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CSSPX vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSSPXVUSA.L
YTD Return-6.61%8.51%
1Y Return-1.39%24.99%
3Y Return (Ann)-5.10%12.10%
5Y Return (Ann)0.57%14.68%
10Y Return (Ann)3.78%16.14%
Sharpe Ratio-0.132.30
Daily Std Dev15.87%10.85%
Max Drawdown-73.64%-25.47%
Current Drawdown-23.64%-2.23%

Correlation

-0.50.00.51.00.4

The correlation between CSSPX and VUSA.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CSSPX vs. VUSA.L - Performance Comparison

In the year-to-date period, CSSPX achieves a -6.61% return, which is significantly lower than VUSA.L's 8.51% return. Over the past 10 years, CSSPX has underperformed VUSA.L with an annualized return of 3.78%, while VUSA.L has yielded a comparatively higher 16.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%December2024FebruaryMarchApril
91.62%
407.15%
CSSPX
VUSA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cohen & Steers Global Realty Shares, Inc.

Vanguard S&P 500 UCITS ETF

CSSPX vs. VUSA.L - Expense Ratio Comparison

CSSPX has a 0.90% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.


CSSPX
Cohen & Steers Global Realty Shares, Inc.
Expense ratio chart for CSSPX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

CSSPX vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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
Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00-0.12
Sortino ratio
The chart of Sortino ratio for CSSPX, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00-0.07
Omega ratio
The chart of Omega ratio for CSSPX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for CSSPX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00-0.06
Martin ratio
The chart of Martin ratio for CSSPX, currently valued at -0.31, compared to the broader market0.0010.0020.0030.0040.0050.00-0.31
VUSA.L
Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for VUSA.L, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for VUSA.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VUSA.L, currently valued at 2.06, compared to the broader market0.002.004.006.008.0010.0012.002.06
Martin ratio
The chart of Martin ratio for VUSA.L, currently valued at 8.66, compared to the broader market0.0010.0020.0030.0040.0050.008.66

CSSPX vs. VUSA.L - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is -0.13, which is lower than the VUSA.L Sharpe Ratio of 2.30. The chart below compares the 12-month rolling Sharpe Ratio of CSSPX and VUSA.L.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchApril
-0.12
2.24
CSSPX
VUSA.L

Dividends

CSSPX vs. VUSA.L - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.05%, more than VUSA.L's 1.46% yield.


TTM20232022202120202019201820172016201520142013
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.05%2.85%3.02%3.21%2.41%8.32%3.95%2.79%6.89%2.68%1.75%2.12%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.46%1.56%1.73%1.45%1.83%1.90%2.26%2.09%2.10%2.65%2.44%2.55%

Drawdowns

CSSPX vs. VUSA.L - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -73.64%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for CSSPX and VUSA.L. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-23.64%
-3.99%
CSSPX
VUSA.L

Volatility

CSSPX vs. VUSA.L - Volatility Comparison

Cohen & Steers Global Realty Shares, Inc. (CSSPX) has a higher volatility of 4.75% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 4.38%. This indicates that CSSPX's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchApril
4.75%
4.38%
CSSPX
VUSA.L