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

CSPX.L vs. VWRP.L

Last updated Jun 5, 2026

CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, CSPX.L returned 13.72%/yr vs 11.28%/yr for VWRP.L. Their correlation of 0.89 suggests significant overlap in exposure. CSPX.L charges 0.07%/yr vs 0.22%/yr for VWRP.L.

Performance

CSPX.L vs. VWRP.L - 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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). 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 VWRP.L is traded in GBP. To make them comparable, the VWRP.L 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 lower than VWRP.L's 11.65% 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%

VWRP.L

1D
0.02%
1M
4.42%
YTD
11.65%
6M
13.23%
1Y
28.68%
3Y*
21.03%
5Y*
11.28%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. VWRP.L - 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%7.90%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating		11.65%22.54%17.61%21.74%-18.20%18.91%15.71%8.28%

Correlation

The correlation between CSPX.L and VWRP.L is 0.87, 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

0.87

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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.89

The correlation between CSPX.L and VWRP.L has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

CSPX.L vs. VWRP.L - Sectors Allocation Comparison

Sectors
CSPX.L
VWRP.L

Technology

38.2%
29.0%

Financial Services

11.1%
16.1%

Communication Services

10.9%
8.8%

Consumer Cyclical

10.0%
9.4%

Healthcare

8.3%
8.0%

Industrials

7.9%
11.0%

Consumer Defensive

4.7%
5.0%

Energy

3.2%
4.2%

Utilities

2.2%
2.7%

Real Estate

1.9%
1.9%

Basic Materials

1.7%
3.8%

Technology

CSPX.L
38.2%
VWRP.L
29.0%

Financial Services

CSPX.L
11.1%
VWRP.L
16.1%

Communication Services

CSPX.L
10.9%
VWRP.L
8.8%

Consumer Cyclical

CSPX.L
10.0%
VWRP.L
9.4%

Healthcare

CSPX.L
8.3%
VWRP.L
8.0%

Industrials

CSPX.L
7.9%
VWRP.L
11.0%

Consumer Defensive

CSPX.L
4.7%
VWRP.L
5.0%

Energy

CSPX.L
3.2%
VWRP.L
4.2%

Utilities

CSPX.L
2.2%
VWRP.L
2.7%

Real Estate

CSPX.L
1.9%
VWRP.L
1.9%

Basic Materials

CSPX.L
1.7%
VWRP.L
3.8%

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD (Acc)

Vanguard FTSE All-World UCITS ETF (USD) Accumulating

Often compared with CSPX.L:
CSPX.L vs. VOOCSPX.L vs. VUAA.LCSPX.L vs. SPYCSPX.L vs. CSPX.ASCSPX.L vs. CSP1.LCSPX.L vs. VWRL.ASCSPX.L vs. IVV
Often compared with VWRP.L:
VWRP.L vs. FWRGVWRP.L vs. VWRD.LVWRP.L vs. SWDA.LVWRP.L vs. FWRG.LVWRP.L vs. IWDA.LVWRP.L vs. SSAC.LVWRP.L vs. VUAA.L

Return for Risk

CSPX.L vs. VWRP.L — 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
VWRP.L
VWRP.L Risk / Return Rank: 8686
Overall Rank
VWRP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8989
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
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. VWRP.L - 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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). 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.LVWRP.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.43

-0.11

Sortino ratioReturn per unit of downside risk
3.41
3.55

-0.14

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.35

3.15

+0.20

Martin ratioReturn relative to average drawdown

14.51

13.73

+0.78

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSPX.L vs. VWRP.L - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.32, which is comparable to the VWRP.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of CSPX.L and VWRP.L, 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.LVWRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.75

+0.11

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

0.80

+0.14

Drawdowns

CSPX.L vs. VWRP.L - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, roughly equal to the maximum VWRP.L drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for CSPX.L and VWRP.L.

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Drawdown Indicators

CSPX.LVWRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-33.23%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-9.07%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-16.33%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-26.82%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

—

—

Current Drawdown

Current decline from peak

-0.53%

-0.78%

+0.25%

Average Drawdown

Average peak-to-trough decline

-3.72%

-5.40%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.08%

-0.18%

Volatility

CSPX.L vs. VWRP.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 3.13%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 3.45%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSPX.LVWRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

3.45%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

9.10%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

11.76%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

15.04%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

16.94%

-0.75%

CSPX.L vs. VWRP.L - Expense Ratio Comparison

CSPX.L has a 0.07% expense ratio, which is lower than VWRP.L's 0.22% 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. VWRP.L - Dividend Comparison

Neither CSPX.L nor VWRP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CSPX.L and VWRP.L have a correlation of 0.87, 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 0.22% for VWRP.L.

CSPX.L is categorized as S&P 500, while VWRP.L is Global Equities. CSPX.L tracks S&P 500 Index, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: BlackRock and Vanguard. Their fees differ too: 0.07% for CSPX.L and 0.22% for VWRP.L.

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