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CSP1.L vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSP1.L vs. SXR8.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 S&P 500 UCITS ETF USD (Acc) (SXR8.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 SXR8.DE is traded in EUR. To make them comparable, the SXR8.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 SXR8.DE slightly higher at 8.77%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CSP1.L at 15.83% and SXR8.DE at 15.83%.


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%

SXR8.DE

1D
1.54%
1M
-0.51%
YTD
8.77%
6M
9.10%
1Y
26.63%
3Y*
18.28%
5Y*
14.38%
10Y*
15.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSP1.L vs. SXR8.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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
8.77%10.18%26.55%20.03%-9.61%30.81%12.83%27.49%0.35%11.23%

Correlation

The correlation between CSP1.L and SXR8.DE is 0.94, 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

0.94

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

0.95

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

0.94

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

0.93

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

0.87

The correlation between CSP1.L and SXR8.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.

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Return for Risk

CSP1.L vs. SXR8.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

SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
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. SXR8.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 S&P 500 UCITS ETF USD (Acc) (SXR8.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.LSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

3.64

3.71

-0.07

Martin ratioReturn relative to average drawdown

13.18

13.16

+0.01

CSP1.L vs. SXR8.DE - Sharpe Ratio Comparison

The current CSP1.L Sharpe Ratio is 2.39, which is comparable to the SXR8.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CSP1.L and SXR8.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. SXR8.DE - Drawdown Comparison

The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum SXR8.DE drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for CSP1.L and SXR8.DE.


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Drawdown Indicators


CSP1.LSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-31.44%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-7.07%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-22.03%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-22.03%

+1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-26.38%

+0.90%

Current Drawdown

Current decline from peak

-1.88%

-1.81%

-0.07%

Average Drawdown

Average peak-to-trough decline

-3.65%

-5.16%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.00%

-0.03%

Volatility

CSP1.L vs. SXR8.DE - Volatility Comparison

iShares Core S&P 500 UCITS ETF (CSP1.L) has a higher volatility of 3.54% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.20%. This indicates that CSP1.L's price experiences larger fluctuations and is considered to be riskier than SXR8.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.LSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.20%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.73%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

11.34%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

14.76%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

15.97%

+2.48%

CSP1.L vs. SXR8.DE - Expense Ratio Comparison

Both CSP1.L and SXR8.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. SXR8.DE - Dividend Comparison

Neither CSP1.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CSP1.L and SXR8.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 SXR8.DE have the same expense ratio: 0.07% per year.

Both ETFs track S&P 500 Index.

Portfolio Optimizer

Find the right allocation for CSP1.L and SXR8.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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