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IBGL.MI vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.MI vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IBGL.MI achieves a -0.06% return, which is significantly lower than CSPX.L's 11.63% return. Over the past 10 years, IBGL.MI has underperformed CSPX.L with an annualized return of -2.10%, while CSPX.L has yielded a comparatively higher 15.07% annualized return.


IBGL.MI

1D
-0.95%
1M
1.07%
YTD
-0.06%
6M
-0.97%
1Y
-3.37%
3Y*
-0.04%
5Y*
-7.32%
10Y*
-2.10%

CSPX.L

1D
-0.33%
1M
5.98%
YTD
11.63%
6M
11.74%
1Y
25.75%
3Y*
19.07%
5Y*
14.79%
10Y*
15.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.MI vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
-0.06%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
11.63%3.52%33.52%22.94%-13.69%39.03%7.93%33.50%-1.02%6.66%

Correlation

The correlation between IBGL.MI and CSPX.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

-0.01

The correlation between IBGL.MI and CSPX.L shifts across timeframes, from -0.01 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBGL.MI vs. CSPX.L — Risk / Return Rank

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

IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 44
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 44
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7171
Overall Rank
CSPX.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7070
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
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.

IBGL.MI vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) 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.


IBGL.MICSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.26

Omega ratioGain probability vs. loss probability

0.95

1.38

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.54

3.57

-4.11

Martin ratioReturn relative to average drawdown

-0.98

12.36

-13.34

IBGL.MI vs. CSPX.L - Sharpe Ratio Comparison

The current IBGL.MI Sharpe Ratio is -0.36, which is lower than the CSPX.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IBGL.MI and CSPX.L, 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


IBGL.MICSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

2.02

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.92

-1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.90

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.92

-0.65

Drawdowns

IBGL.MI vs. CSPX.L - Drawdown Comparison

The maximum IBGL.MI drawdown since its inception was -43.83%, which is greater than CSPX.L's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and CSPX.L.


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Drawdown Indicators


IBGL.MICSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-33.40%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-7.09%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-12.10%

-22.56%

+10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-22.56%

-19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-33.40%

-10.43%

Current Drawdown

Current decline from peak

-37.45%

-0.33%

-37.12%

Average Drawdown

Average peak-to-trough decline

-12.22%

-4.12%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.06%

+1.38%

Volatility

IBGL.MI vs. CSPX.L - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) has a higher volatility of 3.70% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.14%. This indicates that IBGL.MI'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


IBGL.MICSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

3.14%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

8.75%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

12.64%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

15.93%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

16.61%

-5.11%

IBGL.MI vs. CSPX.L - Expense Ratio Comparison

IBGL.MI has a 0.15% expense ratio, which is higher than CSPX.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGL.MI vs. CSPX.L - Dividend Comparison

IBGL.MI's dividend yield for the trailing twelve months is around 3.68%, while CSPX.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.68%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%

Frequently Asked Questions


IBGL.MI and CSPX.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IBGL.MI.

IBGL.MI is categorized as European Government Bonds, while CSPX.L is S&P 500. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while CSPX.L tracks S&P 500 Index. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.15% for IBGL.MI and 0.07% for CSPX.L.

Portfolio Optimizer

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