PortfoliosLab logoPortfoliosLab logo
IKSD.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IKSD.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.L) and Invesco S&P 500 UCITS ETF (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IKSD.L achieves a 2.62% return, which is significantly lower than SPXS.L's 10.20% return.


IKSD.L

1D
0.04%
1M
-3.32%
6M
-2.78%
YTD
2.62%
1Y
1.40%
3Y*
-0.83%
5Y*
1.64%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IKSD.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IKSD.L
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
2.62%-5.43%0.13%9.58%-5.52%36.62%0.63%-13.40%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%29.64%17.89%11.47%

Correlation

The correlation between IKSD.L and SPXS.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IKSD.L vs. SPXS.L — Risk / Return Rank

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

IKSD.L
IKSD.L Risk / Return Rank: 1111
Overall Rank
IKSD.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IKSD.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IKSD.L Omega Ratio Rank: 1010
Omega Ratio Rank
IKSD.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IKSD.L Martin Ratio Rank: 1111
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.

IKSD.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.L) and Invesco S&P 500 UCITS ETF (SPXS.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.


IKSD.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.03

0.52

+0.51

Calmar ratioReturn relative to maximum drawdown

0.14

-1.00

+1.14

Martin ratioReturn relative to average drawdown

0.30

-1.23

+1.53

IKSD.L vs. SPXS.L - Sharpe Ratio Comparison

The current IKSD.L Sharpe Ratio is 0.11, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of IKSD.L and SPXS.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.


Loading charts...

Drawdowns

IKSD.L vs. SPXS.L - Drawdown Comparison

The maximum IKSD.L drawdown since its inception was -41.86%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for IKSD.L and SPXS.L.


Loading charts...

Drawdown Indicators


IKSD.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.86%

-99.07%

+57.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-99.07%

+87.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-99.07%

+83.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

-99.07%

+69.27%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-19.55%

-98.90%

+79.35%

Average Drawdown

Average peak-to-trough decline

-15.83%

-7.67%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

80.57%

-75.30%

Volatility

IKSD.L vs. SPXS.L - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.L) is 2.12%, while Invesco S&P 500 UCITS ETF (SPXS.L) has a volatility of 2.73%. This indicates that IKSD.L experiences smaller price fluctuations and is considered to be less risky than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IKSD.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.73%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

9.24%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

99.43%

-84.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

47.13%

-31.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

35.27%

-16.81%

IKSD.L vs. SPXS.L - Expense Ratio Comparison

IKSD.L has a 0.60% expense ratio, which is higher than SPXS.L's 0.05% expense ratio.


Dividends

IKSD.L vs. SPXS.L - Dividend Comparison

IKSD.L's dividend yield for the trailing twelve months is around 3.64%, while SPXS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IKSD.L
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
3.64%3.52%2.71%2.12%1.80%1.26%3.25%
SPXS.L
Invesco S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IKSD.L and SPXS.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.60% for IKSD.L.

IKSD.L tracks iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist), while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for IKSD.L and 0.05% for SPXS.L.

Portfolio Optimizer

Find the right allocation for IKSD.L and SPXS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer