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CSPX.L vs. UST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPX.L vs. UST - 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 ProShares Ultra 7-10 Year Treasury (UST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than UST's -2.66% return. Over the past 10 years, CSPX.L has outperformed UST with an annualized return of 15.24%, while UST has yielded a comparatively lower -2.25% 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%

UST

1D
-0.42%
1M
0.09%
YTD
-2.66%
6M
-2.37%
1Y
3.24%
3Y*
0.27%
5Y*
-6.96%
10Y*
-2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. UST - 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%
UST
ProShares Ultra 7-10 Year Treasury
-2.66%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%

Correlation

The correlation between CSPX.L and UST is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.09

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

-0.15

The correlation between CSPX.L and UST shifts across timeframes, from -0.15 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSPX.L vs. UST — 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

UST
UST Risk / Return Rank: 1313
Overall Rank
UST Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1313
Sortino Ratio Rank
UST Omega Ratio Rank: 1212
Omega Ratio Rank
UST Calmar Ratio Rank: 1313
Calmar Ratio Rank
UST Martin Ratio Rank: 1313
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. UST - 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 ProShares Ultra 7-10 Year Treasury (UST). 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.LUSTDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.36

1.05

+0.31

Calmar ratioReturn relative to maximum drawdown

2.98

0.28

+2.70

Martin ratioReturn relative to average drawdown

12.45

0.77

+11.68

CSPX.L vs. UST - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.03, which is higher than the UST Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CSPX.L and UST, 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. UST - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum UST drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for CSPX.L and UST.


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Drawdown Indicators


CSPX.LUSTDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-47.99%

+14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.75%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-16.74%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-43.97%

+19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-47.99%

+14.09%

Current Drawdown

Current decline from peak

-2.27%

-38.19%

+35.92%

Average Drawdown

Average peak-to-trough decline

-3.72%

-15.16%

+11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

3.22%

-1.26%

Volatility

CSPX.L vs. UST - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a higher volatility of 4.01% compared to ProShares Ultra 7-10 Year Treasury (UST) at 3.25%. This indicates that CSPX.L's price experiences larger fluctuations and is considered to be riskier than UST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSPX.LUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

3.25%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

6.75%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

9.35%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.47%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

13.18%

+3.04%

CSPX.L vs. UST - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is lower than UST's 0.95% expense ratio.


Dividends

CSPX.L vs. UST - Dividend Comparison

CSPX.L has not paid dividends to shareholders, while UST's dividend yield for the trailing twelve months is around 3.48%.


PositionTTM20252024202320222021202020192018201720162015
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%
UST
ProShares Ultra 7-10 Year Treasury
3.48%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Frequently Asked Questions


CSPX.L and UST have a correlation of 0.10, 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 0.95% for UST.

CSPX.L is categorized as S&P 500, while UST is Leveraged Bonds. CSPX.L tracks S&P 500 Index, while UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%). They also come from different issuers: BlackRock and ProShares. Their fees differ too: 0.07% for CSPX.L and 0.95% for UST.

Portfolio Optimizer

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