CSP1.L vs. ^GSPC
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF (CSP1.L) and S&P 500 (^GSPC).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSP1.L or ^GSPC.
Key characteristics
| CSP1.L | ^GSPC | |
|---|---|---|
| YTD Return | 26.71% | 25.48% |
| 1Y Return | 32.20% | 33.14% |
| 3Y Return (Ann) | 11.99% | 8.55% |
| 5Y Return (Ann) | 15.82% | 13.96% |
| 10Y Return (Ann) | 15.41% | 11.39% |
| Sharpe Ratio | 2.82 | 2.91 |
| Sortino Ratio | 4.01 | 3.88 |
| Omega Ratio | 1.54 | 1.55 |
| Calmar Ratio | 5.01 | 4.20 |
| Martin Ratio | 19.94 | 18.80 |
| Ulcer Index | 1.58% | 1.90% |
| Daily Std Dev | 11.13% | 12.27% |
| Max Drawdown | -25.48% | -56.78% |
| Current Drawdown | 0.00% | -0.27% |
Correlation
The correlation between CSP1.L and ^GSPC is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CSP1.L vs. ^GSPC - Performance Comparison
The year-to-date returns for both stocks are quite close, with CSP1.L having a 26.71% return and ^GSPC slightly lower at 25.48%. Over the past 10 years, CSP1.L has outperformed ^GSPC with an annualized return of 15.41%, while ^GSPC has yielded a comparatively lower 11.39% annualized return. 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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Risk-Adjusted Performance
CSP1.L vs. ^GSPC - 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 S&P 500 (^GSPC). 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.
Drawdowns
CSP1.L vs. ^GSPC - Drawdown Comparison
The maximum CSP1.L drawdown since its inception was -25.48%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSP1.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CSP1.L vs. ^GSPC - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF (CSP1.L) is 3.38%, while S&P 500 (^GSPC) has a volatility of 3.75%. This indicates that CSP1.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.