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CSSPX.MI vs. ABEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSPX.MI vs. ABEA.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) (CSSPX.MI) and Alphabet Inc Class A (ABEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSPX.MI achieves a 11.47% return, which is significantly lower than ABEA.DE's 20.52% return. Over the past 10 years, CSSPX.MI has underperformed ABEA.DE with an annualized return of 15.10%, while ABEA.DE has yielded a comparatively higher 26.34% annualized return.


CSSPX.MI

1D
1.49%
1M
2.06%
YTD
11.47%
6M
12.80%
1Y
26.64%
3Y*
18.49%
5Y*
14.55%
10Y*
15.10%

ABEA.DE

1D
1.63%
1M
-6.15%
YTD
20.52%
6M
22.54%
1Y
111.19%
3Y*
41.67%
5Y*
26.42%
10Y*
26.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. ABEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.47%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%
ABEA.DE
Alphabet Inc Class A
20.52%46.64%44.40%54.77%-36.91%80.66%18.64%31.56%4.52%16.35%

Correlation

The correlation between CSSPX.MI and ABEA.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.53

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

0.62

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

0.65

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.63

The correlation between CSSPX.MI and ABEA.DE shifts across timeframes, from 0.43 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CSSPX.MI vs. ABEA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7777
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7777
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7878
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7575
Martin Ratio Rank

ABEA.DE
ABEA.DE Risk / Return Rank: 9797
Overall Rank
ABEA.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ABEA.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
ABEA.DE Omega Ratio Rank: 9797
Omega Ratio Rank
ABEA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ABEA.DE Martin Ratio Rank: 9696
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.

CSSPX.MI vs. ABEA.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) (CSSPX.MI) and Alphabet Inc Class A (ABEA.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.


CSSPX.MIABEA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.42

1.62

-0.20

Calmar ratioReturn relative to maximum drawdown

3.73

6.39

-2.66

Martin ratioReturn relative to average drawdown

13.13

21.06

-7.92

CSSPX.MI vs. ABEA.DE - Sharpe Ratio Comparison

The current CSSPX.MI Sharpe Ratio is 2.27, which is lower than the ABEA.DE Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of CSSPX.MI and ABEA.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

CSSPX.MI vs. ABEA.DE - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, smaller than the maximum ABEA.DE drawdown of -59.53%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and ABEA.DE.


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Drawdown Indicators


CSSPX.MIABEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-59.53%

+25.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-17.32%

+10.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-33.71%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-38.63%

+15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-38.63%

+5.07%

Current Drawdown

Current decline from peak

-0.31%

-7.42%

+7.11%

Average Drawdown

Average peak-to-trough decline

-4.13%

-12.82%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

5.26%

-3.23%

Volatility

CSSPX.MI vs. ABEA.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) is 3.40%, while Alphabet Inc Class A (ABEA.DE) has a volatility of 9.31%. This indicates that CSSPX.MI experiences smaller price fluctuations and is considered to be less risky than ABEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPX.MIABEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

9.31%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

18.73%

-10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

28.00%

-16.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

29.74%

-14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

27.77%

-11.63%

Dividends

CSSPX.MI vs. ABEA.DE - Dividend Comparison

CSSPX.MI has not paid dividends to shareholders, while ABEA.DE's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024
ABEA.DE
Alphabet Inc Class A
0.23%0.27%0.30%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%

Frequently Asked Questions


CSSPX.MI and ABEA.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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