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CSSPX.MI vs. IBGL.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSPX.MI vs. IBGL.MI - 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 iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI). 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 11.35% return, which is significantly higher than IBGL.MI's 0.05% return. Over the past 10 years, CSSPX.MI has outperformed IBGL.MI with an annualized return of 14.96%, while IBGL.MI has yielded a comparatively lower -2.05% annualized return.


CSSPX.MI

1D
-0.13%
1M
5.24%
YTD
11.35%
6M
11.43%
1Y
25.64%
3Y*
18.86%
5Y*
14.77%
10Y*
14.96%

IBGL.MI

1D
0.11%
1M
0.86%
YTD
0.05%
6M
-0.53%
1Y
-3.06%
3Y*
0.28%
5Y*
-7.30%
10Y*
-2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. IBGL.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.35%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
0.05%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%

Correlation

The correlation between CSSPX.MI and IBGL.MI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.12

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

0.07

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

-0.03

The correlation between CSSPX.MI and IBGL.MI shifts across timeframes, from -0.03 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSSPX.MI vs. IBGL.MI — 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: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
Martin Ratio Rank

IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 66
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 55
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 55
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. IBGL.MI - 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 iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI). 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.


CSSPX.MIIBGL.MIDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+3.44

Omega ratioGain probability vs. loss probability

1.41

0.95

+0.46

Calmar ratioReturn relative to maximum drawdown

3.59

-0.49

+4.08

Martin ratioReturn relative to average drawdown

12.78

-0.89

+13.67

CSSPX.MI vs. IBGL.MI - Sharpe Ratio Comparison

The current CSSPX.MI Sharpe Ratio is 2.24, which is higher than the IBGL.MI Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of CSSPX.MI and IBGL.MI, 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


CSSPX.MIIBGL.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.33

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

-0.53

+1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

-0.18

+1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.27

+0.66

Drawdowns

CSSPX.MI vs. IBGL.MI - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, smaller than the maximum IBGL.MI drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and IBGL.MI.


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Drawdown Indicators


CSSPX.MIIBGL.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-43.83%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-6.26%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-12.10%

-11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-42.23%

+18.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-43.83%

+10.27%

Current Drawdown

Current decline from peak

-0.41%

-37.39%

+36.98%

Average Drawdown

Average peak-to-trough decline

-4.10%

-12.22%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.45%

-1.44%

Volatility

CSSPX.MI vs. IBGL.MI - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) is 2.65%, while iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) has a volatility of 3.55%. This indicates that CSSPX.MI experiences smaller price fluctuations and is considered to be less risky than IBGL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPX.MIIBGL.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.55%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

7.20%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

9.27%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

13.56%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

11.50%

+4.58%

CSSPX.MI vs. IBGL.MI - Expense Ratio Comparison

CSSPX.MI has a 0.07% expense ratio, which is lower than IBGL.MI's 0.15% 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

CSSPX.MI vs. IBGL.MI - Dividend Comparison

CSSPX.MI has not paid dividends to shareholders, while IBGL.MI's dividend yield for the trailing twelve months is around 3.67%.


PositionTTM20252024202320222021202020192018201720162015
CSSPX.MI
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%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.67%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%

Frequently Asked Questions


CSSPX.MI and IBGL.MI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.15% for IBGL.MI.

CSSPX.MI is categorized as S&P 500, while IBGL.MI is European Government Bonds. CSSPX.MI tracks S&P 500 Index, while IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index. Their fees differ too: 0.07% for CSSPX.MI and 0.15% for IBGL.MI.

Portfolio Optimizer

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