IS0D.DE vs. ^GSPC
Compare and contrast key facts about iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and S&P 500 Index (^GSPC).
IS0D.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Oil & Gas Exploration & Production. It was launched on Sep 16, 2011.
Performance
IS0D.DE vs. ^GSPC - Performance Comparison
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IS0D.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 36.12% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
^GSPC S&P 500 Index | -2.10% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Different Trading Currencies
IS0D.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS0D.DE achieves a 36.12% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, IS0D.DE has underperformed ^GSPC with an annualized return of 9.24%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.
IS0D.DE
- 1D
- 1.35%
- 1M
- 6.70%
- YTD
- 36.12%
- 6M
- 38.82%
- 1Y
- 23.63%
- 3Y*
- 11.59%
- 5Y*
- 20.64%
- 10Y*
- 9.24%
^GSPC
- 1D
- 0.00%
- 1M
- -3.17%
- YTD
- -2.47%
- 6M
- -0.80%
- 1Y
- 8.54%
- 3Y*
- 14.53%
- 5Y*
- 10.74%
- 10Y*
- 12.10%
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Return for Risk
IS0D.DE vs. ^GSPC — Risk / Return Rank
IS0D.DE
^GSPC
IS0D.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and S&P 500 Index (^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.
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.41 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.71 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 0.62 | +2.30 |
Martin ratioReturn relative to average drawdown | 6.07 | 2.56 | +3.51 |
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
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.41 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.64 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.65 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.45 | -0.35 |
Correlation
The correlation between IS0D.DE and ^GSPC is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
IS0D.DE vs. ^GSPC - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and ^GSPC.
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Drawdown Indicators
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -56.78% | -22.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -9.10% | -6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -25.43% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -33.92% | -39.81% |
Current DrawdownCurrent decline from peak | -6.04% | -5.67% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -27.29% | -10.75% | -16.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 2.62% | +3.14% |
Volatility
IS0D.DE vs. ^GSPC - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 10.74% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 4.36% | +6.38% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 9.93% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.16% | 20.68% | +7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.26% | 16.80% | +13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.06% | 18.63% | +14.43% |