IJT vs. ISP6.L
Compare and contrast key facts about iShares S&P SmallCap 600 Growth ETF (IJT) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L).
IJT and ISP6.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJT is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Growth Index. It was launched on Jul 24, 2000. 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. Both IJT and ISP6.L 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: IJT or ISP6.L.
Performance
IJT vs. ISP6.L - Performance Comparison
Returns By Period
In the year-to-date period, IJT achieves a 14.66% return, which is significantly higher than ISP6.L's 12.03% return. Over the past 10 years, IJT has underperformed ISP6.L with an annualized return of 10.20%, while ISP6.L has yielded a comparatively higher 11.39% annualized return.
IJT
14.66%
1.62%
8.71%
28.42%
10.27%
10.20%
ISP6.L
12.03%
5.72%
10.50%
25.19%
10.01%
11.39%
Key characteristics
| IJT | ISP6.L | |
|---|---|---|
| Sharpe Ratio | 1.52 | 1.38 |
| Sortino Ratio | 2.24 | 2.22 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 1.42 | 1.74 |
| Martin Ratio | 9.14 | 6.49 |
| Ulcer Index | 3.24% | 3.88% |
| Daily Std Dev | 19.53% | 18.23% |
| Max Drawdown | -57.61% | -39.08% |
| Current Drawdown | -4.55% | -2.53% |
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IJT vs. ISP6.L - Expense Ratio Comparison
IJT has a 0.25% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.
Correlation
The correlation between IJT and ISP6.L is 0.58, 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
IJT vs. ISP6.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). 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
IJT vs. ISP6.L - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.96%, less than ISP6.L's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 0.96% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% | 0.70% |
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% |
Drawdowns
IJT vs. ISP6.L - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, which is greater than ISP6.L's maximum drawdown of -39.08%. Use the drawdown chart below to compare losses from any high point for IJT and ISP6.L. For additional features, visit the drawdowns tool.
Volatility
IJT vs. ISP6.L - Volatility Comparison
iShares S&P SmallCap 600 Growth ETF (IJT) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L) have volatilities of 7.63% and 7.34%, 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.