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IDP6.L vs. ISP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. ISP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDP6.L is traded in USD, while ISP6.L is traded in GBp. To make them comparable, the ISP6.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDP6.L achieves a 19.44% return, which is significantly lower than ISP6.L's 20.56% return. Both investments have delivered pretty close results over the past 10 years, with IDP6.L having a 10.14% annualized return and ISP6.L not far ahead at 10.33%.


IDP6.L

1D
-0.60%
1M
1.24%
6M
14.55%
YTD
19.44%
1Y
30.44%
3Y*
13.63%
5Y*
7.17%
10Y*
10.14%

ISP6.L

1D
1.28%
1M
2.24%
6M
15.75%
YTD
20.56%
1Y
31.62%
3Y*
14.47%
5Y*
7.45%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDP6.L vs. ISP6.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.44%6.28%7.11%17.37%-16.73%26.35%10.58%21.32%-9.77%13.15%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
20.56%6.57%6.95%16.83%-16.69%26.70%10.14%22.22%-9.96%12.86%

Correlation

The correlation between IDP6.L and ISP6.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.90

The correlation between IDP6.L and ISP6.L has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

IDP6.L vs. ISP6.L — Risk / Return Rank

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

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
Martin Ratio Rank

ISP6.L
ISP6.L Risk / Return Rank: 8181
Overall Rank
ISP6.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 7474
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8686
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.

IDP6.L vs. ISP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.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.


IDP6.LISP6.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

3.80

3.83

-0.03

Martin ratioReturn relative to average drawdown

12.09

11.78

+0.30

IDP6.L vs. ISP6.L - Sharpe Ratio Comparison

The current IDP6.L Sharpe Ratio is 1.96, which is comparable to the ISP6.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IDP6.L and ISP6.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

IDP6.L vs. ISP6.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, smaller than the maximum ISP6.L drawdown of -75.33%. Use the drawdown chart below to compare losses from any high point for IDP6.L and ISP6.L.


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Drawdown Indicators


IDP6.LISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-75.33%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-8.22%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-28.89%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-28.89%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-45.15%

-0.34%

Current Drawdown

Current decline from peak

-2.42%

-1.30%

-1.12%

Average Drawdown

Average peak-to-trough decline

-9.38%

-20.34%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.68%

+0.05%

Volatility

IDP6.L vs. ISP6.L - Volatility Comparison

iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L) have volatilities of 4.36% and 4.27%, 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


IDP6.LISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.27%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

11.38%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

16.34%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

20.66%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

21.42%

+0.25%

IDP6.L vs. ISP6.L - Expense Ratio Comparison

Both IDP6.L and ISP6.L have an expense ratio of 0.40%.


Dividends

IDP6.L vs. ISP6.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, more than ISP6.L's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.49%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions


With a correlation of 0.95, IDP6.L and ISP6.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDP6.L and ISP6.L have the same expense ratio: 0.40% per year.

IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist), while ISP6.L tracks Russell 2000 TR USD.

Portfolio Optimizer

Find the right allocation for IDP6.L and ISP6.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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