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CSPX.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSPX.L and SPYL.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

CSPX.L vs. SPYL.DE - 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 S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
16.81%
14.01%
CSPX.L
SPYL.DE

Key characteristics

Sharpe Ratio

CSPX.L:

1.79

SPYL.DE:

2.21

Sortino Ratio

CSPX.L:

2.37

SPYL.DE:

3.04

Omega Ratio

CSPX.L:

1.34

SPYL.DE:

1.44

Calmar Ratio

CSPX.L:

2.45

SPYL.DE:

3.37

Martin Ratio

CSPX.L:

11.23

SPYL.DE:

14.68

Ulcer Index

CSPX.L:

2.07%

SPYL.DE:

1.90%

Daily Std Dev

CSPX.L:

12.96%

SPYL.DE:

12.57%

Max Drawdown

CSPX.L:

-9.49%

SPYL.DE:

-8.25%

Current Drawdown

CSPX.L:

-1.33%

SPYL.DE:

-1.07%

Returns By Period

In the year-to-date period, CSPX.L achieves a 1.88% return, which is significantly lower than SPYL.DE's 2.69% return.


CSPX.L

YTD

1.88%

1M

1.92%

6M

16.81%

1Y

24.10%

5Y*

N/A

10Y*

N/A

SPYL.DE

YTD

2.69%

1M

1.10%

6M

21.62%

1Y

27.93%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSPX.L vs. SPYL.DE - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is higher than SPYL.DE'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%.


CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CSPX.L vs. SPYL.DE — 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 7575
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 8080
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8989
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
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. SPYL.DE - 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 S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). 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 ratio
The chart of Sharpe ratio for CSPX.L, currently valued at 1.65, compared to the broader market0.002.004.001.651.61
The chart of Sortino ratio for CSPX.L, currently valued at 2.21, compared to the broader market0.005.0010.002.212.25
The chart of Omega ratio for CSPX.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.30
The chart of Calmar ratio for CSPX.L, currently valued at 2.26, compared to the broader market0.005.0010.0015.0020.002.262.50
The chart of Martin ratio for CSPX.L, currently valued at 10.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.349.80
CSPX.L
SPYL.DE

The current CSPX.L Sharpe Ratio is 1.79, which is comparable to the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CSPX.L and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.601.802.002.202.402.602.803.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02
1.65
1.61
CSPX.L
SPYL.DE

Dividends

CSPX.L vs. SPYL.DE - Dividend Comparison

Neither CSPX.L nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSPX.L vs. SPYL.DE - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -9.49%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for CSPX.L and SPYL.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.33%
-2.48%
CSPX.L
SPYL.DE

Volatility

CSPX.L vs. SPYL.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.49%, while SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) has a volatility of 4.78%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.49%
4.78%
CSPX.L
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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