RR.L vs. GSPX.L
RR.L (Rolls-Royce Holdings PLC) is a stock, while GSPX.L (iShares Core S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, RR.L returned 64.05%/yr vs 12.13%/yr for GSPX.L. At a 0.43 correlation, their price movements are largely independent.
Performance
RR.L vs. GSPX.L - Performance Comparison
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Different Trading Currencies
RR.L is traded in GBp, while GSPX.L is traded in GBP. To make them comparable, the GSPX.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than GSPX.L's 8.24% return.
RR.L
- 1D
- 4.41%
- 1M
- 8.55%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 48.66%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
GSPX.L
- 1D
- 2.38%
- 1M
- 0.64%
- YTD
- 8.24%
- 6M
- 9.38%
- 1Y
- 24.05%
- 3Y*
- 20.06%
- 5Y*
- 12.13%
- 10Y*
- —
RR.L vs. GSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -13.03% |
GSPX.L iShares Core S&P 500 UCITS ETF | 8.24% | 17.16% | 24.72% | 24.87% | -20.64% | 28.96% | 15.11% | 27.76% | -7.71% |
Correlation
The correlation between RR.L and GSPX.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2018 | 0.43 |
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Return for Risk
RR.L vs. GSPX.L — Risk / Return Rank
RR.L
GSPX.L
RR.L vs. GSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and iShares Core S&P 500 UCITS ETF (GSPX.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.
| RR.L | GSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.86 | -0.32 |
| Martin ratioReturn relative to average drawdown | 7.03 | 12.14 | -5.11 |
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Drawdowns
RR.L vs. GSPX.L - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than GSPX.L's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for RR.L and GSPX.L.
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Drawdown Indicators
| RR.L | GSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -34.98% | -55.27% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -8.37% | -10.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -18.97% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -25.80% | -29.29% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | — | — |
Current DrawdownCurrent decline from peak | -3.61% | -2.12% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -5.61% | -22.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 1.98% | +4.93% |
Volatility
RR.L vs. GSPX.L - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to iShares Core S&P 500 UCITS ETF (GSPX.L) at 4.22%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than GSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RR.L | GSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 4.22% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 9.03% | +22.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 11.98% | +24.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 16.12% | +25.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 17.69% | +30.91% |
Dividends
RR.L vs. GSPX.L - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.73%, less than GSPX.L's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPX.L iShares Core S&P 500 UCITS ETF | 0.82% | 0.89% | 0.99% | 1.15% | 1.40% | 0.96% | 1.31% | 1.50% | 0.11% | 0.00% | 0.00% | 0.00% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Frequently Asked Questions
RR.L and GSPX.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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