CSPI vs. IITU.L
Compare and contrast key facts about CSP Inc. (CSPI) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSPI or IITU.L.
Key characteristics
CSPI | IITU.L | |
---|---|---|
YTD Return | 34.27% | 10.06% |
1Y Return | 114.34% | 42.44% |
3Y Return (Ann) | 45.55% | 18.91% |
5Y Return (Ann) | 18.34% | 23.53% |
Sharpe Ratio | 1.13 | 2.21 |
Daily Std Dev | 95.78% | 18.72% |
Max Drawdown | -86.27% | -23.56% |
Current Drawdown | -53.24% | -4.40% |
Correlation
The correlation between CSPI and IITU.L is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CSPI vs. IITU.L - Performance Comparison
In the year-to-date period, CSPI achieves a 34.27% return, which is significantly higher than IITU.L's 10.06% 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
CSPI vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.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
CSPI vs. IITU.L - Dividend Comparison
CSPI's dividend yield for the trailing twelve months is around 1.11%, while IITU.L has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CSP Inc. | 1.11% | 1.54% | 1.27% | 0.00% | 3.88% | 11.49% | 7.54% | 6.96% | 6.24% | 12.68% | 12.05% | 7.42% |
iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSPI vs. IITU.L - Drawdown Comparison
The maximum CSPI drawdown since its inception was -86.27%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for CSPI and IITU.L. For additional features, visit the drawdowns tool.
Volatility
CSPI vs. IITU.L - Volatility Comparison
CSP Inc. (CSPI) has a higher volatility of 25.38% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 6.63%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.