CSPX.L vs. BJ
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while BJ (BJ's Wholesale Club Holdings, Inc.) is a stock. Over the past 5 years, CSPX.L returned 13.23%/yr vs 13.81%/yr for BJ. At a 0.09 correlation, their price movements are largely independent.
Performance
CSPX.L vs. BJ - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than BJ's 1.12% return.
CSPX.L
- 1D
- 2.02%
- 1M
- 0.42%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.50%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
BJ
- 1D
- 0.12%
- 1M
- -4.17%
- YTD
- 1.12%
- 6M
- -2.28%
- 1Y
- -16.98%
- 3Y*
- 13.85%
- 5Y*
- 13.81%
- 10Y*
- —
CSPX.L vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -7.32% |
BJ BJ's Wholesale Club Holdings, Inc. | 1.12% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
Correlation
The correlation between CSPX.L and BJ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.09 |
The correlation between CSPX.L and BJ shifts across timeframes, from -0.14 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSPX.L vs. BJ — Risk / Return Rank
CSPX.L
BJ
CSPX.L vs. BJ - 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 BJ's Wholesale Club Holdings, Inc. (BJ). 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 | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.63 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.92 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.64 | +3.62 |
| Martin ratioReturn relative to average drawdown | 12.45 | -1.02 | +13.46 |
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Drawdowns
CSPX.L vs. BJ - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum BJ drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for CSPX.L and BJ.
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Drawdown Indicators
| CSPX.L | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -38.76% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -26.66% | +18.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -29.80% | +11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -29.80% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -24.10% | +21.83% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -12.49% | +8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 16.75% | -14.79% |
Volatility
CSPX.L vs. BJ - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while BJ's Wholesale Club Holdings, Inc. (BJ) has a volatility of 11.68%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than BJ 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 | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 11.68% | -7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 22.77% | -13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 29.80% | -17.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 32.31% | -16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 37.15% | -20.93% |
Dividends
CSPX.L vs. BJ - Dividend Comparison
Neither CSPX.L nor BJ has paid dividends to shareholders.
Frequently Asked Questions
CSPX.L and BJ have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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