SPOG.L vs. BOXX
Compare and contrast key facts about iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Alpha Architect 1-3 Month Box ETF (BOXX).
SPOG.L and BOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPOG.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Sep 16, 2011. BOXX is a passively managed fund by Alpha Architect that tracks the performance of the Solactive 1-3 Month US T-Bill Index. It was launched on Dec 27, 2022. Both SPOG.L and BOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPOG.L vs. BOXX - Performance Comparison
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SPOG.L vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPOG.L iShares Oil & Gas Exploration & Production UCITS ETF | 33.87% | -0.88% | 0.57% | -2.90% | -0.93% |
BOXX Alpha Architect 1-3 Month Box ETF | 2.63% | -3.07% | 7.00% | -0.21% | -0.57% |
Different Trading Currencies
SPOG.L is traded in GBp, while BOXX is traded in USD. To make them comparable, the BOXX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPOG.L achieves a 33.87% return, which is significantly higher than BOXX's 2.63% return.
SPOG.L
- 1D
- -5.80%
- 1M
- 9.16%
- YTD
- 33.87%
- 6M
- 37.31%
- 1Y
- 28.12%
- 3Y*
- 12.85%
- 5Y*
- 21.09%
- 10Y*
- 10.11%
BOXX
- 1D
- -0.30%
- 1M
- 1.46%
- YTD
- 2.63%
- 6M
- 3.78%
- 1Y
- 1.61%
- 3Y*
- 2.32%
- 5Y*
- —
- 10Y*
- —
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SPOG.L vs. BOXX - Expense Ratio Comparison
SPOG.L has a 0.55% expense ratio, which is higher than BOXX's 0.19% expense ratio.
Return for Risk
SPOG.L vs. BOXX — Risk / Return Rank
SPOG.L
BOXX
SPOG.L vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
| SPOG.L | BOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.22 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.37 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.24 | +1.71 |
Martin ratioReturn relative to average drawdown | 4.94 | 0.46 | +4.49 |
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
| SPOG.L | BOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.22 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.23 | -0.07 |
Correlation
The correlation between SPOG.L and BOXX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPOG.L vs. BOXX - Dividend Comparison
Neither SPOG.L nor BOXX has paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SPOG.L iShares Oil & Gas Exploration & Production UCITS ETF | 0.00% | 0.00% | 0.00% |
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
Drawdowns
SPOG.L vs. BOXX - Drawdown Comparison
The maximum SPOG.L drawdown since its inception was -76.49%, which is greater than BOXX's maximum drawdown of -9.83%. Use the drawdown chart below to compare losses from any high point for SPOG.L and BOXX.
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Drawdown Indicators
| SPOG.L | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -0.12% | -76.37% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -0.07% | -20.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.97% | — | — |
Current DrawdownCurrent decline from peak | -6.52% | -0.07% | -6.45% |
Average DrawdownAverage peak-to-trough decline | -26.68% | 0.00% | -26.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 0.01% | +5.57% |
Volatility
SPOG.L vs. BOXX - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) has a higher volatility of 11.31% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 2.60%. This indicates that SPOG.L's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPOG.L | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.31% | 2.60% | +8.71% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 4.85% | +13.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.32% | 7.31% | +20.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.08% | 7.40% | +21.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.78% | 7.40% | +24.38% |