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

Performance

CSSPX.MI vs. SPXS.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 Invesco S&P 500 UCITS ETF (SPXS.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CSSPX.MI having a 11.35% return and SPXS.MI slightly higher at 11.42%. Both investments have delivered pretty close results over the past 10 years, with CSSPX.MI having a 14.96% annualized return and SPXS.MI not far ahead at 15.17%.


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%

SPXS.MI

1D
-0.11%
1M
5.27%
YTD
11.42%
6M
11.54%
1Y
25.86%
3Y*
19.09%
5Y*
14.98%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. SPXS.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%
SPXS.MI
Invesco S&P 500 UCITS ETF
11.42%4.51%33.86%22.52%-14.49%41.21%7.76%34.77%-0.95%6.04%

Correlation

The correlation between CSSPX.MI and SPXS.MI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.87

The correlation between CSSPX.MI and SPXS.MI shifts across timeframes, from 0.87 (all time) to 0.99 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CSSPX.MI vs. SPXS.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

SPXS.MI
SPXS.MI Risk / Return Rank: 7171
Overall Rank
SPXS.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPXS.MI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPXS.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPXS.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXS.MI Martin Ratio Rank: 7171
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. SPXS.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 Invesco S&P 500 UCITS ETF (SPXS.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.MISPXS.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.59

3.70

-0.11

Martin ratioReturn relative to average drawdown

12.78

13.16

-0.38

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

The current CSSPX.MI Sharpe Ratio is 2.24, which is comparable to the SPXS.MI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of CSSPX.MI and SPXS.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.MISPXS.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.26

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.98

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.97

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.95

-0.02

Drawdowns

CSSPX.MI vs. SPXS.MI - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, roughly equal to the maximum SPXS.MI drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and SPXS.MI.


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Drawdown Indicators


CSSPX.MISPXS.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-33.57%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-7.00%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-23.10%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-23.10%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-33.57%

+0.01%

Current Drawdown

Current decline from peak

-0.41%

-0.40%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.10%

-4.35%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.96%

+0.05%

Volatility

CSSPX.MI vs. SPXS.MI - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and Invesco S&P 500 UCITS ETF (SPXS.MI) have volatilities of 2.65% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPX.MISPXS.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.68%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

7.56%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

11.44%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

15.13%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.31%

-0.23%

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

CSSPX.MI has a 0.07% expense ratio, which is higher than SPXS.MI's 0.05% expense ratio. However, 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. SPXS.MI - Dividend Comparison

Neither CSSPX.MI nor SPXS.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, CSSPX.MI and SPXS.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPXS.MI is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.MI is cheaper with a 0.05% expense ratio, compared with 0.07% for CSSPX.MI.

Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for CSSPX.MI and 0.05% for SPXS.MI.

Portfolio Optimizer

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