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CSPX.L vs. SWRD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.L vs. SWRD.AS - 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 MSCI World UCITS ETF (SWRD.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSPX.L is traded in USD, while SWRD.AS is traded in EUR. To make them comparable, the SWRD.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSPX.L achieves a 10.32% return, which is significantly higher than SWRD.AS's 9.79% return.


CSPX.L

1D
0.01%
1M
4.51%
YTD
10.32%
6M
11.15%
1Y
27.85%
3Y*
22.17%
5Y*
13.72%
10Y*
15.22%

SWRD.AS

1D
0.08%
1M
4.08%
YTD
9.79%
6M
11.08%
1Y
26.03%
3Y*
20.89%
5Y*
11.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. SWRD.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
10.32%17.45%25.25%26.74%-18.72%29.35%17.62%17.01%
SWRD.AS
SPDR MSCI World UCITS ETF
9.79%21.71%19.46%23.93%-18.56%23.56%15.43%14.37%

Correlation

The correlation between CSPX.L and SWRD.AS is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2019

0.91

The correlation between CSPX.L and SWRD.AS has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

CSPX.L vs. SWRD.AS — 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: 7272
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7777
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: 7777
Martin Ratio Rank

SWRD.AS
SWRD.AS Risk / Return Rank: 7070
Overall Rank
SWRD.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWRD.AS Sortino Ratio Rank: 6666
Sortino Ratio Rank
SWRD.AS Omega Ratio Rank: 6969
Omega Ratio Rank
SWRD.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWRD.AS Martin Ratio Rank: 7777
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. SWRD.AS - 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 SPDR MSCI World UCITS ETF (SWRD.AS). 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.


CSPX.LSWRD.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.03

Calmar ratioReturn relative to maximum drawdown

3.35

3.03

+0.32

Martin ratioReturn relative to average drawdown

14.51

13.22

+1.30

CSPX.L vs. SWRD.AS - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.32, which is comparable to the SWRD.AS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CSPX.L and SWRD.AS, 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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Sharpe Ratios by Period


CSPX.LSWRD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.21

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.76

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.82

+0.12

Drawdowns

CSPX.L vs. SWRD.AS - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, roughly equal to the maximum SWRD.AS drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for CSPX.L and SWRD.AS.


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Drawdown Indicators


CSPX.LSWRD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-34.09%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.48%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-17.76%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-25.68%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.53%

-0.50%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.72%

-5.04%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.96%

-0.06%

Volatility

CSPX.L vs. SWRD.AS - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a higher volatility of 3.13% compared to SPDR MSCI World UCITS ETF (SWRD.AS) at 2.96%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than SWRD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSPX.LSWRD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.96%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.62%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

11.62%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

15.44%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

17.05%

-0.86%

CSPX.L vs. SWRD.AS - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is lower than SWRD.AS's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CSPX.L vs. SWRD.AS - Dividend Comparison

Neither CSPX.L nor SWRD.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, CSPX.L and SWRD.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.12% for SWRD.AS.

CSPX.L is categorized as S&P 500, while SWRD.AS is Global Equities. CSPX.L tracks S&P 500 Index, while SWRD.AS tracks MSCI ACWI NR USD. They also come from different issuers: BlackRock and State Street. Their fees differ too: 0.07% for CSPX.L and 0.12% for SWRD.AS.

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