CSP1.L vs. VUAA.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF (CSP1.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
CSP1.L and VUAA.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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both CSP1.L and VUAA.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 VUAA.L.
Key characteristics
| CSP1.L | VUAA.L | |
|---|---|---|
| YTD Return | 26.71% | 26.43% |
| 1Y Return | 32.20% | 34.57% |
| 3Y Return (Ann) | 11.99% | 10.00% |
| 5Y Return (Ann) | 15.82% | 15.50% |
| Sharpe Ratio | 2.82 | 2.98 |
| Sortino Ratio | 4.01 | 4.13 |
| Omega Ratio | 1.54 | 1.56 |
| Calmar Ratio | 5.01 | 4.45 |
| Martin Ratio | 19.94 | 19.23 |
| Ulcer Index | 1.58% | 1.79% |
| Daily Std Dev | 11.13% | 11.65% |
| Max Drawdown | -25.48% | -34.05% |
| Current Drawdown | 0.00% | -0.23% |
Correlation
The correlation between CSP1.L and VUAA.L is 0.93, 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. VUAA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with CSP1.L having a 26.71% return and VUAA.L slightly lower at 26.43%. 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. VUAA.L - Expense Ratio Comparison
Both CSP1.L and VUAA.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. VUAA.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 Vanguard S&P 500 UCITS ETF (VUAA.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. VUAA.L - Dividend Comparison
Neither CSP1.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
CSP1.L vs. VUAA.L - Drawdown Comparison
The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for CSP1.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
CSP1.L vs. VUAA.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 3.38%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.78%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.