PortfoliosLab logoPortfoliosLab logo
CSPX.AS vs. LTAM.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.AS vs. LTAM.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 MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with CSPX.AS having a 11.63% return and LTAM.AS slightly higher at 11.79%. Over the past 10 years, CSPX.AS has outperformed LTAM.AS with an annualized return of 15.02%, while LTAM.AS has yielded a comparatively lower 7.16% annualized return.


CSPX.AS

1D
-0.30%
1M
6.08%
YTD
11.63%
6M
11.61%
1Y
25.69%
3Y*
19.12%
5Y*
14.80%
10Y*
15.02%

LTAM.AS

1D
-2.15%
1M
-5.48%
YTD
11.79%
6M
10.17%
1Y
34.82%
3Y*
10.51%
5Y*
9.37%
10Y*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CSPX.AS
iShares Core S&P 500 UCITS ETF
11.63%4.00%33.87%22.28%-14.24%40.26%7.72%32.99%-0.36%7.13%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
11.79%36.08%-22.43%28.47%14.01%-3.03%-18.51%14.74%-1.57%7.45%

Correlation

The correlation between CSPX.AS and LTAM.AS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.35

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

0.37

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 6, 2014

0.47

The correlation between CSPX.AS and LTAM.AS shifts across timeframes, from 0.35 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CSPX.AS vs. LTAM.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: 6868
Overall Rank
CSPX.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 6969
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 6868
Martin Ratio Rank

LTAM.AS
LTAM.AS Risk / Return Rank: 5858
Overall Rank
LTAM.AS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LTAM.AS Sortino Ratio Rank: 5757
Sortino Ratio Rank
LTAM.AS Omega Ratio Rank: 5454
Omega Ratio Rank
LTAM.AS Calmar Ratio Rank: 6666
Calmar Ratio Rank
LTAM.AS Martin Ratio Rank: 5656
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. LTAM.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 MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.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.


CSPX.ASLTAM.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratioReturn relative to maximum drawdown

3.57

3.28

+0.29

Martin ratioReturn relative to average drawdown

12.76

9.77

+2.99

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

The current CSPX.AS Sharpe Ratio is 2.25, which is comparable to the LTAM.AS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CSPX.AS and LTAM.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.


Loading charts...

Sharpe Ratios by Period


CSPX.ASLTAM.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.95

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.44

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.28

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.07

+0.86

Drawdowns

CSPX.AS vs. LTAM.AS - Drawdown Comparison

The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum LTAM.AS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and LTAM.AS.


Loading charts...

Drawdown Indicators


CSPX.ASLTAM.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-60.23%

+26.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-10.47%

+3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-25.56%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-25.56%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-49.89%

+16.24%

Current Drawdown

Current decline from peak

-0.30%

-10.47%

+10.17%

Average Drawdown

Average peak-to-trough decline

-4.29%

-26.14%

+21.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

3.54%

-1.54%

Volatility

CSPX.AS vs. LTAM.AS - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF (CSPX.AS) is 2.64%, while iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) has a volatility of 5.21%. This indicates that CSPX.AS experiences smaller price fluctuations and is considered to be less risky than LTAM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSPX.ASLTAM.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

5.21%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

14.94%

-7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

17.63%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

20.78%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

25.09%

-9.04%

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

CSPX.AS has a 0.07% expense ratio, which is lower than LTAM.AS's 0.20% 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. LTAM.AS - Dividend Comparison

CSPX.AS has not paid dividends to shareholders, while LTAM.AS's dividend yield for the trailing twelve months is around 3.00%.


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%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
3.00%3.21%5.22%3.99%6.79%2.66%1.65%2.11%1.84%1.41%1.23%2.69%

Frequently Asked Questions


CSPX.AS and LTAM.AS have a correlation of 0.39, 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 0.20% for LTAM.AS.

CSPX.AS is categorized as S&P 500, while LTAM.AS is Latin America Equities. CSPX.AS tracks S&P 500 Index, while LTAM.AS tracks MSCI EM Latin America NR USD. Their fees differ too: 0.07% for CSPX.AS and 0.20% for LTAM.AS.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer