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CSP1.L vs. I500.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSP1.L vs. I500.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 S&P 500 Swap UCITS ETF (I500.L). The values are adjusted to include any dividend payments, if applicable.

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CSP1.L vs. I500.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSP1.L
iShares Core S&P 500 UCITS ETF
-3.08%9.37%27.35%19.79%-9.05%31.07%5.62%
I500.L
iShares S&P 500 Swap UCITS ETF
-3.06%9.56%27.57%20.04%-8.74%31.23%5.72%
Different Trading Currencies

CSP1.L is traded in GBp, while I500.L is traded in GBP. To make them comparable, the I500.L 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 -3.08% return and I500.L slightly higher at -3.06%.


CSP1.L

1D
1.48%
1M
-3.24%
YTD
-3.08%
6M
0.22%
1Y
14.77%
3Y*
15.77%
5Y*
12.63%
10Y*
14.63%

I500.L

1D
1.51%
1M
-3.29%
YTD
-3.06%
6M
0.22%
1Y
15.00%
3Y*
15.99%
5Y*
12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSP1.L vs. I500.L - Expense Ratio Comparison

Both CSP1.L and I500.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CSP1.L vs. I500.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: 5959
Overall Rank
CSP1.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 5151
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 6767
Martin Ratio Rank

I500.L
I500.L Risk / Return Rank: 6161
Overall Rank
I500.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
I500.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
I500.L Omega Ratio Rank: 5353
Omega Ratio Rank
I500.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
I500.L Martin Ratio Rank: 6868
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. I500.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 S&P 500 Swap UCITS ETF (I500.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.


CSP1.LI500.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.00

-0.03

Sortino ratio

Return per unit of downside risk

1.41

1.44

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

2.06

2.09

-0.03

Martin ratio

Return relative to average drawdown

7.08

7.28

-0.20

CSP1.L vs. I500.L - Sharpe Ratio Comparison

The current CSP1.L Sharpe Ratio is 0.97, which is comparable to the I500.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CSP1.L and I500.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSP1.LI500.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.00

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.90

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.97

+0.06

Correlation

The correlation between CSP1.L and I500.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSP1.L vs. I500.L - Dividend Comparison

Neither CSP1.L nor I500.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSP1.L vs. I500.L - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, which is greater than I500.L's maximum drawdown of -20.75%. Use the drawdown chart below to compare losses from any high point for CSP1.L and I500.L.


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Drawdown Indicators


CSP1.LI500.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-20.75%

-4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-10.30%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-20.75%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-4.74%

-4.70%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.35%

-3.43%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.04%

+0.03%

Volatility

CSP1.L vs. I500.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares S&P 500 Swap UCITS ETF (I500.L) have volatilities of 3.75% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSP1.LI500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.77%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

8.20%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

14.96%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

14.28%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

14.42%

+1.18%