CSPX.L vs. AGGG.L
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and AGGG.L (iShares Global Aggregate Bond UCITS Dist) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while AGGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 5 years, CSPX.L returned 13.26%/yr vs -1.88%/yr for AGGG.L. At a 0.13 correlation, their price movements are largely independent. CSPX.L charges 0.07%/yr vs 0.10%/yr for AGGG.L.
Performance
CSPX.L vs. AGGG.L - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.L achieves a 8.33% return, which is significantly higher than AGGG.L's -0.86% return.
CSPX.L
- 1D
- -0.73%
- 1M
- 0.69%
- YTD
- 8.33%
- 6M
- 9.11%
- 1Y
- 25.27%
- 3Y*
- 21.35%
- 5Y*
- 13.26%
- 10Y*
- 15.05%
AGGG.L
- 1D
- 0.00%
- 1M
- -1.35%
- YTD
- -0.86%
- 6M
- 0.26%
- 1Y
- 2.02%
- 3Y*
- 3.13%
- 5Y*
- -1.88%
- 10Y*
- —
CSPX.L vs. AGGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.33% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 4.58% |
AGGG.L iShares Global Aggregate Bond UCITS Dist | -0.86% | 7.96% | -1.41% | 5.38% | -15.91% | -5.43% | 9.42% | 6.84% | -1.44% | 1.00% |
Correlation
The correlation between CSPX.L and AGGG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2017 | 0.13 |
The correlation between CSPX.L and AGGG.L shifts across timeframes, from 0.13 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSPX.L vs. AGGG.L — Risk / Return Rank
CSPX.L
AGGG.L
CSPX.L vs. AGGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.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.L | AGGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.07 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 0.56 | +2.51 |
| Martin ratioReturn relative to average drawdown | 13.18 | 1.50 | +11.68 |
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.L | AGGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.38 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.27 | +1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.05 | +0.88 |
Drawdowns
CSPX.L vs. AGGG.L - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, which is greater than AGGG.L's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for CSPX.L and AGGG.L.
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Drawdown Indicators
| CSPX.L | AGGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -26.00% | -7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -3.56% | -4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -7.32% | -11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -24.36% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -11.57% | +9.24% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -9.47% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.34% | +0.57% |
Volatility
CSPX.L vs. AGGG.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a higher volatility of 3.36% compared to iShares Global Aggregate Bond UCITS Dist (AGGG.L) at 1.84%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than AGGG.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.L | AGGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 1.84% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 4.15% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 5.24% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 6.96% | +9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 6.42% | +9.79% |
CSPX.L vs. AGGG.L - Expense Ratio Comparison
CSPX.L has a 0.07% expense ratio, which is lower than AGGG.L's 0.10% 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.L vs. AGGG.L - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while AGGG.L's dividend yield for the trailing twelve months is around 3.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AGGG.L iShares Global Aggregate Bond UCITS Dist | 3.17% | 2.97% | 2.74% | 2.01% | 1.55% | 1.33% | 1.46% | 1.62% | 0.96% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSPX.L and AGGG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.10% for AGGG.L.
CSPX.L is categorized as S&P 500, while AGGG.L is Global Bonds. CSPX.L tracks S&P 500 Index, while AGGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.07% for CSPX.L and 0.10% for AGGG.L.
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