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

CSPX.L vs. PG

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 PG (The Procter & Gamble Company) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 8.96%/yr for PG. At a 0.17 correlation, their price movements are largely independent.

Performance

CSPX.L vs. PG - 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 The Procter & Gamble Company (PG). 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 PG's 5.93% return. Over the past 10 years, CSPX.L has outperformed PG with an annualized return of 15.24%, while PG has yielded a comparatively lower 8.96% 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%

PG

1D
0.86%
1M
4.83%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. PG - 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%
PG
The Procter & Gamble Company		5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between CSPX.L and PG is -0.04, 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

-0.04

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

-0.04

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

0.06

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

0.13

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

0.17

The correlation between CSPX.L and PG shifts across timeframes, from -0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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

The Procter & Gamble Company

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 PG:
PG vs. KOPG vs. ULPG vs. CLPG vs. KMBPG vs. SPYPG vs. COSTPG vs. JNJ.DE

Return for Risk

CSPX.L vs. PG — 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
PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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. PG - 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 The Procter & Gamble Company (PG). 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.LPGDifference
Sharpe ratioReturn per unit of total volatility
2.03
-0.30

+2.33

Sortino ratioReturn per unit of downside risk
3.00
-0.31

+3.31

Omega ratioGain probability vs. loss probability

1.36

0.97

+0.40

Calmar ratioReturn relative to maximum drawdown

2.98

-0.37

+3.35

Martin ratioReturn relative to average drawdown

12.45

-0.68

+13.13

CSPX.L vs. PG - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.03, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of CSPX.L and PG, 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. PG - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for CSPX.L and PG.

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Drawdown Indicators

CSPX.LPGDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-54.25%

+20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-15.52%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-21.15%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-23.77%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-23.77%

-10.13%

Current Drawdown

Current decline from peak

-2.27%

-13.29%

+11.02%

Average Drawdown

Average peak-to-trough decline

-3.72%

-12.16%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

8.80%

-6.84%

Volatility

CSPX.L vs. PG - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSPX.LPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

6.99%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

15.01%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

18.78%

-6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

17.82%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

19.05%

-2.83%

Dividends

CSPX.L vs. PG - Dividend Comparison

CSPX.L has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.85%.

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%
PG
The Procter & Gamble Company		2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Frequently Asked Questions

CSPX.L and PG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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