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

Performance

CSP1.L vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 ISPA.DE is traded in EUR. To make them comparable, the ISPA.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 10.55% return, which is significantly lower than ISPA.DE's 11.87% return. Over the past 10 years, CSP1.L has outperformed ISPA.DE with an annualized return of 16.07%, while ISPA.DE has yielded a comparatively lower 9.97% annualized return.


CSP1.L

1D
0.05%
1M
5.54%
YTD
10.55%
6M
10.48%
1Y
29.13%
3Y*
19.02%
5Y*
14.94%
10Y*
16.07%

ISPA.DE

1D
0.00%
1M
2.09%
YTD
11.87%
6M
13.62%
1Y
32.18%
3Y*
18.57%
5Y*
11.01%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CSP1.L
iShares Core S&P 500 UCITS ETF
10.55%9.37%27.35%19.79%-9.05%31.07%13.65%26.42%0.01%10.83%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.59%25.95%8.04%2.71%5.94%13.76%-3.99%17.77%-6.20%7.37%

Correlation

The correlation between CSP1.L and ISPA.DE is 0.51, 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

0.51

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

0.46

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

0.56

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.59

The correlation between CSP1.L and ISPA.DE shifts across timeframes, from 0.46 (3 years) to 0.64 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CSP1.L vs. ISPA.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: 8484
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: 7878
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


CSP1.LISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.51

1.69

-0.18

Calmar ratioReturn relative to maximum drawdown

4.07

7.14

-3.07

Martin ratioReturn relative to average drawdown

14.99

26.83

-11.84

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

The current CSP1.L Sharpe Ratio is 2.73, which is comparable to the ISPA.DE Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of CSP1.L and ISPA.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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Sharpe Ratios by Period


CSP1.LISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

3.75

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.93

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.68

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.65

+0.44

Drawdowns

CSP1.L vs. ISPA.DE - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum ISPA.DE drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for CSP1.L and ISPA.DE.


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Drawdown Indicators


CSP1.LISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-32.66%

+7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-4.49%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-12.89%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-15.30%

-5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-32.66%

+7.18%

Current Drawdown

Current decline from peak

-0.24%

-1.37%

+1.13%

Average Drawdown

Average peak-to-trough decline

-3.32%

-4.26%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.20%

+0.74%

Volatility

CSP1.L vs. ISPA.DE - Volatility Comparison

iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) have volatilities of 2.62% and 2.52%, 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.LISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.52%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

6.52%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

8.53%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

11.76%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

14.50%

+1.07%

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

CSP1.L has a 0.07% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

CSP1.L vs. ISPA.DE - Dividend Comparison

CSP1.L has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
CSP1.L
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Frequently Asked Questions


CSP1.L and ISPA.DE have a correlation of 0.51, 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 0.46% for ISPA.DE.

CSP1.L is categorized as S&P 500, while ISPA.DE is Global Equities. CSP1.L tracks S&P 500 Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.07% for CSP1.L and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for CSP1.L and ISPA.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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