CSPX.L vs. SXRV.DE
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CSPX.L returned 15.24%/yr vs 21.57%/yr for SXRV.DE. Their correlation of 0.80 suggests significant overlap in exposure. CSPX.L charges 0.07%/yr vs 0.36%/yr for SXRV.DE.
Performance
CSPX.L vs. SXRV.DE - Performance Comparison
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Different Trading Currencies
CSPX.L is traded in USD, while SXRV.DE is traded in EUR. To make them comparable, the SXRV.DE 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 8.40% return, which is significantly lower than SXRV.DE's 16.49% return. Over the past 10 years, CSPX.L has underperformed SXRV.DE with an annualized return of 15.24%, while SXRV.DE has yielded a comparatively higher 21.57% 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%
SXRV.DE
- 1D
- 2.47%
- 1M
- 0.21%
- YTD
- 16.49%
- 6M
- 17.70%
- 1Y
- 36.71%
- 3Y*
- 26.25%
- 5Y*
- 16.65%
- 10Y*
- 21.57%
CSPX.L vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 16.49% | 20.77% | 25.91% | 55.97% | -33.91% | 28.35% | 47.62% | 39.88% | -1.82% | 32.18% |
Correlation
The correlation between CSPX.L and SXRV.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.80 |
The correlation between CSPX.L and SXRV.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
CSPX.L vs. SXRV.DE — Risk / Return Rank
CSPX.L
SXRV.DE
CSPX.L vs. SXRV.DE - 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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
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.L | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.27 | -0.28 |
| Martin ratioReturn relative to average drawdown | 12.45 | 11.73 | +0.71 |
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Drawdowns
CSPX.L vs. SXRV.DE - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, roughly equal to the maximum SXRV.DE drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for CSPX.L and SXRV.DE.
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Drawdown Indicators
| CSPX.L | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -35.14% | +1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -10.87% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -23.01% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -35.14% | +10.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -35.14% | +1.24% |
Current DrawdownCurrent decline from peak | -2.27% | -3.08% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -6.79% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.04% | -1.08% |
Volatility
CSPX.L vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.71%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSPX.L | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.71% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.15% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 16.20% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 20.71% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 19.96% | -3.74% |
CSPX.L vs. SXRV.DE - Expense Ratio Comparison
CSPX.L has a 0.07% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CSPX.L vs. SXRV.DE - Dividend Comparison
Neither CSPX.L nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CSPX.L and SXRV.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.36% for SXRV.DE.
CSPX.L is categorized as S&P 500, while SXRV.DE is Nasdaq-100. CSPX.L tracks S&P 500 Index, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.07% for CSPX.L and 0.36% for SXRV.DE.
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