ISPE.L vs. QUID.L
ISPE.L (iShares S&P 500 Equal Weight UCITS ETF) and QUID.L (PIMCO Sterling Short Maturity UCITS ETF) are both Global Equities funds - ISPE.L tracks the iShares S&P 500 Equal Weight UCITS ETF while QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF. Both are passively managed. Over the past 3 years, ISPE.L returned 12.67%/yr vs 5.10%/yr for QUID.L. At a 0.10 correlation, their price movements are largely independent.
Performance
ISPE.L vs. QUID.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISPE.L achieves a 10.81% return, which is significantly higher than QUID.L's 2.18% return.
ISPE.L
- 1D
- -0.48%
- 1M
- -0.08%
- 6M
- 7.91%
- YTD
- 10.81%
- 1Y
- 17.47%
- 3Y*
- 12.67%
- 5Y*
- —
- 10Y*
- —
QUID.L
- 1D
- 0.10%
- 1M
- 0.36%
- 6M
- 1.97%
- YTD
- 2.18%
- 1Y
- 4.36%
- 3Y*
- 5.10%
- 5Y*
- 3.28%
- 10Y*
- 2.00%
ISPE.L vs. QUID.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISPE.L iShares S&P 500 Equal Weight UCITS ETF | 10.81% | 11.30% | 11.48% | 12.23% | -3.77% |
QUID.L PIMCO Sterling Short Maturity UCITS ETF | 2.18% | 4.89% | 5.67% | 4.95% | 0.26% |
Correlation
The correlation between ISPE.L and QUID.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.10 |
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Return for Risk
ISPE.L vs. QUID.L — Risk / Return Rank
ISPE.L
QUID.L
ISPE.L vs. QUID.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF (ISPE.L) and PIMCO Sterling Short Maturity UCITS ETF (QUID.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.
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.
| ISPE.L | QUID.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.25 | ||
| Sortino ratioReturn per unit of downside risk | -8.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 2.80 | -1.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 9.83 | -7.09 |
| Martin ratioReturn relative to average drawdown | 9.72 | 78.74 | -69.02 |
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Drawdowns
ISPE.L vs. QUID.L - Drawdown Comparison
The maximum ISPE.L drawdown since its inception was -18.22%, which is greater than QUID.L's maximum drawdown of -2.47%. Use the drawdown chart below to compare losses from any high point for ISPE.L and QUID.L.
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Drawdown Indicators
| ISPE.L | QUID.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.22% | -2.47% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -0.45% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.22% | -0.45% | -17.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -2.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -2.47% | — |
Current DrawdownCurrent decline from peak | -1.01% | 0.00% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -0.21% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 0.06% | +1.89% |
Volatility
ISPE.L vs. QUID.L - Volatility Comparison
iShares S&P 500 Equal Weight UCITS ETF (ISPE.L) has a higher volatility of 2.86% compared to PIMCO Sterling Short Maturity UCITS ETF (QUID.L) at 0.19%. This indicates that ISPE.L's price experiences larger fluctuations and is considered to be riskier than QUID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISPE.L | QUID.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 0.19% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 0.64% | +7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 0.74% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 0.74% | +13.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 0.62% | +14.01% |
Dividends
ISPE.L vs. QUID.L - Dividend Comparison
ISPE.L has not paid dividends to shareholders, while QUID.L's dividend yield for the trailing twelve months is around 4.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPE.L iShares S&P 500 Equal Weight 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% |
QUID.L PIMCO Sterling Short Maturity UCITS ETF | 4.17% | 4.19% | 4.67% | 3.69% | 0.66% | 0.08% | 0.31% | 0.73% | 0.52% | 0.33% | 0.59% | 0.55% |
Frequently Asked Questions
ISPE.L and QUID.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISPE.L tracks iShares S&P 500 Equal Weight UCITS ETF, while QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF. They also come from different issuers: iShares and PIMCO.
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