IS0E.DE vs. SPY
Compare and contrast key facts about iShares Gold Producers UCITS ETF (IS0E.DE) and SPDR S&P 500 ETF (SPY).
IS0E.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both IS0E.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS0E.DE or SPY.
Key characteristics
| IS0E.DE | SPY | |
|---|---|---|
| YTD Return | 30.68% | 21.01% |
| 1Y Return | 36.45% | 32.86% |
| 3Y Return (Ann) | 9.83% | 8.37% |
| 5Y Return (Ann) | 8.91% | 14.97% |
| 10Y Return (Ann) | 12.89% | 12.86% |
| Sharpe Ratio | 1.53 | 2.83 |
| Sortino Ratio | 2.18 | 3.76 |
| Omega Ratio | 1.27 | 1.53 |
| Calmar Ratio | 1.18 | 4.05 |
| Martin Ratio | 7.11 | 18.38 |
| Ulcer Index | 6.04% | 1.85% |
| Daily Std Dev | 28.04% | 12.02% |
| Max Drawdown | -71.22% | -55.19% |
| Current Drawdown | -8.63% | -2.53% |
Correlation
The correlation between IS0E.DE and SPY is 0.08, 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.
Performance
IS0E.DE vs. SPY - Performance Comparison
In the year-to-date period, IS0E.DE achieves a 30.68% return, which is significantly higher than SPY's 21.01% return. Both investments have delivered pretty close results over the past 10 years, with IS0E.DE having a 12.89% annualized return and SPY not far behind at 12.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS0E.DE vs. SPY - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
IS0E.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
IS0E.DE vs. SPY - Dividend Comparison
IS0E.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
IS0E.DE vs. SPY - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.22%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
IS0E.DE vs. SPY - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 7.22% compared to SPDR S&P 500 ETF (SPY) at 3.15%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.