IHPCF vs. VOO

Last updated Jun 4, 2026

IHPCF (iShares Public Limited Company - iShares S&P 500 UCITS ETF) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, IHPCF returned 14.96%/yr vs 15.56%/yr for VOO. At a 0.19 correlation, their price movements are largely independent.

Performance

IHPCF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with IHPCF having a 10.71% return and VOO slightly higher at 10.91%. Both investments have delivered pretty close results over the past 10 years, with IHPCF having a 14.96% annualized return and VOO not far ahead at 15.56%.

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%

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IHPCF vs. VOO - 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%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between IHPCF and VOO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.19

Return for Risk

IHPCF vs. VOO — Risk / Return Rank

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

IHPCF

IHPCF Risk / Return Rank: 92
IHPCF Sharpe Ratio Rank: 91
IHPCF Sortino Ratio Rank: 94
IHPCF Omega Ratio Rank: 98
IHPCF Calmar Ratio Rank: 85
IHPCF Martin Ratio Rank: 93

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

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.

IHPCF vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio Return per unit of total volatility	2.45	2.39	+0.06
Sortino ratio Return per unit of downside risk	3.98	3.25	+0.72
Omega ratio Gain probability vs. loss probability	1.84	1.43	+0.41
Calmar ratio Return relative to maximum drawdown	3.55	3.16	+0.39
Martin ratio Return relative to average drawdown	15.40	14.73	+0.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHPCF vs. VOO - Sharpe Ratio Comparison

The current IHPCF Sharpe Ratio is 2.45, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IHPCF and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IHPCF	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.39	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.83	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.87	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.89	-0.24

Drawdowns

IHPCF vs. VOO - Drawdown Comparison

The maximum IHPCF drawdown since its inception was -33.40%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IHPCF and VOO.

Drawdown Indicators

	IHPCF	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-33.40%	-33.99%	+0.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-8.90%	+0.57%
Max Drawdown (3Y) Largest decline over 3 years	-18.39%	-18.69%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-24.32%	-24.52%	+0.20%
Max Drawdown (10Y) Largest decline over 10 years	-33.40%	-33.99%	+0.59%
Current Drawdown Current decline from peak	0.00%	-0.70%	+0.70%
Average Drawdown Average peak-to-trough decline	-4.48%	-3.69%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.91%	+0.01%

Volatility

IHPCF vs. VOO - Volatility Comparison

iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.89% and 2.84%, 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.

Volatility by Period

	IHPCF	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	2.84%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	8.90%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	11.80%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.74%	16.81%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.76%	18.01%	+1.75%

Dividends

IHPCF vs. VOO - Dividend Comparison

IHPCF's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VOO Vanguard S&P 500 ETF	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both IHPCF and VOO in my portfolio?

IHPCF and VOO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IHPCF or VOO?

IHPCF has higher volatility (2.89%) compared to VOO (2.84%). In terms of maximum drawdown, IHPCF dropped -33.40% vs VOO's -33.99%.

Which has better risk-adjusted returns?

IHPCF currently has the higher Sharpe Ratio (2.45 vs 2.39), 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.