CSPX.AS vs. VTSAX

Last updated Jun 5, 2026

CSPX.AS (iShares Core S&P 500 UCITS ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - CSPX.AS is a S&P 500 fund tracking the S&P 500 Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, CSPX.AS returned 14.96%/yr vs 14.80%/yr for VTSAX. A 0.62 correlation means they provide meaningful diversification when combined. CSPX.AS charges 0.07%/yr vs 0.04%/yr for VTSAX.

Performance

CSPX.AS vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CSPX.AS is traded in EUR, while VTSAX is traded in USD. To make them comparable, the VTSAX 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 11.52% return, which is significantly lower than VTSAX's 12.56% return. Both investments have delivered pretty close results over the past 10 years, with CSPX.AS having a 14.96% annualized return and VTSAX not far behind at 14.80%.

CSPX.AS

• 1D: -0.10%
• 1M: 5.25%
• YTD: 11.52%
• 6M: 11.45%
• 1Y: 25.69%
• 3Y*: 18.87%
• 5Y*: 14.77%
• 10Y*: 14.96%

VTSAX

• 1D: -0.47%
• 1M: 4.91%
• YTD: 12.56%
• 6M: 11.31%
• 1Y: 26.13%
• 3Y*: 18.83%
• 5Y*: 13.76%
• 10Y*: 14.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.AS vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSPX.AS iShares Core S&P 500 UCITS ETF	11.52%	4.00%	33.87%	22.28%	-14.24%	40.26%	7.72%	32.99%	-0.36%	7.13%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	12.56%	3.22%	31.37%	22.72%	-14.53%	35.12%	11.01%	33.74%	-0.73%	6.27%

Correlation

The correlation between CSPX.AS and VTSAX is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since May 6, 2014	0.62

The correlation between CSPX.AS and VTSAX has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

Return for Risk

CSPX.AS vs. VTSAX — 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: 70
CSPX.AS Sharpe Ratio Rank: 70
CSPX.AS Sortino Ratio Rank: 68
CSPX.AS Omega Ratio Rank: 72
CSPX.AS Calmar Ratio Rank: 72
CSPX.AS Martin Ratio Rank: 70

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 56
VTSAX Omega Ratio Rank: 56
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

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. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.06	+0.19
Sortino ratio: Return per unit of downside risk	3.06	2.69	+0.37
Omega ratio: Gain probability vs. loss probability	1.42	1.38	+0.04
Calmar ratio: Return relative to maximum drawdown	3.57	3.46	+0.11
Martin ratio: Return relative to average drawdown	12.76	13.00	-0.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSPX.AS vs. VTSAX - Sharpe Ratio Comparison

The current CSPX.AS Sharpe Ratio is 2.25, which is comparable to the VTSAX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CSPX.AS and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSPX.AS	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.06	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.81	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	0.79	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.60	+0.33

Drawdowns

CSPX.AS vs. VTSAX - Drawdown Comparison

The maximum CSPX.AS drawdown since its inception was -33.65%, smaller than the maximum VTSAX drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and VTSAX.

Drawdown Indicators

	CSPX.AS	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-33.65%	-50.01%	+16.36%
Max Drawdown (1Y) Largest decline over 1 year	-7.11%	-7.45%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	-24.30%	+0.93%
Max Drawdown (5Y) Largest decline over 5 years	-23.37%	-24.30%	+0.93%
Max Drawdown (10Y) Largest decline over 10 years	-33.65%	-34.48%	+0.83%
Current Drawdown Current decline from peak	-0.40%	-0.47%	+0.07%
Average Drawdown Average peak-to-trough decline	-4.28%	-7.69%	+3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.98%	+0.02%

Volatility

CSPX.AS vs. VTSAX - Volatility Comparison

iShares Core S&P 500 UCITS ETF (CSPX.AS) has a higher volatility of 2.59% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.42%. This indicates that CSPX.AS's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSPX.AS	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	2.42%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	7.37%	8.78%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.26%	12.55%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	17.16%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	18.88%	-2.83%

CSPX.AS vs. VTSAX - Expense Ratio Comparison

CSPX.AS has a 0.07% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX - Dividend Comparison

CSPX.AS has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.01%.

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%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.01%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both CSPX.AS and VTSAX in my portfolio?

CSPX.AS and VTSAX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.