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

Performance

CSSPX.MI vs. PG - 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 The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSSPX.MI is traded in EUR, while PG is traded in USD. To make them comparable, the PG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSSPX.MI achieves a 11.47% return, which is significantly higher than PG's 7.56% return. Over the past 10 years, CSSPX.MI has outperformed PG with an annualized return of 15.10%, while PG has yielded a comparatively lower 8.70% 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%

PG

1D
0.00%
1M
6.22%
YTD
7.56%
6M
6.27%
1Y
-4.12%
3Y*
0.74%
5Y*
5.82%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. PG - 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%
PG
The Procter & Gamble Company
7.93%-22.67%24.99%-3.83%0.84%29.54%4.74%42.86%8.43%-1.16%

Correlation

The correlation between CSSPX.MI and PG 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

0.04

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

0.09

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

0.19

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

0.25

The correlation between CSSPX.MI and PG shifts across timeframes, from -0.10 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSSPX.MI vs. PG — 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

PG
PG Risk / Return Rank: 3232
Overall Rank
PG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2828
Sortino Ratio Rank
PG Omega Ratio Rank: 2929
Omega Ratio Rank
PG Calmar Ratio Rank: 3535
Calmar Ratio Rank
PG Martin Ratio Rank: 3535
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. PG - 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 The Procter & Gamble Company (PG). 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.MIPGDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.42

0.98

+0.44

Calmar ratioReturn relative to maximum drawdown

3.73

-0.29

+4.02

Martin ratioReturn relative to average drawdown

13.13

-0.51

+13.64

CSSPX.MI vs. PG - Sharpe Ratio Comparison

The current CSSPX.MI Sharpe Ratio is 2.27, which is higher than the PG Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of CSSPX.MI and PG, 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. PG - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, roughly equal to the maximum PG drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and PG.


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Drawdown Indicators


CSSPX.MIPGDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-34.76%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-14.28%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-29.10%

+5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-29.10%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-29.11%

-4.45%

Current Drawdown

Current decline from peak

-0.31%

-21.31%

+21.00%

Average Drawdown

Average peak-to-trough decline

-4.13%

-8.51%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

8.07%

-6.04%

Volatility

CSSPX.MI vs. PG - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) is 3.40%, while The Procter & Gamble Company (PG) has a volatility of 7.47%. This indicates that CSSPX.MI experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPX.MIPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

7.47%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

14.93%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

18.51%

-6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

18.17%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

19.70%

-3.56%

Dividends

CSSPX.MI vs. PG - Dividend Comparison

CSSPX.MI has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.83%.


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%
PG
The Procter & Gamble Company
2.83%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Frequently Asked Questions


CSSPX.MI and PG 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.

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