CSP1.L vs. TI5G.L
CSP1.L (iShares Core S&P 500 UCITS ETF) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - CSP1.L is a S&P 500 fund tracking the S&P 500 Index, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, CSP1.L returned 14.94%/yr vs 2.89%/yr for TI5G.L. At a correlation of -0.02, they often move in opposite directions. CSP1.L charges 0.07%/yr vs 0.12%/yr for TI5G.L.
Performance
CSP1.L vs. TI5G.L - Performance Comparison
Loading charts...
Different Trading Currencies
CSP1.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.L 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 higher than TI5G.L's 2.07% 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%
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
CSP1.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.67% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
Correlation
The correlation between CSP1.L and TI5G.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | -0.02 |
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. TI5G.L — Risk / Return Rank
CSP1.L
TI5G.L
CSP1.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.L | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.31 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 5.26 | -1.19 |
| Martin ratioReturn relative to average drawdown | 14.99 | 17.49 | -2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSP1.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 1.68 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.94 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.89 | +0.21 |
Drawdowns
CSP1.L vs. TI5G.L - Drawdown Comparison
The maximum CSP1.L drawdown since its inception was -25.48%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for CSP1.L and TI5G.L.
Loading charts...
Drawdown Indicators
| CSP1.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.48% | -5.63% | -19.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -0.83% | -6.29% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -1.55% | -19.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -5.63% | -15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -25.48% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.08% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -1.02% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.25% | +1.69% |
Volatility
CSP1.L vs. TI5G.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF (CSP1.L) has a higher volatility of 2.62% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that CSP1.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSP1.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 0.58% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 1.69% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 2.60% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 3.08% | +11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 3.23% | +12.34% |
CSP1.L vs. TI5G.L - Expense Ratio Comparison
CSP1.L has a 0.07% expense ratio, which is lower than TI5G.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CSP1.L vs. TI5G.L - Dividend Comparison
CSP1.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Frequently Asked Questions
CSP1.L and TI5G.L have a correlation of -0.10, 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 0.12% for TI5G.L.
CSP1.L is categorized as S&P 500, while TI5G.L is Inflation-Protected Bonds. CSP1.L tracks S&P 500 Index, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.07% for CSP1.L and 0.12% for TI5G.L.
Find the right allocation for CSP1.L and TI5G.L
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