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CSPX.AS vs. HEAE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.AS vs. HEAE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF (CSPX.AS) and SPDR MSCI Europe Health Care UCITS ETF (HEAE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSPX.AS is traded in EUR, while HEAE.L is traded in GBP. To make them comparable, the HEAE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSPX.AS achieves a 9.99% return, which is significantly higher than HEAE.L's -0.35% return. Over the past 10 years, CSPX.AS has outperformed HEAE.L with an annualized return of 14.86%, while HEAE.L has yielded a comparatively lower 4.51% annualized return.


CSPX.AS

1D
1.55%
1M
0.02%
YTD
9.99%
6M
11.11%
1Y
24.76%
3Y*
17.93%
5Y*
14.23%
10Y*
14.86%

HEAE.L

1D
0.00%
1M
2.04%
YTD
-0.35%
6M
1.28%
1Y
6.04%
3Y*
3.52%
5Y*
1.94%
10Y*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.AS vs. HEAE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSPX.AS
iShares Core S&P 500 UCITS ETF
9.99%4.00%33.87%22.28%-14.24%40.26%7.72%32.99%-0.36%7.13%
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
-0.35%6.79%4.22%7.76%-19.09%33.47%-7.37%40.00%-1.92%-1.30%

Correlation

The correlation between CSPX.AS and HEAE.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.31

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

0.36

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.51

Over the past year, the correlation between CSPX.AS and HEAE.L has dropped to 0.23 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

CSPX.AS vs. HEAE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSPX.AS
CSPX.AS Risk / Return Rank: 7575
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7777
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7474
Martin Ratio Rank

HEAE.L
HEAE.L Risk / Return Rank: 1515
Overall Rank
HEAE.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HEAE.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
HEAE.L Omega Ratio Rank: 1515
Omega Ratio Rank
HEAE.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HEAE.L Martin Ratio Rank: 1515
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.

CSPX.AS vs. HEAE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF (CSPX.AS) and SPDR MSCI Europe Health Care UCITS ETF (HEAE.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.

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.


CSPX.ASHEAE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.39

1.06

+0.33

Calmar ratioReturn relative to maximum drawdown

3.40

0.39

+3.01

Martin ratioReturn relative to average drawdown

12.02

0.86

+11.16

CSPX.AS vs. HEAE.L - Sharpe Ratio Comparison

The current CSPX.AS Sharpe Ratio is 2.10, which is higher than the HEAE.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of CSPX.AS and HEAE.L, 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

CSPX.AS vs. HEAE.L - Drawdown Comparison

The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum HEAE.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and HEAE.L.


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Drawdown Indicators


CSPX.ASHEAE.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-41.16%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-12.87%

+5.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-25.61%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-27.80%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-31.90%

-1.75%

Current Drawdown

Current decline from peak

-1.76%

-9.79%

+8.03%

Average Drawdown

Average peak-to-trough decline

-3.74%

-13.96%

+10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

5.98%

-3.96%

Volatility

CSPX.AS vs. HEAE.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSPX.AS) is 3.07%, while SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) has a volatility of 5.02%. This indicates that CSPX.AS experiences smaller price fluctuations and is considered to be less risky than HEAE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSPX.ASHEAE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

5.02%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

11.82%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

16.88%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

17.04%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

18.04%

-1.97%

CSPX.AS vs. HEAE.L - Expense Ratio Comparison

CSPX.AS has a 0.07% expense ratio, which is lower than HEAE.L's 0.18% 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

CSPX.AS vs. HEAE.L - Dividend Comparison

Neither CSPX.AS nor HEAE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSPX.AS and HEAE.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.AS is cheaper with a 0.07% expense ratio, compared with 0.18% for HEAE.L.

CSPX.AS is categorized as S&P 500, while HEAE.L is Health & Biotech Equities. CSPX.AS tracks S&P 500 Index, while HEAE.L tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for CSPX.AS and 0.18% for HEAE.L.

Portfolio Optimizer

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