5.54 |
| Ulcer Index | 1.57% | 7.83% |
| Daily Std Dev | 10.07% | 24.02% |
| Max Drawdown | -18.54% | -78.85% |
| Current Drawdown | -1.69% | -1.88% |
Correlation
The correlation between ICSU.L and PFGC is 0.24, 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.
Performance
ICSU.L vs. PFGC - Performance Comparison
In the year-to-date period, ICSU.L achieves a 14.51% return, which is significantly lower than PFGC's 24.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICSU.L vs. PFGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) and Performance Food Group Company (PFGC). 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.
Dividends
ICSU.L vs. PFGC - Dividend Comparison
Neither ICSU.L nor PFGC has paid dividends to shareholders.
Drawdowns
ICSU.L vs. PFGC - Drawdown Comparison
The maximum ICSU.L drawdown since its inception was -18.54%, smaller than the maximum PFGC drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for ICSU.L and PFGC. For additional features, visit the drawdowns tool.
Volatility
ICSU.L vs. PFGC - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) is 3.02%, while Performance Food Group Company (PFGC) has a volatility of 7.66%. This indicates that ICSU.L experiences smaller price fluctuations and is considered to be less risky than PFGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.