CSPX.AS vs. SOF.BR
CSPX.AS (iShares Core S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index, while SOF.BR (Sofina Société Anonyme) is a stock. Over the past 10 years, CSPX.AS returned 14.86%/yr vs 8.03%/yr for SOF.BR. At a 0.40 correlation, their price movements are largely independent.
Performance
CSPX.AS vs. SOF.BR - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.AS achieves a 9.99% return, which is significantly higher than SOF.BR's -11.22% return. Over the past 10 years, CSPX.AS has outperformed SOF.BR with an annualized return of 14.86%, while SOF.BR has yielded a comparatively lower 8.03% annualized return.
CSPX.AS
- 1D
- 1.55%
- 1M
- 0.57%
- YTD
- 9.99%
- 6M
- 11.11%
- 1Y
- 24.76%
- 3Y*
- 17.93%
- 5Y*
- 14.23%
- 10Y*
- 14.86%
SOF.BR
- 1D
- 2.26%
- 1M
- 0.78%
- YTD
- -11.22%
- 6M
- -7.94%
- 1Y
- -13.53%
- 3Y*
- 3.50%
- 5Y*
- -8.43%
- 10Y*
- 8.03%
CSPX.AS vs. SOF.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOF.BR Sofina Société Anonyme | -11.22% | 14.69% | -1.65% | 11.37% | -51.86% | 57.47% | 45.71% | 17.99% | 28.74% | 6.68% |
Correlation
The correlation between CSPX.AS and SOF.BR is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.40 |
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Return for Risk
CSPX.AS vs. SOF.BR — Risk / Return Rank
CSPX.AS
SOF.BR
CSPX.AS vs. SOF.BR - 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 Sofina Société Anonyme (SOF.BR). 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 | SOF.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.79 | ||
| Sortino ratioReturn per unit of downside risk | +3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.90 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | -0.61 | +4.00 |
| Martin ratioReturn relative to average drawdown | 12.02 | -1.08 | +13.10 |
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Drawdowns
CSPX.AS vs. SOF.BR - Drawdown Comparison
The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum SOF.BR drawdown of -59.53%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and SOF.BR.
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Drawdown Indicators
| CSPX.AS | SOF.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -59.53% | +25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -26.62% | +19.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -26.62% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -59.53% | +36.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -59.53% | +25.88% |
Current DrawdownCurrent decline from peak | -1.76% | -46.64% | +44.88% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -19.13% | +15.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 15.02% | -13.00% |
Volatility
CSPX.AS vs. SOF.BR - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF (CSPX.AS) is 3.07%, while Sofina Société Anonyme (SOF.BR) has a volatility of 6.23%. This indicates that CSPX.AS experiences smaller price fluctuations and is considered to be less risky than SOF.BR 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 | SOF.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 6.23% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 16.85% | -9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 23.40% | -11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 28.53% | -13.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 24.81% | -8.74% |
Dividends
CSPX.AS vs. SOF.BR - Dividend Comparison
CSPX.AS has not paid dividends to shareholders, while SOF.BR's dividend yield for the trailing twelve months is around 1.18%.
| 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% |
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
Frequently Asked Questions
CSPX.AS and SOF.BR have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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