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

CSPX.L vs. MA

Last updated Jun 14, 2026

CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while MA (Mastercard Incorporated) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 18.64%/yr for MA. At a 0.37 correlation, their price movements are largely independent.

Performance

CSPX.L vs. MA - 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 Mastercard Incorporated (MA). 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 8.40% return, which is significantly higher than MA's -13.89% return. Over the past 10 years, CSPX.L has underperformed MA with an annualized return of 15.24%, while MA has yielded a comparatively higher 18.64% 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%

MA

1D
0.71%
1M
0.01%
YTD
-13.89%
6M
-14.05%
1Y
-12.30%
3Y*
10.32%
5Y*
6.66%
10Y*
18.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. MA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
MA
Mastercard Incorporated		-13.89%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%47.69%

Correlation

The correlation between CSPX.L and MA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.21

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.37

Over the past year, the correlation between CSPX.L and MA has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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iShares Core S&P 500 UCITS ETF USD (Acc)

Mastercard Incorporated

Often compared with CSPX.L:
CSPX.L vs. VOOCSPX.L vs. VUAA.LCSPX.L vs. SPYCSPX.L vs. CSPX.ASCSPX.L vs. CSP1.LCSPX.L vs. VWRL.ASCSPX.L vs. IVV
Often compared with MA:
MA vs. VMA vs. AXPMA vs. SPYMA vs. MSFTMA vs. MCDMA vs. BRK-BMA vs. COST

Return for Risk

CSPX.L vs. MA — 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: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
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: 7676
Martin Ratio Rank
MA
MA Risk / Return Rank: 1111
Overall Rank
MA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1414
Sortino Ratio Rank
MA Omega Ratio Rank: 1414
Omega Ratio Rank
MA Calmar Ratio Rank: 1313
Calmar Ratio Rank
MA Martin Ratio Rank: 55
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. MA - 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 Mastercard Incorporated (MA). 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.LMADifference
Sharpe ratioReturn per unit of total volatility
2.03
-0.74

+2.76

Sortino ratioReturn per unit of downside risk
3.00
-0.91

+3.90

Omega ratioGain probability vs. loss probability

1.36

0.89

+0.48

Calmar ratioReturn relative to maximum drawdown

2.98

-0.79

+3.77

Martin ratioReturn relative to average drawdown

12.45

-1.59

+14.04

CSPX.L vs. MA - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.03, which is higher than the MA Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of CSPX.L and MA, 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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Drawdowns

CSPX.L vs. MA - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for CSPX.L and MA.

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Drawdown Indicators

CSPX.LMADifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-62.67%

+28.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-20.91%

+12.74%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-20.91%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-28.25%

+3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-41.00%

+7.10%

Current Drawdown

Current decline from peak

-2.27%

-17.82%

+15.55%

Average Drawdown

Average peak-to-trough decline

-3.72%

-9.82%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

10.48%

-8.52%

Volatility

CSPX.L vs. MA - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Mastercard Incorporated (MA) has a volatility of 6.46%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSPX.LMADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

6.46%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

17.51%

-8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

22.34%

-10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

24.01%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

26.92%

-10.70%

Dividends

CSPX.L vs. MA - Dividend Comparison

CSPX.L has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.67%.

PositionTTM20252024202320222021202020192018201720162015
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%
MA
Mastercard Incorporated		0.67%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%

Frequently Asked Questions

CSPX.L and MA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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