WFSPX vs. ASM.AS
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and ASM International NV (ASM.AS).
WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
WFSPX vs. ASM.AS - Performance Comparison
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WFSPX vs. ASM.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
ASM.AS ASM International NV | 21.26% | 5.70% | 12.05% | 107.23% | -42.53% | 102.99% | 98.43% | 179.06% | -32.25% | 52.86% |
Different Trading Currencies
WFSPX is traded in USD, while ASM.AS is traded in EUR. To make them comparable, the ASM.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WFSPX achieves a -7.06% return, which is significantly lower than ASM.AS's 21.26% return. Over the past 10 years, WFSPX has underperformed ASM.AS with an annualized return of 13.63%, while ASM.AS has yielded a comparatively higher 35.18% annualized return.
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
ASM.AS
- 1D
- 2.06%
- 1M
- -12.65%
- YTD
- 21.26%
- 6M
- 23.00%
- 1Y
- 65.10%
- 3Y*
- 23.00%
- 5Y*
- 20.36%
- 10Y*
- 35.18%
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Return for Risk
WFSPX vs. ASM.AS — Risk / Return Rank
WFSPX
ASM.AS
WFSPX vs. ASM.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and ASM International NV (ASM.AS). 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.
| WFSPX | ASM.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.51 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.18 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.71 | -1.65 |
Martin ratioReturn relative to average drawdown | 5.13 | 6.58 | -1.45 |
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
| WFSPX | ASM.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.51 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.45 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.83 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.55 | -0.42 |
Correlation
The correlation between WFSPX and ASM.AS is 0.41, 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.
Dividends
WFSPX vs. ASM.AS - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.58%, more than ASM.AS's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
ASM.AS ASM International NV | 0.47% | 0.58% | 0.49% | 0.53% | 1.06% | 0.51% | 0.83% | 2.00% | 13.26% | 1.24% | 1.64% | 1.66% |
Drawdowns
WFSPX vs. ASM.AS - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, smaller than the maximum ASM.AS drawdown of -81.02%. Use the drawdown chart below to compare losses from any high point for WFSPX and ASM.AS.
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Drawdown Indicators
| WFSPX | ASM.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -87.99% | +29.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -26.21% | +14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -53.88% | +29.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -53.88% | +20.14% |
Current DrawdownCurrent decline from peak | -8.90% | -13.64% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -35.19% | +22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 10.69% | -8.20% |
Volatility
WFSPX vs. ASM.AS - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.24%, while ASM International NV (ASM.AS) has a volatility of 14.89%. This indicates that WFSPX experiences smaller price fluctuations and is considered to be less risky than ASM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | ASM.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 14.89% | -10.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 31.22% | -22.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 42.75% | -24.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 44.68% | -27.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 41.70% | -23.72% |