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IS0D.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

IS0D.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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 19.06% return, which is significantly higher than ^GSPC's 11.08% return. Over the past 10 years, IS0D.DE has underperformed ^GSPC with an annualized return of 6.16%, while ^GSPC has yielded a comparatively higher 13.39% annualized return.


IS0D.DE

1D
-0.33%
1M
-6.02%
YTD
19.06%
6M
21.02%
1Y
21.84%
3Y*
8.97%
5Y*
14.44%
10Y*
6.16%

^GSPC

1D
0.00%
1M
0.10%
YTD
11.08%
6M
9.96%
1Y
23.31%
3Y*
17.45%
5Y*
12.53%
10Y*
13.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0D.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
19.06%-4.44%3.15%-0.98%44.41%86.31%-39.10%13.52%-18.96%-15.75%
^GSPC
S&P 500 Index
10.85%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between IS0D.DE and ^GSPC 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

0.09

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.31

The correlation between IS0D.DE and ^GSPC shifts across timeframes, from -0.04 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0D.DE vs. ^GSPC — Risk / Return Rank

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

IS0D.DE
IS0D.DE Risk / Return Rank: 2424
Overall Rank
IS0D.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 2525
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6262
Overall Rank
^GSPC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5858
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6565
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5555
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7070
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.

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.

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.


IS0D.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.16

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.17

3.10

-1.92

Martin ratioReturn relative to average drawdown

3.19

11.44

-8.25

IS0D.DE vs. ^GSPC - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 0.80, which is lower than the ^GSPC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IS0D.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS0D.DE vs. ^GSPC - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -83.80%, which is greater than ^GSPC's maximum drawdown of -51.62%. 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^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-51.62%

-32.18%

Max Drawdown (1Y)

Largest decline over 1 year

-18.52%

-7.57%

-10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-30.79%

-23.99%

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-23.99%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-73.71%

-33.42%

-40.29%

Current Drawdown

Current decline from peak

-17.79%

-1.08%

-16.71%

Average Drawdown

Average peak-to-trough decline

-38.83%

-9.08%

-29.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

2.04%

+4.78%

Volatility

IS0D.DE vs. ^GSPC - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.81% compared to S&P 500 Index (^GSPC) at 3.97%. 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^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

3.97%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

22.95%

9.16%

+13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

12.59%

+14.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

16.85%

+13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.49%

18.61%

+14.88%

Frequently Asked Questions


IS0D.DE and ^GSPC 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.

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