CSPX.L vs. XDEV.DE
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - CSPX.L is a S&P 500 fund tracking the S&P 500 Index, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, CSPX.L returned 15.24%/yr vs 13.05%/yr for XDEV.DE. A 0.75 correlation means they provide meaningful diversification when combined. CSPX.L charges 0.07%/yr vs 0.25%/yr for XDEV.DE.
Performance
CSPX.L vs. XDEV.DE - Performance Comparison
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Different Trading Currencies
CSPX.L is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.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 XDEV.DE's 32.62% return. Over the past 10 years, CSPX.L has outperformed XDEV.DE with an annualized return of 15.24%, while XDEV.DE has yielded a comparatively lower 13.05% annualized return.
CSPX.L
- 1D
- 2.02%
- 1M
- 0.42%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.50%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
XDEV.DE
- 1D
- 2.79%
- 1M
- 5.69%
- YTD
- 32.62%
- 6M
- 35.11%
- 1Y
- 62.31%
- 3Y*
- 28.44%
- 5Y*
- 16.16%
- 10Y*
- 13.05%
CSPX.L vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 32.62% | 40.82% | 5.25% | 19.34% | -10.06% | 20.34% | -3.95% | 19.47% | -14.62% | 23.06% |
Correlation
The correlation between CSPX.L and XDEV.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.75 |
The correlation between CSPX.L and XDEV.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
CSPX.L vs. XDEV.DE — Risk / Return Rank
CSPX.L
XDEV.DE
CSPX.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.68 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 7.29 | -4.30 |
| Martin ratioReturn relative to average drawdown | 12.45 | 26.00 | -13.55 |
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Drawdowns
CSPX.L vs. XDEV.DE - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum XDEV.DE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for CSPX.L and XDEV.DE.
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Drawdown Indicators
| CSPX.L | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -39.47% | +5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.51% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -15.96% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -26.32% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -39.47% | +5.57% |
Current DrawdownCurrent decline from peak | -2.27% | -1.89% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -11.38% | +7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.39% | -0.43% |
Volatility
CSPX.L vs. XDEV.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.44%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 6.44% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.82% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 15.59% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 16.03% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 17.74% | -1.52% |
CSPX.L vs. XDEV.DE - Expense Ratio Comparison
CSPX.L has a 0.07% expense ratio, which is lower than XDEV.DE's 0.25% 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. XDEV.DE - Dividend Comparison
Neither CSPX.L nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
CSPX.L and XDEV.DE have a correlation of 0.73, 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 0.25% for XDEV.DE.
CSPX.L is categorized as S&P 500, while XDEV.DE is Global Equities. CSPX.L tracks S&P 500 Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: BlackRock and DWS. Their fees differ too: 0.07% for CSPX.L and 0.25% for XDEV.DE.
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