IS0D.DE vs. ^GSPC
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) is Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IS0D.DE returned 6.95%/yr vs 13.40%/yr for ^GSPC. At a 0.30 correlation, their price movements are largely independent.
Performance
IS0D.DE vs. ^GSPC - Performance Comparison
Loading charts...
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 30.64% return, which is significantly higher than ^GSPC's 12.06% return. Over the past 10 years, IS0D.DE has underperformed ^GSPC with an annualized return of 6.95%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
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 | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
^GSPC S&P 500 Index | 12.06% | 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 -0.02, 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 | -0.02 |
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 Apr 3, 2012 | 0.30 |
The correlation between IS0D.DE and ^GSPC shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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
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 | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.30 | -1.28 |
| Martin ratioReturn relative to average drawdown | 5.02 | 12.34 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.04 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.80 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.72 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.51 | -0.42 |
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 -51.62%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and ^GSPC.
Loading charts...
Drawdown Indicators
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -51.62% | -27.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -7.57% | -10.18% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -23.99% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -23.99% | -8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -33.42% | -40.31% |
Current DrawdownCurrent decline from peak | -9.82% | -0.20% | -9.62% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -9.08% | -18.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 2.02% | +5.16% |
Volatility
IS0D.DE vs. ^GSPC - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to S&P 500 Index (^GSPC) at 2.24%. 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.
Loading charts...
Volatility by Period
| IS0D.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 2.24% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 8.62% | +13.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 12.29% | +14.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 16.79% | +13.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 18.59% | +14.53% |
Frequently Asked Questions
IS0D.DE and ^GSPC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IS0D.DE and ^GSPC
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