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CSPX.L vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSPX.L and SPLG is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CSPX.L vs. SPLG - 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 SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CSPX.L:

0.60

SPLG:

0.52

Sortino Ratio

CSPX.L:

0.87

SPLG:

0.89

Omega Ratio

CSPX.L:

1.13

SPLG:

1.13

Calmar Ratio

CSPX.L:

0.55

SPLG:

0.56

Martin Ratio

CSPX.L:

2.15

SPLG:

2.18

Ulcer Index

CSPX.L:

4.74%

SPLG:

4.85%

Daily Std Dev

CSPX.L:

17.60%

SPLG:

19.21%

Max Drawdown

CSPX.L:

-18.50%

SPLG:

-54.52%

Current Drawdown

CSPX.L:

-7.36%

SPLG:

-7.63%

Returns By Period

In the year-to-date period, CSPX.L achieves a -4.11% return, which is significantly lower than SPLG's -3.40% return.


CSPX.L

YTD

-4.11%

1M

7.92%

6M

-4.53%

1Y

9.82%

5Y*

N/A

10Y*

N/A

SPLG

YTD

-3.40%

1M

7.59%

6M

-5.04%

1Y

9.79%

5Y*

15.86%

10Y*

12.41%

*Annualized

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CSPX.L vs. SPLG - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is higher than SPLG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

CSPX.L vs. SPLG — Risk-Adjusted Performance Rank

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

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 6464
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 6161
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 6464
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6464
Overall Rank
The Sharpe Ratio Rank of SPLG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSPX.L vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and SPDR Portfolio S&P 500 ETF (SPLG). 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.


The current CSPX.L Sharpe Ratio is 0.60, which is comparable to the SPLG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CSPX.L and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CSPX.L vs. SPLG - Dividend Comparison

CSPX.L has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
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%
SPLG
SPDR Portfolio S&P 500 ETF
1.35%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

CSPX.L vs. SPLG - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -18.50%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for CSPX.L and SPLG. For additional features, visit the drawdowns tool.


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Volatility

CSPX.L vs. SPLG - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a higher volatility of 8.22% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 6.84%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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