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

Performance

CSP1.L vs. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.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 EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CSP1.L having a 8.73% return and EUNL.DE slightly higher at 8.77%. Over the past 10 years, CSP1.L has outperformed EUNL.DE with an annualized return of 15.83%, while EUNL.DE has yielded a comparatively lower 13.93% 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%

EUNL.DE

1D
1.64%
1M
0.39%
YTD
8.77%
6M
9.26%
1Y
25.59%
3Y*
17.09%
5Y*
12.60%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSP1.L vs. EUNL.DE - 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%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
8.77%13.52%20.44%17.72%-8.86%23.36%11.43%24.51%-3.79%12.31%

Correlation

The correlation between CSP1.L and EUNL.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.85

The correlation between CSP1.L and EUNL.DE has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

CSP1.L vs. EUNL.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

EUNL.DE
EUNL.DE Risk / Return Rank: 7878
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8585
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. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.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.LEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

3.64

3.86

-0.22

Martin ratioReturn relative to average drawdown

13.18

15.16

-1.98

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

The current CSP1.L Sharpe Ratio is 2.39, which is comparable to the EUNL.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CSP1.L and EUNL.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. EUNL.DE - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, roughly equal to the maximum EUNL.DE drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for CSP1.L and EUNL.DE.


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Drawdown Indicators


CSP1.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-26.20%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-6.50%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-19.74%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-19.74%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-26.20%

+0.72%

Current Drawdown

Current decline from peak

-1.88%

-1.22%

-0.66%

Average Drawdown

Average peak-to-trough decline

-3.65%

-3.60%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.66%

+0.31%

Volatility

CSP1.L vs. EUNL.DE - Volatility Comparison

iShares Core S&P 500 UCITS ETF (CSP1.L) has a higher volatility of 3.54% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.12%. This indicates that CSP1.L's price experiences larger fluctuations and is considered to be riskier than EUNL.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.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.12%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.76%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

10.82%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

13.73%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

14.95%

+3.50%

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

CSP1.L has a 0.07% expense ratio, which is lower than EUNL.DE's 0.20% 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. EUNL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, CSP1.L and EUNL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for EUNL.DE.

CSP1.L is categorized as S&P 500, while EUNL.DE is Global Equities. CSP1.L tracks S&P 500 Index, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.07% for CSP1.L and 0.20% for EUNL.DE.

Portfolio Optimizer

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