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CS1.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CS1.L and VOO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CS1.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CS1.L:

1.50

VOO:

0.70

Sortino Ratio

CS1.L:

2.00

VOO:

1.15

Omega Ratio

CS1.L:

1.28

VOO:

1.17

Calmar Ratio

CS1.L:

2.41

VOO:

0.76

Martin Ratio

CS1.L:

8.83

VOO:

2.93

Ulcer Index

CS1.L:

2.79%

VOO:

4.86%

Daily Std Dev

CS1.L:

16.38%

VOO:

19.43%

Max Drawdown

CS1.L:

-38.87%

VOO:

-33.99%

Current Drawdown

CS1.L:

0.00%

VOO:

-4.59%

Returns By Period

In the year-to-date period, CS1.L achieves a 21.18% return, which is significantly higher than VOO's -0.19% return. Over the past 10 years, CS1.L has underperformed VOO with an annualized return of 6.57%, while VOO has yielded a comparatively higher 12.67% annualized return.


CS1.L

YTD

21.18%

1M

8.34%

6M

22.04%

1Y

24.76%

5Y*

18.14%

10Y*

6.57%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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CS1.L vs. VOO - Expense Ratio Comparison

CS1.L has a 0.25% expense ratio, which is higher than VOO's 0.03% 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

CS1.L vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CS1.L
The Risk-Adjusted Performance Rank of CS1.L is 9191
Overall Rank
The Sharpe Ratio Rank of CS1.L is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CS1.L is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CS1.L is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CS1.L is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CS1.L is 9292
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CS1.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) and Vanguard S&P 500 ETF (VOO). 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.


The current CS1.L Sharpe Ratio is 1.50, which is higher than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CS1.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CS1.L vs. VOO - Dividend Comparison

CS1.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CS1.L vs. VOO - Drawdown Comparison

The maximum CS1.L drawdown since its inception was -38.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CS1.L and VOO. For additional features, visit the drawdowns tool.


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Volatility

CS1.L vs. VOO - Volatility Comparison

The current volatility for Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) is 5.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.36%. This indicates that CS1.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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