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 6.16%/yr vs 13.39%/yr for ^GSPC. At a 0.31 correlation, their price movements are largely independent.
Performance
IS0D.DE vs. ^GSPC - Performance Comparison
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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%
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 | 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
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.
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.79% | -1.08% | -16.71% |
Average DrawdownAverage peak-to-trough decline | -38.83% | -9.08% | -29.75% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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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