CSP1.L vs. ESIE.DE
CSP1.L (iShares Core S&P 500 UCITS ETF) and ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - CSP1.L is a S&P 500 fund tracking the S&P 500 Index, while ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, CSP1.L returned 14.38%/yr vs 19.28%/yr for ESIE.DE. At a 0.19 correlation, their price movements are largely independent. CSP1.L charges 0.07%/yr vs 0.18%/yr for ESIE.DE.
Performance
CSP1.L vs. ESIE.DE - Performance Comparison
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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*
- —
CSP1.L vs. ESIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
CSP1.L
ESIE.DE
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.L | ESIE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.L | ESIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.88% | -8.64% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -7.10% | +3.45% |
Ulcer IndexDepth 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.L | ESIE.DE | Difference | |
|---|---|---|---|
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.
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.
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