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CSPX.AS vs. IWDP.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.AS vs. IWDP.AS - 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 iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSPX.AS achieves a 11.90% return, which is significantly lower than IWDP.AS's 14.46% return. Over the past 10 years, CSPX.AS has outperformed IWDP.AS with an annualized return of 14.32%, while IWDP.AS has yielded a comparatively lower 2.67% annualized return.


CSPX.AS

1D
-1.23%
1M
0.78%
6M
9.48%
YTD
11.90%
1Y
21.55%
3Y*
18.64%
5Y*
13.46%
10Y*
14.32%

IWDP.AS

1D
0.00%
1M
4.02%
6M
9.55%
YTD
14.46%
1Y
16.56%
3Y*
8.18%
5Y*
1.66%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.AS vs. IWDP.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSPX.AS
iShares Core S&P 500 UCITS ETF
11.90%4.00%33.87%22.28%-14.24%40.26%7.72%32.99%-0.36%7.13%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
14.46%-3.33%6.79%5.38%-19.61%36.11%-17.19%23.60%-1.01%-2.62%

Correlation

The correlation between CSPX.AS and IWDP.AS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.44

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.60

Over the past year, the correlation between CSPX.AS and IWDP.AS has dropped to 0.31 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

CSPX.AS vs. IWDP.AS — 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: 7373
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 7070
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7373
Martin Ratio Rank

IWDP.AS
IWDP.AS Risk / Return Rank: 5555
Overall Rank
IWDP.AS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 5656
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 5555
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 5555
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 5252
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. IWDP.AS - 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 iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). 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.ASIWDP.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.99

2.18

+0.81

Martin ratioReturn relative to average drawdown

10.57

6.88

+3.69

CSPX.AS vs. IWDP.AS - Sharpe Ratio Comparison

The current CSPX.AS Sharpe Ratio is 1.87, which is comparable to the IWDP.AS Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CSPX.AS and IWDP.AS, 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. IWDP.AS - Drawdown Comparison

The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum IWDP.AS drawdown of -74.82%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and IWDP.AS.


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Drawdown Indicators


CSPX.ASIWDP.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-74.82%

+41.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-7.55%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-19.92%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-29.88%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-41.55%

+7.90%

Current Drawdown

Current decline from peak

-1.38%

-1.39%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.72%

-21.13%

+17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.40%

-0.38%

Volatility

CSPX.AS vs. IWDP.AS - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSPX.AS) is 3.01%, while iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) has a volatility of 3.51%. This indicates that CSPX.AS experiences smaller price fluctuations and is considered to be less risky than IWDP.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSPX.ASIWDP.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

3.51%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.74%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

11.15%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

14.52%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

16.00%

+0.06%

CSPX.AS vs. IWDP.AS - Expense Ratio Comparison

CSPX.AS has a 0.07% expense ratio, which is lower than IWDP.AS's 0.59% expense ratio.


Dividends

CSPX.AS vs. IWDP.AS - Dividend Comparison

CSPX.AS has not paid dividends to shareholders, while IWDP.AS's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM20252024202320222021202020192018201720162015
CSPX.AS
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%0.00%0.00%0.00%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
2.84%3.20%3.10%3.15%3.70%2.11%3.18%2.91%3.87%3.11%3.06%2.96%

Frequently Asked Questions


CSPX.AS and IWDP.AS have a correlation of 0.31, 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 0.59% for IWDP.AS.

CSPX.AS is categorized as S&P 500, while IWDP.AS is REIT. CSPX.AS tracks S&P 500 Index, while IWDP.AS tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.07% for CSPX.AS and 0.59% for IWDP.AS.

Portfolio Optimizer

Find the right allocation for CSPX.AS and IWDP.AS

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