PortfoliosLab logoPortfoliosLab logo
EUNL.DE vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EUNL.DE having a 11.17% return and CSSPX.MI slightly higher at 11.47%. Over the past 10 years, EUNL.DE has underperformed CSSPX.MI with an annualized return of 13.12%, while CSSPX.MI has yielded a comparatively higher 15.10% annualized return.


EUNL.DE

1D
1.11%
1M
2.65%
YTD
11.17%
6M
12.56%
1Y
25.26%
3Y*
17.19%
5Y*
12.67%
10Y*
13.12%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
11.17%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%
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%

Correlation

The correlation between EUNL.DE and CSSPX.MI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

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

0.94

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

0.95

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

0.90

The correlation between EUNL.DE and CSSPX.MI has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

EUNL.DE
EUNL.DE Risk / Return Rank: 8181
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

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
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.

EUNL.DE vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.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.

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.


EUNL.DECSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

4.04

3.73

+0.31

Martin ratioReturn relative to average drawdown

16.31

13.13

+3.18

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

The current EUNL.DE Sharpe Ratio is 2.22, which is comparable to the CSSPX.MI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EUNL.DE and CSSPX.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.


Loading charts...

Drawdowns

EUNL.DE vs. CSSPX.MI - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, roughly equal to the maximum CSSPX.MI drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and CSSPX.MI.


Loading charts...

Drawdown Indicators


EUNL.DECSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.56%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-7.14%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-23.26%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-23.26%

+1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-33.56%

-0.07%

Current Drawdown

Current decline from peak

-0.02%

-0.31%

+0.29%

Average Drawdown

Average peak-to-trough decline

-4.22%

-4.13%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.03%

-0.49%

Volatility

EUNL.DE vs. CSSPX.MI - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.14%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) has a volatility of 3.40%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUNL.DECSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.40%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

8.02%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

11.76%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

15.30%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

16.14%

-0.97%

EUNL.DE vs. CSSPX.MI - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is higher than CSSPX.MI's 0.07% 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

EUNL.DE vs. CSSPX.MI - Dividend Comparison

Neither EUNL.DE nor CSSPX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, EUNL.DE and CSSPX.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, 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 0.20% for EUNL.DE.

EUNL.DE is categorized as Global Equities, while CSSPX.MI is S&P 500. EUNL.DE tracks MSCI World Index, while CSSPX.MI tracks S&P 500 Index. Their fees differ too: 0.20% for EUNL.DE and 0.07% for CSSPX.MI.

Portfolio Optimizer

Find the right allocation for EUNL.DE and CSSPX.MI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer