CSPX.AS vs. VUAA.DE
CSPX.AS (iShares Core S&P 500 UCITS ETF) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both S&P 500 funds tracking the S&P 500 Index, from iShares and Vanguard respectively. Both are passively managed. Over the past 5 years, CSPX.AS returned 14.23%/yr vs 14.30%/yr for VUAA.DE. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.
Performance
CSPX.AS vs. VUAA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CSPX.AS having a 9.99% return and VUAA.DE slightly lower at 9.96%.
CSPX.AS
- 1D
- 1.55%
- 1M
- 1.57%
- YTD
- 9.99%
- 6M
- 11.11%
- 1Y
- 24.46%
- 3Y*
- 17.93%
- 5Y*
- 14.23%
- 10Y*
- 14.86%
VUAA.DE
- 1D
- 1.54%
- 1M
- 1.63%
- YTD
- 9.96%
- 6M
- 10.78%
- 1Y
- 24.50%
- 3Y*
- 18.05%
- 5Y*
- 14.30%
- 10Y*
- —
CSPX.AS vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 9.99% | 4.00% | 33.87% | 22.28% | -14.24% | 40.26% | 4.88% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.96% | 4.69% | 32.69% | 22.51% | -14.29% | 40.75% | 5.89% |
Correlation
The correlation between CSPX.AS and VUAA.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.98 |
The correlation between CSPX.AS and VUAA.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
CSPX.AS vs. VUAA.DE — Risk / Return Rank
CSPX.AS
VUAA.DE
CSPX.AS vs. VUAA.DE - 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 S&P 500 UCITS USD Acc ETF (VUAA.DE). 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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.48 | -0.09 |
| Martin ratioReturn relative to average drawdown | 12.02 | 12.44 | -0.42 |
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Drawdowns
CSPX.AS vs. VUAA.DE - Drawdown Comparison
The maximum CSPX.AS drawdown since its inception was -33.65%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for CSPX.AS and VUAA.DE.
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Drawdown Indicators
| CSPX.AS | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -33.67% | +0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.00% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -23.33% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -23.33% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -1.74% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -4.88% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.96% | +0.06% |
Volatility
CSPX.AS vs. VUAA.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF (CSPX.AS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 3.07% and 3.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSPX.AS | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.07% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 7.81% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 11.73% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 15.14% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 17.61% | -1.54% |
CSPX.AS vs. VUAA.DE - Expense Ratio Comparison
Both CSPX.AS and VUAA.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CSPX.AS vs. VUAA.DE - Dividend Comparison
Neither CSPX.AS nor VUAA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
With a correlation of 0.98, CSPX.AS and VUAA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.AS and VUAA.DE have the same expense ratio: 0.07% per year.
Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Vanguard.
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