CSD vs. EPU
Compare and contrast key facts about Invesco S&P Spin-Off ETF (CSD) and iShares MSCI Peru ETF (EPU).
CSD and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSD is a passively managed fund by Invesco that tracks the performance of the S&P U.S. Spin-Off Index. It was launched on Dec 15, 2006. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both CSD and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CSD vs. EPU - Performance Comparison
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CSD vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSD Invesco S&P Spin-Off ETF | 12.97% | 21.58% | 27.61% | 23.77% | -15.04% | 13.01% | 10.79% | 20.61% | -17.82% | 20.64% |
EPU iShares MSCI Peru ETF | 11.55% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, CSD achieves a 12.97% return, which is significantly higher than EPU's 11.55% return. Over the past 10 years, CSD has underperformed EPU with an annualized return of 12.09%, while EPU has yielded a comparatively higher 15.59% annualized return.
CSD
- 1D
- 4.82%
- 1M
- -6.74%
- YTD
- 12.97%
- 6M
- 21.17%
- 1Y
- 50.42%
- 3Y*
- 26.15%
- 5Y*
- 12.70%
- 10Y*
- 12.09%
EPU
- 1D
- 5.99%
- 1M
- -13.99%
- YTD
- 11.55%
- 6M
- 31.78%
- 1Y
- 88.14%
- 3Y*
- 44.09%
- 5Y*
- 23.44%
- 10Y*
- 15.59%
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CSD vs. EPU - Expense Ratio Comparison
CSD has a 0.65% expense ratio, which is higher than EPU's 0.59% expense ratio.
Return for Risk
CSD vs. EPU — Risk / Return Rank
CSD
EPU
CSD vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Spin-Off ETF (CSD) and iShares MSCI Peru ETF (EPU). 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.
| CSD | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 3.02 | -1.29 |
Sortino ratioReturn per unit of downside risk | 2.30 | 3.36 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 4.16 | -1.17 |
Martin ratioReturn relative to average drawdown | 12.37 | 17.19 | -4.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSD | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 3.02 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.94 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.66 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Correlation
The correlation between CSD and EPU is 0.49, 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.
Dividends
CSD vs. EPU - Dividend Comparison
CSD's dividend yield for the trailing twelve months is around 0.14%, less than EPU's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSD Invesco S&P Spin-Off ETF | 0.14% | 0.16% | 0.17% | 0.51% | 0.86% | 0.73% | 0.99% | 1.08% | 0.99% | 0.60% | 1.62% | 2.61% |
EPU iShares MSCI Peru ETF | 1.46% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
CSD vs. EPU - Drawdown Comparison
The maximum CSD drawdown since its inception was -70.47%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for CSD and EPU.
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Drawdown Indicators
| CSD | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.47% | -60.62% | -9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -20.85% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.15% | -35.59% | +5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -57.55% | -50.97% | -6.58% |
Current DrawdownCurrent decline from peak | -7.06% | -13.99% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -14.35% | -18.90% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 5.05% | -0.92% |
Volatility
CSD vs. EPU - Volatility Comparison
The current volatility for Invesco S&P Spin-Off ETF (CSD) is 10.52%, while iShares MSCI Peru ETF (EPU) has a volatility of 14.15%. This indicates that CSD experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSD | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 14.15% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 19.01% | 24.04% | -5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.16% | 29.31% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 25.08% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 23.63% | +1.06% |