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

Performance

CSP1.L vs. EMIM.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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 8.73% return, which is significantly lower than EMIM.L's 22.83% return. Over the past 10 years, CSP1.L has outperformed EMIM.L with an annualized return of 15.83%, while EMIM.L has yielded a comparatively lower 11.13% annualized return.


CSP1.L

1D
1.46%
1M
-0.56%
YTD
8.73%
6M
9.12%
1Y
26.52%
3Y*
18.26%
5Y*
14.38%
10Y*
15.83%

EMIM.L

1D
2.84%
1M
3.05%
YTD
22.83%
6M
25.36%
1Y
46.92%
3Y*
19.09%
5Y*
8.57%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CSP1.L
iShares Core S&P 500 UCITS ETF
8.73%9.37%27.35%19.79%-9.05%31.07%13.65%26.42%0.01%10.83%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
22.83%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between CSP1.L and EMIM.L is 0.62, 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

0.62

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

0.53

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

0.54

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.64

The correlation between CSP1.L and EMIM.L shifts across timeframes, from 0.53 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSP1.L vs. EMIM.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: 8585
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7979
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8686
Overall Rank
EMIM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8989
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8282
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. EMIM.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.44

1.49

-0.04

Calmar ratioReturn relative to maximum drawdown

3.64

4.09

-0.45

Martin ratioReturn relative to average drawdown

13.18

14.02

-0.84

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

The current CSP1.L Sharpe Ratio is 2.39, which is comparable to the EMIM.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of CSP1.L and EMIM.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. EMIM.L - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for CSP1.L and EMIM.L.


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Drawdown Indicators


CSP1.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-31.70%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.92%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-15.56%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-21.98%

+1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-26.46%

+0.98%

Current Drawdown

Current decline from peak

-1.88%

-3.48%

+1.60%

Average Drawdown

Average peak-to-trough decline

-3.65%

-8.70%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

3.20%

-1.23%

Volatility

CSP1.L vs. EMIM.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 3.54%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 7.38%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than EMIM.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.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

7.38%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

14.94%

-7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

17.33%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

15.97%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

17.86%

+0.59%

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

CSP1.L has a 0.07% expense ratio, which is lower than EMIM.L's 0.18% 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. EMIM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSP1.L and EMIM.L have a correlation of 0.62, 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 0.18% for EMIM.L.

CSP1.L is categorized as S&P 500, while EMIM.L is Emerging Markets Equities. CSP1.L tracks S&P 500 Index, while EMIM.L tracks MSCI EM NR USD. Their fees differ too: 0.07% for CSP1.L and 0.18% for EMIM.L.

Portfolio Optimizer

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