CSPX.L vs. ASML
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while ASML (ASML Holding N.V.) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 36.00%/yr for ASML. At a 0.38 correlation, their price movements are largely independent.
Performance
CSPX.L vs. ASML - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, CSPX.L has underperformed ASML with an annualized return of 15.24%, while ASML has yielded a comparatively higher 36.00% annualized return.
CSPX.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.86%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
ASML
- 1D
- -1.89%
- 1M
- 17.61%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
CSPX.L vs. ASML - 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) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between CSPX.L and ASML is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSPX.L vs. ASML — Risk / Return Rank
CSPX.L
ASML
CSPX.L vs. ASML - 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 ASML Holding N.V. (ASML). 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.L | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 7.83 | -4.84 |
| Martin ratioReturn relative to average drawdown | 12.45 | 21.08 | -8.63 |
Loading charts...
Drawdowns
CSPX.L vs. ASML - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for CSPX.L and ASML.
Loading charts...
Drawdown Indicators
| CSPX.L | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -90.00% | +56.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -17.85% | +9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -45.38% | +26.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -56.84% | +32.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -56.84% | +22.94% |
Current DrawdownCurrent decline from peak | -2.27% | -1.89% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -28.12% | +24.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 6.63% | -4.67% |
Volatility
CSPX.L vs. ASML - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while ASML Holding N.V. (ASML) has a volatility of 17.27%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSPX.L | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 17.27% | -13.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 34.58% | -25.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 42.75% | -30.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 42.44% | -26.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 38.72% | -22.50% |
Dividends
CSPX.L vs. ASML - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSPX.L and ASML have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CSPX.L and ASML
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer