IHPCF vs. COST
IHPCF (iShares Public Limited Company - iShares S&P 500 UCITS ETF) and COST (Costco Wholesale Corporation) are both stocks. Over the past 10 years, IHPCF returned 14.96%/yr vs 22.34%/yr for COST. At a 0.09 correlation, their price movements are largely independent.
Performance
IHPCF vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IHPCF achieves a 10.71% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, IHPCF has underperformed COST with an annualized return of 14.96%, while COST has yielded a comparatively higher 22.34% annualized return.
IHPCF
- 1D
- 0.00%
- 1M
- 5.96%
- YTD
- 10.71%
- 6M
- 12.31%
- 1Y
- 29.44%
- 3Y*
- 22.55%
- 5Y*
- 14.10%
- 10Y*
- 14.96%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
IHPCF vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHPCF iShares Public Limited Company - iShares S&P 500 UCITS ETF | 10.71% | 17.89% | 25.53% | 25.05% | -18.42% | 29.60% | 17.96% | 32.81% | -6.68% | 20.97% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between IHPCF and COST is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2008 | 0.09 |
The correlation between IHPCF and COST shifts across timeframes, from -0.04 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
IHPCF vs. COST — Risk / Return Rank
IHPCF
COST
IHPCF vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) and Costco Wholesale Corporation (COST). 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.
| IHPCF | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +4.48 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 0.94 | +0.90 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | -0.44 | +4.00 |
| Martin ratioReturn relative to average drawdown | 15.40 | -0.88 | +16.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IHPCF | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | -0.44 | +2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.94 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.02 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.59 | +0.07 |
Drawdowns
IHPCF vs. COST - Drawdown Comparison
The maximum IHPCF drawdown since its inception was -33.40%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IHPCF and COST.
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Drawdown Indicators
| IHPCF | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -53.39% | +19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -18.95% | +10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.39% | -20.74% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -31.40% | +7.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.40% | -31.40% | -2.00% |
Current DrawdownCurrent decline from peak | 0.00% | -12.11% | +12.11% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -13.36% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 9.86% | -7.94% |
Volatility
IHPCF vs. COST - Volatility Comparison
The current volatility for iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) is 2.89%, while Costco Wholesale Corporation (COST) has a volatility of 8.05%. This indicates that IHPCF experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IHPCF | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 8.05% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 14.83% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 19.12% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 22.73% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 21.95% | -2.19% |
Dividends
IHPCF vs. COST - Dividend Comparison
IHPCF's dividend yield for the trailing twelve months is around 0.64%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IHPCF iShares Public Limited Company - iShares S&P 500 UCITS ETF | 0.64% | 0.69% | 1.03% | 1.23% | 1.43% | 1.03% | 1.32% | 1.49% | 1.77% | 0.68% | 0.00% | 0.00% |
Financials
IHPCF vs. COST - Financials Comparison
This section allows you to compare key financial metrics between iShares Public Limited Company - iShares S&P 500 UCITS ETF and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IHPCF and COST have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (8.05%) compared to IHPCF (2.89%). In terms of maximum drawdown, IHPCF dropped -33.40% vs COST's -53.39%.
IHPCF currently has the higher Sharpe Ratio (2.45 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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