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CSPX.L vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.L vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
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: 7676
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7676
Overall Rank
SXRV.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6666
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. 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.LSXRV.DEDifference
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

CSPX.L vs. SXRV.DE - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.03, which is comparable to the SXRV.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CSPX.L and SXRV.DE, 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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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.LSXRV.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.27%

-3.08%

+0.81%

Average Drawdown

Average peak-to-trough decline

-3.72%

-6.79%

+3.07%

Ulcer Index

Depth 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.LSXRV.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for CSPX.L and SXRV.DE

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