FWRAX vs. CSPX.L
Compare and contrast key facts about Fidelity Advisor Global Real Estate Fund Class A (FWRAX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
FWRAX is managed by Fidelity. It was launched on Aug 11, 2016. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWRAX or CSPX.L.
Performance
FWRAX vs. CSPX.L - Performance Comparison
Returns By Period
In the year-to-date period, FWRAX achieves a 5.88% return, which is significantly lower than CSPX.L's 24.40% return.
FWRAX
5.88%
-3.96%
8.14%
16.95%
1.98%
N/A
CSPX.L
24.40%
1.02%
11.76%
32.38%
N/A
N/A
Key characteristics
| FWRAX | CSPX.L | |
|---|---|---|
| Sharpe Ratio | 1.31 | 2.59 |
| Sortino Ratio | 1.88 | 3.43 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 0.73 | 4.04 |
| Martin Ratio | 4.65 | 17.84 |
| Ulcer Index | 3.83% | 1.76% |
| Daily Std Dev | 13.61% | 12.10% |
| Max Drawdown | -41.27% | -7.77% |
| Current Drawdown | -11.00% | -1.74% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FWRAX vs. CSPX.L - Expense Ratio Comparison
FWRAX has a 1.20% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Correlation
The correlation between FWRAX and CSPX.L is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FWRAX vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) 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
FWRAX vs. CSPX.L - Dividend Comparison
FWRAX's dividend yield for the trailing twelve months is around 2.20%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FWRAX Fidelity Advisor Global Real Estate Fund Class A | 2.20% | 2.33% | 0.94% | 1.17% | 1.29% | 2.05% | 1.63% | 1.35% | 0.80% |
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% |
Drawdowns
FWRAX vs. CSPX.L - Drawdown Comparison
The maximum FWRAX drawdown since its inception was -41.27%, which is greater than CSPX.L's maximum drawdown of -7.77%. Use the drawdown chart below to compare losses from any high point for FWRAX and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
FWRAX vs. CSPX.L - Volatility Comparison
The current volatility for Fidelity Advisor Global Real Estate Fund Class A (FWRAX) is 3.61%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.03%. This indicates that FWRAX experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.