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CSP1.L vs. COMM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSP1.L vs. COMM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSP1.L achieves a 9.51% return, which is significantly lower than COMM.L's 15.81% return.


CSP1.L

1D
-0.96%
1M
-0.08%
YTD
9.51%
6M
9.68%
1Y
26.03%
3Y*
19.12%
5Y*
13.98%
10Y*
15.52%

COMM.L

1D
0.55%
1M
-8.45%
YTD
15.81%
6M
14.65%
1Y
28.79%
3Y*
9.84%
5Y*
10.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSP1.L vs. COMM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSP1.L
iShares Core S&P 500 UCITS ETF
9.51%9.37%27.35%19.79%-9.05%31.07%13.65%26.42%0.01%6.62%
COMM.L
iShares Diversified Commodity Swap UCITS ETF
15.81%8.53%6.19%-12.55%28.34%29.04%-7.09%3.39%-5.05%-21.66%

Correlation

The correlation between CSP1.L and COMM.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.26

The correlation between CSP1.L and COMM.L shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSP1.L vs. COMM.L — Risk / Return Rank

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

CSP1.L
CSP1.L Risk / Return Rank: 8282
Overall Rank
CSP1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8383
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7979
Martin Ratio Rank

COMM.L
COMM.L Risk / Return Rank: 5151
Overall Rank
COMM.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMM.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
COMM.L Omega Ratio Rank: 5252
Omega Ratio Rank
COMM.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
COMM.L Martin Ratio Rank: 5656
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.

CSP1.L vs. COMM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.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.

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.


CSP1.LCOMM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.43

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

3.64

2.32

+1.32

Martin ratioReturn relative to average drawdown

13.13

8.56

+4.57

CSP1.L vs. COMM.L - Sharpe Ratio Comparison

The current CSP1.L Sharpe Ratio is 2.35, which is higher than the COMM.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CSP1.L and COMM.L, 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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Drawdowns

CSP1.L vs. COMM.L - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum COMM.L drawdown of -40.38%. Use the drawdown chart below to compare losses from any high point for CSP1.L and COMM.L.


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Drawdown Indicators


CSP1.LCOMM.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-40.38%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-12.38%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-26.75%

+5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-28.49%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-1.50%

-11.90%

+10.40%

Average Drawdown

Average peak-to-trough decline

-3.64%

-19.56%

+15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.36%

-1.38%

Volatility

CSP1.L vs. COMM.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 3.55%, while iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a volatility of 4.15%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than COMM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSP1.LCOMM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

4.15%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

16.65%

-8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

18.28%

-7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

21.23%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

19.68%

-1.33%

CSP1.L vs. COMM.L - Expense Ratio Comparison

CSP1.L has a 0.07% expense ratio, which is lower than COMM.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CSP1.L vs. COMM.L - Dividend Comparison

Neither CSP1.L nor COMM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSP1.L and COMM.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.19% for COMM.L.

CSP1.L is categorized as S&P 500, while COMM.L is Commodities. CSP1.L tracks S&P 500 Index, while COMM.L tracks Bloomberg Commodity. Their fees differ too: 0.07% for CSP1.L and 0.19% for COMM.L.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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