HGT.L vs. CSP1.L
Compare and contrast key facts about HgCapital Trust plc (HGT.L) and iShares Core S&P 500 UCITS ETF (CSP1.L).
CSP1.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HGT.L or CSP1.L.
Key characteristics
| HGT.L | CSP1.L | |
|---|---|---|
| YTD Return | 24.63% | 26.31% |
| 1Y Return | 41.57% | 32.12% |
| 3Y Return (Ann) | 9.77% | 11.89% |
| 5Y Return (Ann) | 18.40% | 15.88% |
| 10Y Return (Ann) | 34.84% | 15.38% |
| Sharpe Ratio | 1.56 | 2.84 |
| Sortino Ratio | 2.18 | 4.04 |
| Omega Ratio | 1.28 | 1.55 |
| Calmar Ratio | 2.98 | 5.06 |
| Martin Ratio | 8.47 | 20.14 |
| Ulcer Index | 4.34% | 1.58% |
| Daily Std Dev | 23.77% | 11.13% |
| Max Drawdown | -90.28% | -25.48% |
| Current Drawdown | -2.17% | 0.00% |
Correlation
The correlation between HGT.L and CSP1.L is 0.28, 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.
Performance
HGT.L vs. CSP1.L - Performance Comparison
In the year-to-date period, HGT.L achieves a 24.63% return, which is significantly lower than CSP1.L's 26.31% return. Over the past 10 years, HGT.L has outperformed CSP1.L with an annualized return of 34.84%, while CSP1.L has yielded a comparatively lower 15.38% 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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Risk-Adjusted Performance
HGT.L vs. CSP1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HgCapital Trust plc (HGT.L) and iShares Core S&P 500 UCITS ETF (CSP1.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
HGT.L vs. CSP1.L - Dividend Comparison
HGT.L's dividend yield for the trailing twelve months is around 1.22%, while CSP1.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGT.L HgCapital Trust plc | 1.22% | 1.50% | 2.14% | 1.19% | 1.64% | 12.35% | 25.77% | 35.07% | 25.96% | 0.03% | 45.39% | 2.28% |
CSP1.L iShares Core S&P 500 UCITS ETF | 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
HGT.L vs. CSP1.L - Drawdown Comparison
The maximum HGT.L drawdown since its inception was -90.28%, which is greater than CSP1.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for HGT.L and CSP1.L. For additional features, visit the drawdowns tool.
Volatility
HGT.L vs. CSP1.L - Volatility Comparison
HgCapital Trust plc (HGT.L) has a higher volatility of 6.32% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.40%. This indicates that HGT.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.