^AW01 vs. CSPX.L
Compare and contrast key facts about FTSE All World (^AW01) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or CSPX.L.
Performance
^AW01 vs. CSPX.L - Performance Comparison
Returns By Period
In the year-to-date period, ^AW01 achieves a 16.15% return, which is significantly lower than CSPX.L's 24.58% return. Over the past 10 years, ^AW01 has underperformed CSPX.L with an annualized return of 6.87%, while CSPX.L has yielded a comparatively higher 12.73% annualized return.
^AW01
16.15%
-1.22%
6.25%
23.11%
8.87%
6.87%
CSPX.L
24.58%
0.85%
11.47%
32.54%
15.14%
12.73%
Key characteristics
| ^AW01 | CSPX.L | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.75 |
| Sortino Ratio | 2.81 | 3.80 |
| Omega Ratio | 1.39 | 1.52 |
| Calmar Ratio | 2.49 | 4.14 |
| Martin Ratio | 12.11 | 17.73 |
| Ulcer Index | 1.74% | 1.79% |
| Daily Std Dev | 9.89% | 11.52% |
| Max Drawdown | -59.48% | -33.90% |
| Current Drawdown | -1.89% | -1.73% |
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Correlation
The correlation between ^AW01 and CSPX.L is 0.63, 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.
Risk-Adjusted Performance
^AW01 vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
Drawdowns
^AW01 vs. CSPX.L - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for ^AW01 and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. CSPX.L - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 3.00%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.08%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.