CSPX.AS vs. UIFS.L
CSPX.AS (iShares Core S&P 500 UCITS ETF) and UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) are both exchange-traded funds - CSPX.AS is a S&P 500 fund tracking the S&P 500 Index, while UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index. Both are passively managed. Over the past 10 years, CSPX.AS returned 14.76%/yr vs 12.23%/yr for UIFS.L. A 0.70 correlation means they provide meaningful diversification when combined. CSPX.AS charges 0.07%/yr vs 0.15%/yr for UIFS.L.
Performance
CSPX.AS vs. UIFS.L - Performance Comparison
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Different Trading Currencies
CSPX.AS is traded in EUR, while UIFS.L is traded in GBp. To make them comparable, the UIFS.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 10.08% return, which is significantly higher than UIFS.L's -3.12% return. Over the past 10 years, CSPX.AS has outperformed UIFS.L with an annualized return of 14.76%, while UIFS.L has yielded a comparatively lower 12.23% annualized return.
CSPX.AS
- 1D
- -0.23%
- 1M
- 2.55%
- YTD
- 10.08%
- 6M
- 9.69%
- 1Y
- 23.48%
- 3Y*
- 18.44%
- 5Y*
- 14.39%
- 10Y*
- 14.76%
UIFS.L
- 1D
- -0.02%
- 1M
- 4.01%
- YTD
- -3.12%
- 6M
- -0.70%
- 1Y
- 2.09%
- 3Y*
- 15.24%
- 5Y*
- 9.33%
- 10Y*
- 12.23%
CSPX.AS vs. UIFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 10.08% | 4.00% | 33.87% | 22.28% | -14.24% | 40.26% | 7.72% | 32.99% | -0.36% | 7.13% |
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc) | -3.12% | 1.49% | 38.62% | 8.37% | -5.58% | 47.06% | -11.67% | 35.13% | -10.52% | 7.60% |
Correlation
The correlation between CSPX.AS and UIFS.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.70 |
The correlation between CSPX.AS and UIFS.L shifts across timeframes, from 0.53 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSPX.AS vs. UIFS.L — Risk / Return Rank
CSPX.AS
UIFS.L
CSPX.AS vs. UIFS.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 iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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.
| CSPX.AS | UIFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.04 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 0.16 | +3.10 |
| Martin ratioReturn relative to average drawdown | 11.64 | 0.37 | +11.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSPX.AS | UIFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.15 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.41 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.53 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.24 | +0.67 |
Drawdowns
CSPX.AS vs. UIFS.L - Drawdown Comparison
The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum UIFS.L drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and UIFS.L.
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Drawdown Indicators
| CSPX.AS | UIFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -50.23% | +16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -12.92% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -21.06% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -21.06% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -41.82% | +8.17% |
Current DrawdownCurrent decline from peak | -1.68% | -8.60% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -14.10% | +10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 5.60% | -3.61% |
Volatility
CSPX.AS vs. UIFS.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF (CSPX.AS) is 2.80%, while iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a volatility of 4.29%. This indicates that CSPX.AS experiences smaller price fluctuations and is considered to be less risky than UIFS.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.AS | UIFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 4.29% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 10.56% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 14.36% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 22.97% | -7.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 23.11% | -7.05% |
CSPX.AS vs. UIFS.L - Expense Ratio Comparison
CSPX.AS has a 0.07% expense ratio, which is lower than UIFS.L's 0.15% 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. UIFS.L - Dividend Comparison
Neither CSPX.AS nor UIFS.L has paid dividends to shareholders.
Frequently Asked Questions
CSPX.AS and UIFS.L have a correlation of 0.53, 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 0.15% for UIFS.L.
CSPX.AS is categorized as S&P 500, while UIFS.L is Financials Equities. CSPX.AS tracks S&P 500 Index, while UIFS.L tracks S&P 500 Capped 35/20 Financials Index. Their fees differ too: 0.07% for CSPX.AS and 0.15% for UIFS.L.
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