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GCVG.L vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCVG.L vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GCVG.L is traded in GBP, while CSSPX.MI is traded in EUR. To make them comparable, the CSSPX.MI values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GCVG.L achieves a 18.39% return, which is significantly higher than CSSPX.MI's 10.51% return.


GCVG.L

1D
-0.19%
1M
5.17%
YTD
18.39%
6M
21.00%
1Y
37.25%
3Y*
19.49%
5Y*
10Y*

CSSPX.MI

1D
-0.27%
1M
6.19%
YTD
10.51%
6M
10.42%
1Y
29.22%
3Y*
19.31%
5Y*
14.94%
10Y*
16.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCVG.L vs. CSSPX.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
18.39%22.98%9.45%13.81%-14.46%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
10.51%9.69%27.93%19.59%-4.57%

Correlation

The correlation between GCVG.L and CSSPX.MI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2022

0.57

The correlation between GCVG.L and CSSPX.MI has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

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Return for Risk

GCVG.L vs. CSSPX.MI — Risk / Return Rank

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

GCVG.L
GCVG.L Risk / Return Rank: 9292
Overall Rank
GCVG.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GCVG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
GCVG.L Omega Ratio Rank: 9393
Omega Ratio Rank
GCVG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCVG.L Martin Ratio Rank: 9393
Martin Ratio Rank

CSSPX.MI
CSSPX.MI Risk / Return Rank: 6868
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6565
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 6969
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 6969
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.

GCVG.L vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) 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.


GCVG.LCSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.64

1.48

+0.16

Calmar ratioReturn relative to maximum drawdown

5.67

4.12

+1.55

Martin ratioReturn relative to average drawdown

24.59

14.85

+9.73

GCVG.L vs. CSSPX.MI - Sharpe Ratio Comparison

The current GCVG.L Sharpe Ratio is 3.26, which is comparable to the CSSPX.MI Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of GCVG.L 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.


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Sharpe Ratios by Period


GCVG.LCSSPX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.26

2.65

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.96

+0.12

Drawdowns

GCVG.L vs. CSSPX.MI - Drawdown Comparison

The maximum GCVG.L drawdown since its inception was -17.60%, smaller than the maximum CSSPX.MI drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for GCVG.L and CSSPX.MI.


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Drawdown Indicators


GCVG.LCSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-26.14%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-7.09%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-21.97%

+14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-0.19%

-0.27%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.49%

-3.34%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.97%

-0.46%

Volatility

GCVG.L vs. CSSPX.MI - Volatility Comparison

SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) has a higher volatility of 4.00% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 3.13%. This indicates that GCVG.L's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCVG.LCSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.13%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

7.42%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.06%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

14.74%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.93%

15.97%

-6.04%

GCVG.L vs. CSSPX.MI - Expense Ratio Comparison

GCVG.L has a 0.55% expense ratio, which is higher than CSSPX.MI's 0.07% expense ratio.


Dividends

GCVG.L vs. CSSPX.MI - Dividend Comparison

GCVG.L's dividend yield for the trailing twelve months is around 0.52%, while CSSPX.MI has not paid dividends to shareholders.


PositionTTM202520242023
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
0.52%0.59%0.41%0.28%

Frequently Asked Questions


GCVG.L and CSSPX.MI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.55% for GCVG.L.

GCVG.L is categorized as Convertible Bonds, while CSSPX.MI is S&P 500. GCVG.L tracks Refinitiv Qualified Global Convertible (GBP Hedged), while CSSPX.MI tracks S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for GCVG.L and 0.07% for CSSPX.MI.

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