HVPE.L vs. CSP1.L
HVPE.L (HarbourVest Global Private Equity Ltd) is a stock, while CSP1.L (iShares Core S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, HVPE.L returned 13.97%/yr vs 16.07%/yr for CSP1.L. At a 0.26 correlation, their price movements are largely independent.
Performance
HVPE.L vs. CSP1.L - Performance Comparison
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Returns By Period
In the year-to-date period, HVPE.L achieves a 9.09% return, which is significantly lower than CSP1.L's 10.55% return. Over the past 10 years, HVPE.L has underperformed CSP1.L with an annualized return of 13.97%, while CSP1.L has yielded a comparatively higher 16.07% annualized return.
HVPE.L
- 1D
- 1.79%
- 1M
- 5.56%
- YTD
- 9.09%
- 6M
- 10.50%
- 1Y
- 43.70%
- 3Y*
- 15.58%
- 5Y*
- 10.51%
- 10Y*
- 13.97%
CSP1.L
- 1D
- 0.05%
- 1M
- 5.54%
- YTD
- 10.55%
- 6M
- 10.48%
- 1Y
- 29.13%
- 3Y*
- 19.02%
- 5Y*
- 14.94%
- 10Y*
- 16.07%
HVPE.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | 9.09% | 18.08% | 12.50% | 4.66% | -21.43% | 47.48% | 8.23% | 33.38% | 8.36% | 7.71% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.55% | 9.37% | 27.35% | 19.79% | -9.05% | 31.07% | 13.65% | 26.42% | 0.01% | 10.83% |
Correlation
The correlation between HVPE.L and CSP1.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.26 |
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Return for Risk
HVPE.L vs. CSP1.L — Risk / Return Rank
HVPE.L
CSP1.L
HVPE.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.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.
| HVPE.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.51 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.07 | -0.07 |
| Martin ratioReturn relative to average drawdown | 13.21 | 14.99 | -1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HVPE.L | CSP1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.73 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.04 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.03 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.09 | -0.40 |
Drawdowns
HVPE.L vs. CSP1.L - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, 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 HVPE.L and CSP1.L.
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Drawdown Indicators
| HVPE.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -25.48% | -25.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -7.12% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -20.77% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.35% | -20.77% | -13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -50.70% | -25.48% | -25.22% |
Current DrawdownCurrent decline from peak | -0.87% | -0.24% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -3.32% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 1.94% | +1.36% |
Volatility
HVPE.L vs. CSP1.L - Volatility Comparison
HarbourVest Global Private Equity Ltd (HVPE.L) has a higher volatility of 5.90% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.62%. This indicates that HVPE.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.
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Volatility by Period
| HVPE.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 2.62% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 7.16% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 10.62% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 14.31% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 15.57% | +9.34% |
Dividends
HVPE.L vs. CSP1.L - Dividend Comparison
Neither HVPE.L nor CSP1.L has paid dividends to shareholders.
Frequently Asked Questions
HVPE.L and CSP1.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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