CSP1.L vs. IUSA.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares S&P 500 UCITS Dist (IUSA.L).
CSP1.L and IUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSP1.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both CSP1.L and IUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSP1.L or IUSA.L.
Key characteristics
| CSP1.L | IUSA.L | |
|---|---|---|
| YTD Return | 26.31% | 26.53% |
| 1Y Return | 32.12% | 32.49% |
| 3Y Return (Ann) | 11.89% | 12.23% |
| 5Y Return (Ann) | 15.88% | 16.29% |
| 10Y Return (Ann) | 15.38% | 15.83% |
| Sharpe Ratio | 2.84 | 2.88 |
| Sortino Ratio | 4.04 | 4.08 |
| Omega Ratio | 1.55 | 1.56 |
| Calmar Ratio | 5.06 | 5.03 |
| Martin Ratio | 20.14 | 20.51 |
| Ulcer Index | 1.58% | 1.57% |
| Daily Std Dev | 11.13% | 11.12% |
| Max Drawdown | -25.48% | -38.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CSP1.L and IUSA.L is 0.89, 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.
Performance
CSP1.L vs. IUSA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with CSP1.L having a 26.31% return and IUSA.L slightly higher at 26.53%. Both investments have delivered pretty close results over the past 10 years, with CSP1.L having a 15.38% annualized return and IUSA.L not far ahead at 15.83%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSP1.L vs. IUSA.L - Expense Ratio Comparison
Both CSP1.L and IUSA.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%.
Risk-Adjusted Performance
CSP1.L vs. IUSA.L - Risk-Adjusted Performance 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 UCITS Dist (IUSA.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.
Dividends
CSP1.L vs. IUSA.L - Dividend Comparison
CSP1.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSA.L iShares S&P 500 UCITS Dist | 1.27% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
CSP1.L vs. IUSA.L - Drawdown Comparison
The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for CSP1.L and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
CSP1.L vs. IUSA.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF (CSP1.L) and iShares S&P 500 UCITS Dist (IUSA.L) have volatilities of 3.40% and 3.34%, 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.