B500.DE vs. CSPX.L
Compare and contrast key facts about Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
B500.DE and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. B500.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Buyback. It was launched on Jan 31, 2018. 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. Both B500.DE and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: B500.DE or CSPX.L.
Key characteristics
| B500.DE | CSPX.L | |
|---|---|---|
| YTD Return | 7.73% | 11.00% |
| 1Y Return | 23.34% | 29.99% |
| 3Y Return (Ann) | 9.76% | 9.71% |
| 5Y Return (Ann) | 12.02% | 14.50% |
| Sharpe Ratio | 1.78 | 2.61 |
| Daily Std Dev | 11.70% | 11.39% |
| Max Drawdown | -42.49% | -33.90% |
| Current Drawdown | -3.99% | 0.00% |
Correlation
The correlation between B500.DE and CSPX.L is 0.80, 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.
Performance
B500.DE vs. CSPX.L - Performance Comparison
In the year-to-date period, B500.DE achieves a 7.73% return, which is significantly lower than CSPX.L's 11.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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B500.DE vs. CSPX.L - Expense Ratio Comparison
B500.DE has a 0.15% expense ratio, which is higher than CSPX.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
B500.DE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) 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.
Dividends
B500.DE vs. CSPX.L - Dividend Comparison
Neither B500.DE nor CSPX.L has paid dividends to shareholders.
Drawdowns
B500.DE vs. CSPX.L - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, 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 B500.DE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
B500.DE vs. CSPX.L - Volatility Comparison
The current volatility for Amundi S&P 500 Buyback UCITS ETF EUR (B500.DE) is 3.15%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.10%. This indicates that B500.DE 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.