CSPX.AS vs. SCHD
CSPX.AS (iShares Core S&P 500 UCITS ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - CSPX.AS is a S&P 500 fund tracking the S&P 500 Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, CSPX.AS returned 15.13%/yr vs 12.59%/yr for SCHD. A 0.51 correlation means they provide meaningful diversification when combined. CSPX.AS charges 0.07%/yr vs 0.06%/yr for SCHD.
Performance
CSPX.AS vs. SCHD - Performance Comparison
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Different Trading Currencies
CSPX.AS is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD 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 10.95% return, which is significantly lower than SCHD's 22.40% return. Over the past 10 years, CSPX.AS has outperformed SCHD with an annualized return of 15.13%, while SCHD has yielded a comparatively lower 12.59% annualized return.
CSPX.AS
- 1D
- -0.89%
- 1M
- 0.23%
- YTD
- 10.95%
- 6M
- 11.00%
- 1Y
- 24.84%
- 3Y*
- 18.95%
- 5Y*
- 13.91%
- 10Y*
- 15.13%
SCHD
- 1D
- 0.69%
- 1M
- 0.90%
- YTD
- 22.40%
- 6M
- 21.71%
- 1Y
- 29.70%
- 3Y*
- 13.07%
- 5Y*
- 9.77%
- 10Y*
- 12.59%
CSPX.AS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 10.95% | 4.00% | 33.87% | 22.28% | -14.24% | 40.26% | 7.72% | 32.99% | -0.36% | 7.13% |
SCHD Schwab U.S. Dividend Equity ETF | 22.40% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 5.55% | 30.17% | -1.13% | 6.00% |
Correlation
The correlation between CSPX.AS and SCHD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.51 |
Over the past year, the correlation between CSPX.AS and SCHD has dropped to 0.13 - 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. SCHD — Risk / Return Rank
CSPX.AS
SCHD
CSPX.AS vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.AS | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 7.18 | -3.73 |
| Martin ratioReturn relative to average drawdown | 12.20 | 18.01 | -5.82 |
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Drawdowns
CSPX.AS vs. SCHD - Drawdown Comparison
The maximum CSPX.AS drawdown since its inception was -33.65%, roughly equal to the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and SCHD.
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Drawdown Indicators
| CSPX.AS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -32.28% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -4.15% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -21.40% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -21.40% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -32.28% | -1.37% |
Current DrawdownCurrent decline from peak | -0.90% | -0.10% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -4.41% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.65% | +0.37% |
Volatility
CSPX.AS vs. SCHD - Volatility Comparison
iShares Core S&P 500 UCITS ETF (CSPX.AS) has a higher volatility of 3.39% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.53%. This indicates that CSPX.AS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSPX.AS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 2.53% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 8.54% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 11.62% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 14.58% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 17.44% | -1.36% |
CSPX.AS vs. SCHD - Expense Ratio Comparison
CSPX.AS has a 0.07% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, 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. SCHD - Dividend Comparison
CSPX.AS has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.28% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
CSPX.AS and SCHD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.07% for CSPX.AS.
CSPX.AS is categorized as S&P 500, while SCHD is Dividend. CSPX.AS tracks S&P 500 Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.07% for CSPX.AS and 0.06% for SCHD.
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