WFSPX vs. SPXX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX).
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. SPXX is an actively managed fund by Nuveen. It was launched on Nov 23, 2005.
Performance
WFSPX vs. SPXX - Performance Comparison
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WFSPX vs. SPXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | -3.94% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | -8.51% | 9.78% | 27.10% | 0.85% | -6.92% | 29.03% | -0.37% | 25.36% | -13.42% | 27.92% |
Returns By Period
In the year-to-date period, WFSPX achieves a -3.94% return, which is significantly higher than SPXX's -8.51% return. Over the past 10 years, WFSPX has outperformed SPXX with an annualized return of 14.00%, while SPXX has yielded a comparatively lower 9.26% annualized return.
WFSPX
- 1D
- 0.73%
- 1M
- -3.71%
- YTD
- -3.94%
- 6M
- -1.82%
- 1Y
- 17.02%
- 3Y*
- 18.43%
- 5Y*
- 11.85%
- 10Y*
- 14.00%
SPXX
- 1D
- -0.74%
- 1M
- -6.76%
- YTD
- -8.51%
- 6M
- -4.48%
- 1Y
- 2.30%
- 3Y*
- 9.10%
- 5Y*
- 6.97%
- 10Y*
- 9.26%
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WFSPX vs. SPXX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than SPXX's 0.89% expense ratio.
Return for Risk
WFSPX vs. SPXX — Risk / Return Rank
WFSPX
SPXX
WFSPX vs. SPXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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 | SPXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.13 | +0.85 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.32 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.24 | +1.27 |
Martin ratioReturn relative to average drawdown | 7.15 | 0.81 | +6.34 |
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 | SPXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.13 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.44 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.50 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.36 | -0.23 |
Correlation
The correlation between WFSPX and SPXX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WFSPX vs. SPXX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.53%, less than SPXX's 8.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.53% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | 8.34% | 7.48% | 6.87% | 7.82% | 7.30% | 5.27% | 6.56% | 6.44% | 7.98% | 5.69% | 5.14% | 7.75% |
Drawdowns
WFSPX vs. SPXX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than SPXX's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for WFSPX and SPXX.
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Drawdown Indicators
| WFSPX | SPXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -52.39% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -11.86% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -18.09% | -6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -43.99% | +10.25% |
Current DrawdownCurrent decline from peak | -5.83% | -9.91% | +4.08% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -7.51% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.80% | -1.25% |
Volatility
WFSPX vs. SPXX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 5.21% compared to Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) at 4.90%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFSPX | SPXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.90% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.28% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 17.98% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.80% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 18.39% | -0.39% |