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IPAC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IPAC and ^GSPC is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

IPAC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Pacific ETF (IPAC) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
66.72%
204.24%
IPAC
^GSPC

Key characteristics

Sharpe Ratio

IPAC:

0.75

^GSPC:

1.90

Sortino Ratio

IPAC:

1.12

^GSPC:

2.54

Omega Ratio

IPAC:

1.14

^GSPC:

1.35

Calmar Ratio

IPAC:

1.03

^GSPC:

2.81

Martin Ratio

IPAC:

3.30

^GSPC:

12.39

Ulcer Index

IPAC:

3.42%

^GSPC:

1.93%

Daily Std Dev

IPAC:

15.08%

^GSPC:

12.58%

Max Drawdown

IPAC:

-30.99%

^GSPC:

-56.78%

Current Drawdown

IPAC:

-6.02%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, IPAC achieves a 7.65% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, IPAC has underperformed ^GSPC with an annualized return of 5.71%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


IPAC

YTD

7.65%

1M

1.33%

6M

4.49%

1Y

11.20%

5Y (annualized)

4.26%

10Y (annualized)

5.71%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y (annualized)

12.80%

10Y (annualized)

11.01%

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Risk-Adjusted Performance

IPAC vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ETF (IPAC) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for IPAC, currently valued at 0.74, compared to the broader market0.002.004.000.741.90
The chart of Sortino ratio for IPAC, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.112.54
The chart of Omega ratio for IPAC, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.35
The chart of Calmar ratio for IPAC, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.022.81
The chart of Martin ratio for IPAC, currently valued at 3.25, compared to the broader market0.0020.0040.0060.0080.00100.003.2512.39
IPAC
^GSPC

The current IPAC Sharpe Ratio is 0.75, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IPAC and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.74
1.90
IPAC
^GSPC

Drawdowns

IPAC vs. ^GSPC - Drawdown Comparison

The maximum IPAC drawdown since its inception was -30.99%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IPAC and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-3.58%
IPAC
^GSPC

Volatility

IPAC vs. ^GSPC - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ETF (IPAC) is 3.40%, while S&P 500 (^GSPC) has a volatility of 3.64%. This indicates that IPAC experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
3.64%
IPAC
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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