ISP6.L vs. IJR
Compare and contrast key facts about iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares Core S&P Small-Cap ETF (IJR).
ISP6.L and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISP6.L is a passively managed fund by iShares that tracks the performance of the Russell 2000 TR USD. It was launched on May 9, 2008. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both ISP6.L and IJR 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: ISP6.L or IJR.
Performance
ISP6.L vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, ISP6.L achieves a 12.03% return, which is significantly lower than IJR's 12.64% return. Over the past 10 years, ISP6.L has outperformed IJR with an annualized return of 11.39%, while IJR has yielded a comparatively lower 9.63% annualized return.
ISP6.L
12.03%
5.72%
10.50%
25.19%
10.01%
11.39%
IJR
12.64%
2.07%
10.29%
27.11%
10.16%
9.63%
Key characteristics
| ISP6.L | IJR | |
|---|---|---|
| Sharpe Ratio | 1.38 | 1.43 |
| Sortino Ratio | 2.22 | 2.14 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 1.74 | 1.58 |
| Martin Ratio | 6.49 | 8.03 |
| Ulcer Index | 3.88% | 3.55% |
| Daily Std Dev | 18.23% | 19.97% |
| Max Drawdown | -39.08% | -58.15% |
| Current Drawdown | -2.53% | -4.49% |
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ISP6.L vs. IJR - Expense Ratio Comparison
ISP6.L has a 0.40% expense ratio, which is higher than IJR's 0.07% expense ratio.
Correlation
The correlation between ISP6.L and IJR is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ISP6.L vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares Core S&P Small-Cap ETF (IJR). 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
ISP6.L vs. IJR - Dividend Comparison
ISP6.L's dividend yield for the trailing twelve months is around 1.12%, less than IJR's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISP6.L iShares S&P SmallCap 600 UCITS ETF | 1.12% | 1.08% | 1.00% | 0.65% | 0.94% | 0.97% | 0.96% | 0.78% | 0.77% | 0.53% | 0.71% | 0.71% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
ISP6.L vs. IJR - Drawdown Comparison
The maximum ISP6.L drawdown since its inception was -39.08%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for ISP6.L and IJR. For additional features, visit the drawdowns tool.
Volatility
ISP6.L vs. IJR - Volatility Comparison
iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 7.34% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.