GOOGL vs. CSPX.L
GOOGL (Alphabet Inc. Class A) is a stock, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, GOOGL returned 25.72%/yr vs 14.88%/yr for CSPX.L. At a 0.38 correlation, their price movements are largely independent.
Performance
GOOGL vs. CSPX.L - Performance Comparison
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Returns By Period
In the year-to-date period, GOOGL achieves a 14.45% return, which is significantly higher than CSPX.L's 6.25% return. Over the past 10 years, GOOGL has outperformed CSPX.L with an annualized return of 25.72%, while CSPX.L has yielded a comparatively lower 14.88% annualized return.
GOOGL
- 1D
- 0.39%
- 1M
- -7.58%
- YTD
- 14.45%
- 6M
- 14.66%
- 1Y
- 102.31%
- 3Y*
- 42.92%
- 5Y*
- 24.33%
- 10Y*
- 25.72%
CSPX.L
- 1D
- -0.41%
- 1M
- -0.68%
- YTD
- 6.25%
- 6M
- 6.74%
- 1Y
- 21.69%
- 3Y*
- 20.45%
- 5Y*
- 12.78%
- 10Y*
- 14.88%
GOOGL vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 14.45% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 28.18% | -0.80% | 32.93% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 6.25% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Correlation
The correlation between GOOGL and CSPX.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.38 |
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Return for Risk
GOOGL vs. CSPX.L — Risk / Return Rank
GOOGL
CSPX.L
GOOGL vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) 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.
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.
| GOOGL | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.33 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 2.64 | +2.41 |
| Martin ratioReturn relative to average drawdown | 18.08 | 11.05 | +7.03 |
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Drawdowns
GOOGL vs. CSPX.L - Drawdown Comparison
The maximum GOOGL drawdown since its inception was -65.29%, 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 GOOGL and CSPX.L.
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Drawdown Indicators
| GOOGL | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -33.90% | -31.39% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -8.17% | -12.20% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -18.50% | -11.31% |
Max Drawdown (5Y)Largest decline over 5 years | -44.32% | -24.39% | -19.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | -33.90% | -10.42% |
Current DrawdownCurrent decline from peak | -11.09% | -4.20% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -3.72% | -9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 1.96% | +3.73% |
Volatility
GOOGL vs. CSPX.L - Volatility Comparison
Alphabet Inc. Class A (GOOGL) has a higher volatility of 8.42% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.56%. This indicates that GOOGL'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.
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Volatility by Period
| GOOGL | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 3.56% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.84% | 8.82% | +12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.32% | 11.90% | +17.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.34% | 16.01% | +15.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 16.21% | +12.92% |
Dividends
GOOGL vs. CSPX.L - Dividend Comparison
GOOGL's dividend yield for the trailing twelve months is around 0.24%, while CSPX.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% |
Frequently Asked Questions
GOOGL and CSPX.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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