PLNUSD=X vs. IUSA.DE
PLNUSD=X (PLN/USD) is a currency, while IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PLNUSD=X returned 0.41%/yr vs 15.42%/yr for IUSA.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
PLNUSD=X vs. IUSA.DE - Performance Comparison
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Different Trading Currencies
PLNUSD=X is traded in USD, while IUSA.DE is traded in EUR. To make them comparable, the IUSA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PLNUSD=X achieves a -2.50% return, which is significantly lower than IUSA.DE's 10.12% return. Over the past 10 years, PLNUSD=X has underperformed IUSA.DE with an annualized return of 0.41%, while IUSA.DE has yielded a comparatively higher 15.42% annualized return.
PLNUSD=X
- 1D
- -0.93%
- 1M
- -2.18%
- YTD
- -2.50%
- 6M
- -1.39%
- 1Y
- 1.57%
- 3Y*
- 4.40%
- 5Y*
- -0.09%
- 10Y*
- 0.41%
IUSA.DE
- 1D
- -0.03%
- 1M
- 3.13%
- YTD
- 10.12%
- 6M
- 10.61%
- 1Y
- 27.54%
- 3Y*
- 22.24%
- 5Y*
- 13.83%
- 10Y*
- 15.42%
PLNUSD=X vs. IUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLNUSD=X PLN/USD | -2.50% | 15.12% | -4.70% | 11.11% | -7.74% | -7.60% | 1.74% | -1.43% | -6.84% | 20.27% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 10.12% | 18.36% | 24.92% | 26.47% | -18.91% | 29.88% | 17.48% | 31.94% | -5.50% | 22.48% |
Correlation
The correlation between PLNUSD=X and IUSA.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.31 |
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Return for Risk
PLNUSD=X vs. IUSA.DE — Risk / Return Rank
PLNUSD=X
IUSA.DE
PLNUSD=X vs. IUSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLN/USD (PLNUSD=X) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE). 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.
| PLNUSD=X | IUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.43 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.26 | -3.08 |
| Martin ratioReturn relative to average drawdown | 0.46 | 13.85 | -13.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLNUSD=X | IUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 2.42 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.86 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.94 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.60 | -0.71 |
Drawdowns
PLNUSD=X vs. IUSA.DE - Drawdown Comparison
The maximum PLNUSD=X drawdown since its inception was -59.63%, which is greater than IUSA.DE's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for PLNUSD=X and IUSA.DE.
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Drawdown Indicators
| PLNUSD=X | IUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -54.75% | -4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -8.52% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | -19.49% | +8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.80% | -24.25% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -34.11% | +0.51% |
Current DrawdownCurrent decline from peak | -45.12% | -0.63% | -44.49% |
Average DrawdownAverage peak-to-trough decline | -40.65% | -7.47% | -33.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.01% | +0.96% |
Volatility
PLNUSD=X vs. IUSA.DE - Volatility Comparison
The current volatility for PLN/USD (PLNUSD=X) is 1.59%, while iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a volatility of 2.86%. This indicates that PLNUSD=X experiences smaller price fluctuations and is considered to be less risky than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLNUSD=X | IUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 2.86% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 8.13% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.59% | 11.48% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.52% | 15.89% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.10% | 16.31% | -6.21% |
Frequently Asked Questions
PLNUSD=X and IUSA.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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