PortfoliosLab logoPortfoliosLab logo
CSP1.L vs. SXR4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSP1.L vs. SXR4.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 MSCI USA UCITS ETF (Acc) (SXR4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CSP1.L is traded in GBp, while SXR4.DE is traded in EUR. To make them comparable, the SXR4.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CSP1.L having a 10.55% return and SXR4.DE slightly lower at 10.42%. Both investments have delivered pretty close results over the past 10 years, with CSP1.L having a 16.07% annualized return and SXR4.DE not far behind at 15.88%.


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%

SXR4.DE

1D
0.02%
1M
5.61%
YTD
10.42%
6M
10.17%
1Y
28.63%
3Y*
19.18%
5Y*
14.49%
10Y*
15.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSP1.L vs. SXR4.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%
SXR4.DE
iShares MSCI USA UCITS ETF (Acc)
10.42%10.07%26.57%20.98%-11.24%28.56%15.41%27.30%-0.07%11.09%

Correlation

The correlation between CSP1.L and SXR4.DE is 0.95, 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

0.95

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

0.96

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

0.95

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

0.93

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

0.84

The correlation between CSP1.L and SXR4.DE shifts across timeframes, from 0.84 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CSP1.L vs. SXR4.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

SXR4.DE
SXR4.DE Risk / Return Rank: 6767
Overall Rank
SXR4.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SXR4.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SXR4.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SXR4.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SXR4.DE Martin Ratio Rank: 6666
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. SXR4.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 USA UCITS ETF (Acc) (SXR4.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.LSXR4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.51

1.46

+0.05

Calmar ratioReturn relative to maximum drawdown

4.07

3.81

+0.26

Martin ratioReturn relative to average drawdown

14.99

13.27

+1.72

CSP1.L vs. SXR4.DE - Sharpe Ratio Comparison

The current CSP1.L Sharpe Ratio is 2.73, which is comparable to the SXR4.DE Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of CSP1.L and SXR4.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.


Loading charts...

Sharpe Ratios by Period


CSP1.LSXR4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.54

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.96

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.98

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.82

+0.28

Drawdowns

CSP1.L vs. SXR4.DE - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum SXR4.DE drawdown of -30.26%. Use the drawdown chart below to compare losses from any high point for CSP1.L and SXR4.DE.


Loading charts...

Drawdown Indicators


CSP1.LSXR4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-30.26%

+4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-7.48%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-22.37%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-22.37%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-26.80%

+1.32%

Current Drawdown

Current decline from peak

-0.24%

-0.20%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.32%

-5.00%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.15%

-0.21%

Volatility

CSP1.L vs. SXR4.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 2.62%, while iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) has a volatility of 3.09%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than SXR4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSP1.LSXR4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.09%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

7.51%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

11.23%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

14.99%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

16.12%

-0.55%

CSP1.L vs. SXR4.DE - Expense Ratio Comparison

Both CSP1.L and SXR4.DE 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%.


Dividends

CSP1.L vs. SXR4.DE - Dividend Comparison

Neither CSP1.L nor SXR4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, CSP1.L and SXR4.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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L and SXR4.DE have the same expense ratio: 0.07% per year.

CSP1.L is categorized as S&P 500, while SXR4.DE is Large Cap Blend Equities. CSP1.L tracks S&P 500 Index, while SXR4.DE tracks MSCI USA.

Portfolio Optimizer

Find the right allocation for CSP1.L and SXR4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer