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CSCA.L vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCA.L vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSCA.L is traded in GBp, while CSSPX.MI is traded in EUR. To make them comparable, the CSSPX.MI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSCA.L achieves a 9.66% return, which is significantly lower than CSSPX.MI's 10.48% return. Over the past 10 years, CSCA.L has underperformed CSSPX.MI with an annualized return of 11.72%, while CSSPX.MI has yielded a comparatively higher 16.07% annualized return.


CSCA.L

1D
0.52%
1M
3.48%
YTD
9.66%
6M
12.09%
1Y
34.16%
3Y*
19.18%
5Y*
12.56%
10Y*
11.72%

CSSPX.MI

1D
-0.00%
1M
5.47%
YTD
10.48%
6M
10.36%
1Y
29.03%
3Y*
19.04%
5Y*
14.93%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCA.L vs. CSSPX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSCA.L
iShares MSCI Canada UCITS ETF (USD Accumulating)
9.66%27.37%14.01%7.76%-1.83%24.99%3.07%21.81%-12.31%5.15%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
10.48%9.69%27.93%19.59%-9.90%30.95%13.64%27.28%0.35%11.26%

Correlation

The correlation between CSCA.L and CSSPX.MI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.51

The correlation between CSCA.L and CSSPX.MI has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.

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Return for Risk

CSCA.L vs. CSSPX.MI — Risk / Return Rank

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

CSCA.L
CSCA.L Risk / Return Rank: 9090
Overall Rank
CSCA.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CSCA.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CSCA.L Omega Ratio Rank: 9191
Omega Ratio Rank
CSCA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSCA.L Martin Ratio Rank: 8989
Martin Ratio Rank

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSCA.L vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) 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.


CSCA.LCSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.59

1.48

+0.11

Calmar ratioReturn relative to maximum drawdown

4.85

4.09

+0.76

Martin ratioReturn relative to average drawdown

19.98

14.76

+5.22

CSCA.L vs. CSSPX.MI - Sharpe Ratio Comparison

The current CSCA.L Sharpe Ratio is 3.12, which is comparable to the CSSPX.MI Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of CSCA.L and CSSPX.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSCA.LCSSPX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

2.64

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.00

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

1.00

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.96

-0.35

Drawdowns

CSCA.L vs. CSSPX.MI - Drawdown Comparison

The maximum CSCA.L drawdown since its inception was -33.80%, which is greater than CSSPX.MI's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for CSCA.L and CSSPX.MI.


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Drawdown Indicators


CSCA.LCSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-26.14%

-7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-7.09%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-21.97%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-14.18%

-21.97%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-26.14%

-7.54%

Current Drawdown

Current decline from peak

0.00%

-0.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-6.07%

-3.34%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.97%

-0.26%

Volatility

CSCA.L vs. CSSPX.MI - Volatility Comparison

The current volatility for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) is 1.69%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) has a volatility of 3.02%. This indicates that CSCA.L experiences smaller price fluctuations and is considered to be less risky 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


CSCA.LCSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.02%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

7.40%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

11.00%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

14.74%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

15.96%

+1.04%

CSCA.L vs. CSSPX.MI - Expense Ratio Comparison

CSCA.L has a 0.48% expense ratio, which is higher than CSSPX.MI's 0.07% expense ratio.


Dividends

CSCA.L vs. CSSPX.MI - Dividend Comparison

Neither CSCA.L nor CSSPX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSCA.L and CSSPX.MI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.48% for CSCA.L.

CSCA.L is categorized as Canada Equities, while CSSPX.MI is S&P 500. CSCA.L tracks MSCI Canada Index, while CSSPX.MI tracks S&P 500 Index. Their fees differ too: 0.48% for CSCA.L and 0.07% for CSSPX.MI.

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