EXSA.DE vs. CSPX.L
Compare and contrast key facts about iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
EXSA.DE and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXSA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600. It was launched on Feb 13, 2004. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both EXSA.DE and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXSA.DE or CSPX.L.
Key characteristics
| EXSA.DE | CSPX.L | |
|---|---|---|
| YTD Return | 7.51% | 26.49% |
| 1Y Return | 14.03% | 34.76% |
| 3Y Return (Ann) | 3.84% | 10.01% |
| 5Y Return (Ann) | 6.97% | 15.51% |
| 10Y Return (Ann) | 7.01% | 13.05% |
| Sharpe Ratio | 1.27 | 3.01 |
| Sortino Ratio | 1.77 | 4.17 |
| Omega Ratio | 1.22 | 1.57 |
| Calmar Ratio | 1.82 | 4.49 |
| Martin Ratio | 7.18 | 19.30 |
| Ulcer Index | 1.83% | 1.78% |
| Daily Std Dev | 10.37% | 11.52% |
| Max Drawdown | -58.34% | -33.90% |
| Current Drawdown | -4.86% | -0.23% |
Correlation
The correlation between EXSA.DE and CSPX.L is 0.63, 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
EXSA.DE vs. CSPX.L - Performance Comparison
In the year-to-date period, EXSA.DE achieves a 7.51% return, which is significantly lower than CSPX.L's 26.49% return. Over the past 10 years, EXSA.DE has underperformed CSPX.L with an annualized return of 7.01%, while CSPX.L has yielded a comparatively higher 13.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXSA.DE vs. CSPX.L - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is higher than CSPX.L'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%.
Risk-Adjusted Performance
EXSA.DE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
Dividends
EXSA.DE vs. CSPX.L - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.77%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.77% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% | 3.14% | 3.40% |
CSPX.L 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% |
Drawdowns
EXSA.DE vs. CSPX.L - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
EXSA.DE vs. CSPX.L - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.45% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.75%. This indicates that EXSA.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.