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CSPX.L vs. FLOA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.L vs. FLOA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSPX.L achieves a 10.32% return, which is significantly higher than FLOA.L's 2.04% return.


CSPX.L

1D
0.01%
1M
4.51%
YTD
10.32%
6M
11.15%
1Y
27.85%
3Y*
22.17%
5Y*
13.72%
10Y*
15.22%

FLOA.L

1D
0.06%
1M
0.46%
YTD
2.04%
6M
2.24%
1Y
5.02%
3Y*
5.73%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. FLOA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
10.32%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-2.62%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.04%4.98%6.42%6.62%1.35%0.42%0.86%4.17%0.86%

Correlation

The correlation between CSPX.L and FLOA.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.11

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Return for Risk

CSPX.L vs. FLOA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7777
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
Martin Ratio Rank
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.L vs. FLOA.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 USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

1.42

2.07

-0.65

Calmar ratioReturn relative to maximum drawdown

3.35

10.50

-7.16

Martin ratioReturn relative to average drawdown

14.51

55.93

-41.42

CSPX.L vs. FLOA.L - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.32, which is lower than the FLOA.L Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of CSPX.L and FLOA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSPX.LFLOA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

4.02

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

2.16

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.79

+0.15

Drawdowns

CSPX.L vs. FLOA.L - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, which is greater than FLOA.L's maximum drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for CSPX.L and FLOA.L.


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Drawdown Indicators


CSPX.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-14.96%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-0.48%

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-1.74%

-16.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-2.53%

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.53%

-0.06%

-0.47%

Average Drawdown

Average peak-to-trough decline

-3.72%

-0.22%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

0.09%

+1.81%

Volatility

CSPX.L vs. FLOA.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a higher volatility of 3.13% compared to iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) at 0.49%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than FLOA.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.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

0.49%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

1.13%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

1.24%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

1.98%

+13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

4.27%

+11.92%

CSPX.L vs. FLOA.L - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is lower than FLOA.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. FLOA.L - Dividend Comparison

Neither CSPX.L nor FLOA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSPX.L and FLOA.L have a correlation of 0.12, 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 FLOA.L.

CSPX.L is categorized as S&P 500, while FLOA.L is Corporate Bonds. CSPX.L tracks S&P 500 Index, while FLOA.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.07% for CSPX.L and 0.10% for FLOA.L.

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