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CSP1.L vs. ESIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSP1.L vs. ESIE.DE - 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 MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSP1.L is traded in GBp, while ESIE.DE is traded in EUR. To make them comparable, the ESIE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSP1.L achieves a 8.73% return, which is significantly lower than ESIE.DE's 33.15% return.


CSP1.L

1D
1.46%
1M
1.17%
YTD
8.73%
6M
9.12%
1Y
26.08%
3Y*
18.26%
5Y*
14.38%
10Y*
15.83%

ESIE.DE

1D
-2.01%
1M
0.67%
YTD
33.15%
6M
33.69%
1Y
49.03%
3Y*
17.22%
5Y*
19.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSP1.L vs. ESIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSP1.L
iShares Core S&P 500 UCITS ETF
8.73%9.37%27.35%19.79%-9.05%31.07%0.46%
ESIE.DE
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)
33.15%21.21%-10.70%6.47%42.99%25.74%6.20%

Correlation

The correlation between CSP1.L and ESIE.DE is -0.10, 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

-0.10

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

0.10

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

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.19

The correlation between CSP1.L and ESIE.DE shifts across timeframes, from -0.10 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CSP1.L vs. ESIE.DE — 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

ESIE.DE
ESIE.DE Risk / Return Rank: 7070
Overall Rank
ESIE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESIE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESIE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
ESIE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESIE.DE Martin Ratio Rank: 7171
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. ESIE.DE - 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 MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE). 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.LESIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.64

3.85

-0.21

Martin ratioReturn relative to average drawdown

13.18

11.24

+1.94

CSP1.L vs. ESIE.DE - Sharpe Ratio Comparison

The current CSP1.L Sharpe Ratio is 2.39, which is comparable to the ESIE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of CSP1.L and ESIE.DE, 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. ESIE.DE - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, roughly equal to the maximum ESIE.DE drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for CSP1.L and ESIE.DE.


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Drawdown Indicators


CSP1.LESIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-26.24%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-12.66%

+5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-26.24%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-26.24%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-1.88%

-8.64%

+6.76%

Average Drawdown

Average peak-to-trough decline

-3.65%

-7.10%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

4.35%

-2.38%

Volatility

CSP1.L vs. ESIE.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 3.54%, while iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a volatility of 7.00%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than ESIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSP1.LESIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

7.00%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

20.12%

-12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

23.11%

-12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

23.48%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

23.91%

-5.46%

CSP1.L vs. ESIE.DE - Expense Ratio Comparison

CSP1.L has a 0.07% expense ratio, which is lower than ESIE.DE'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. ESIE.DE - Dividend Comparison

Neither CSP1.L nor ESIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSP1.L and ESIE.DE have a correlation of -0.10, 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 ESIE.DE.

CSP1.L is categorized as S&P 500, while ESIE.DE is Energy Equities. CSP1.L tracks S&P 500 Index, while ESIE.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.07% for CSP1.L and 0.18% for ESIE.DE.

Portfolio Optimizer

Find the right allocation for CSP1.L and ESIE.DE

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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