ABEA.DE vs. CSSPX.MI
ABEA.DE (Alphabet Inc Class A) is a stock, while CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ABEA.DE returned 26.34%/yr vs 15.10%/yr for CSSPX.MI. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
ABEA.DE vs. CSSPX.MI - Performance Comparison
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Returns By Period
In the year-to-date period, ABEA.DE achieves a 20.52% return, which is significantly higher than CSSPX.MI's 11.47% return. Over the past 10 years, ABEA.DE has outperformed CSSPX.MI with an annualized return of 26.34%, while CSSPX.MI has yielded a comparatively lower 15.10% annualized return.
ABEA.DE
- 1D
- 1.63%
- 1M
- -6.15%
- YTD
- 20.52%
- 6M
- 22.54%
- 1Y
- 111.19%
- 3Y*
- 41.67%
- 5Y*
- 26.42%
- 10Y*
- 26.34%
CSSPX.MI
- 1D
- 1.49%
- 1M
- 2.06%
- YTD
- 11.47%
- 6M
- 12.80%
- 1Y
- 26.64%
- 3Y*
- 18.49%
- 5Y*
- 14.55%
- 10Y*
- 15.10%
ABEA.DE vs. CSSPX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 20.52% | 46.64% | 44.40% | 54.77% | -36.91% | 80.66% | 18.64% | 31.56% | 4.52% | 16.35% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 11.47% | 4.27% | 33.76% | 22.03% | -14.58% | 40.89% | 7.57% | 34.27% | -1.05% | 6.71% |
Correlation
The correlation between ABEA.DE and CSSPX.MI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.63 |
The correlation between ABEA.DE and CSSPX.MI shifts across timeframes, from 0.43 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABEA.DE vs. CSSPX.MI — Risk / Return Rank
ABEA.DE
CSSPX.MI
ABEA.DE vs. CSSPX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.
| ABEA.DE | CSSPX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.42 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 6.39 | 3.73 | +2.66 |
| Martin ratioReturn relative to average drawdown | 21.06 | 13.13 | +7.92 |
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Drawdowns
ABEA.DE vs. CSSPX.MI - Drawdown Comparison
The maximum ABEA.DE drawdown since its inception was -59.53%, which is greater than CSSPX.MI's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and CSSPX.MI.
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Drawdown Indicators
| ABEA.DE | CSSPX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -33.56% | -25.97% |
Max Drawdown (1Y)Largest decline over 1 year | -17.32% | -7.14% | -10.18% |
Max Drawdown (3Y)Largest decline over 3 years | -33.71% | -23.26% | -10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -38.63% | -23.26% | -15.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -33.56% | -5.07% |
Current DrawdownCurrent decline from peak | -7.42% | -0.31% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -4.13% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 2.03% | +3.23% |
Volatility
ABEA.DE vs. CSSPX.MI - Volatility Comparison
Alphabet Inc Class A (ABEA.DE) has a higher volatility of 9.31% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 3.40%. This indicates that ABEA.DE's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABEA.DE | CSSPX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 3.40% | +5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.73% | 8.02% | +10.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.00% | 11.76% | +16.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.74% | 15.30% | +14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.77% | 16.14% | +11.63% |
Dividends
ABEA.DE vs. CSSPX.MI - Dividend Comparison
ABEA.DE's dividend yield for the trailing twelve months is around 0.23%, while CSSPX.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 0.23% | 0.27% | 0.30% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABEA.DE and CSSPX.MI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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