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

Key characteristics


CSPX.LSPLG
YTD Return9.37%10.43%
1Y Return33.11%34.23%
3Y Return (Ann)11.26%11.45%
5Y Return (Ann)14.61%15.05%
10Y Return (Ann)12.55%13.15%
Sharpe Ratio3.022.95
Daily Std Dev10.95%11.52%
Max Drawdown-33.90%-54.50%
Current Drawdown-0.69%0.00%

Correlation

0.52
-1.001.00

The correlation between CSPX.L and SPLG is 0.52, 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

In the year-to-date period, CSPX.L achieves a 9.37% return, which is significantly lower than SPLG's 10.43% return. Both investments have delivered pretty close results over the past 10 years, with CSPX.L having a 12.55% annualized return and SPLG not far ahead at 13.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
473.01%
502.70%
CSPX.L
SPLG

Compare stocks, funds, or ETFs


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

SPDR Portfolio S&P 500 ETF

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.

CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.66
SPLG
SPDR Portfolio S&P 500 ETF
2.64

CSPX.L vs. SPLG - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.66, which roughly equals the SPLG Sharpe Ratio of 2.64. The chart below compares the 12-month rolling Sharpe Ratio of CSPX.L and SPLG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.66
2.64
CSPX.L
SPLG

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 1.34%.


TTM20232022202120202019201820172016201520142013
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
1.34%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%

Drawdowns

CSPX.L vs. SPLG - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum SPLG drawdown of -54.50%. The drawdown chart below compares losses from any high point along the way for CSPX.L and SPLG


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.69%
0
CSPX.L
SPLG

Volatility

CSPX.L vs. SPLG - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 2.77% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.77%
2.81%
CSPX.L
SPLG