CSPX.L vs. IGSD.L
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and IGSD.L (iShares USD Short Duration Corporate Bond UCITS ETF (Dist)) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while IGSD.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 10 years, CSPX.L returned 15.22%/yr vs 3.07%/yr for IGSD.L. At a correlation of -0.09, they often move in opposite directions. CSPX.L charges 0.07%/yr vs 0.20%/yr for IGSD.L.
Performance
CSPX.L vs. IGSD.L - Performance Comparison
Loading charts...
Different Trading Currencies
CSPX.L is traded in USD, while IGSD.L is traded in GBP. To make them comparable, the IGSD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSPX.L achieves a 10.32% return, which is significantly higher than IGSD.L's 0.72% return. Over the past 10 years, CSPX.L has outperformed IGSD.L with an annualized return of 15.22%, while IGSD.L has yielded a comparatively lower 3.07% annualized 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%
IGSD.L
- 1D
- -0.16%
- 1M
- 0.19%
- YTD
- 0.72%
- 6M
- 1.46%
- 1Y
- 4.74%
- 3Y*
- 5.93%
- 5Y*
- 2.91%
- 10Y*
- 3.07%
CSPX.L vs. IGSD.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) | 10.32% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 0.72% | 7.07% | 5.72% | 5.70% | -4.20% | -0.11% | 4.32% | 7.67% | 1.35% | 2.39% |
Correlation
The correlation between CSPX.L and IGSD.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013 | -0.09 |
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. IGSD.L — Risk / Return Rank
CSPX.L
IGSD.L
CSPX.L vs. IGSD.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 Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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 | IGSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.20 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.67 | -0.33 |
| Martin ratioReturn relative to average drawdown | 14.51 | 13.43 | +1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSPX.L | IGSD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.18 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.57 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.55 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.55 | +0.39 |
Drawdowns
CSPX.L vs. IGSD.L - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, which is greater than IGSD.L's maximum drawdown of -11.83%. Use the drawdown chart below to compare losses from any high point for CSPX.L and IGSD.L.
Loading charts...
Drawdown Indicators
| CSPX.L | IGSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -11.83% | -22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -1.32% | -6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -1.32% | -17.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -8.23% | -16.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -11.83% | -22.07% |
Current DrawdownCurrent decline from peak | -0.53% | -0.31% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -1.13% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.36% | +1.54% |
Volatility
CSPX.L vs. IGSD.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 Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) at 1.33%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSPX.L | IGSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 1.33% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 3.28% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 4.11% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 5.09% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 5.59% | +10.60% |
CSPX.L vs. IGSD.L - Expense Ratio Comparison
CSPX.L has a 0.07% expense ratio, which is lower than IGSD.L's 0.20% 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. IGSD.L - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while IGSD.L's dividend yield for the trailing twelve months is around 5.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 5.06% | 5.08% | 4.67% | 3.69% | 2.12% | 1.71% | 2.51% | 3.32% | 2.94% | 2.50% | 2.16% | 2.11% |
Frequently Asked Questions
CSPX.L and IGSD.L have a correlation of -0.10, 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 0.20% for IGSD.L.
CSPX.L is categorized as S&P 500, while IGSD.L is Corporate Bonds. CSPX.L tracks S&P 500 Index, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.07% for CSPX.L and 0.20% for IGSD.L.
Find the right allocation for CSPX.L and IGSD.L
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