PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDJG.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDJG.L vs. CSP1.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - IDJG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDJG.L returned 11.09%/yr vs 16.07%/yr for CSP1.L. A 0.60 correlation means they provide meaningful diversification when combined. IDJG.L charges 0.40%/yr vs 0.07%/yr for CSP1.L.

Performance

IDJG.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Total Market Growth Large UCITS (IDJG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IDJG.L having a 10.35% return and CSP1.L slightly higher at 10.55%. Over the past 10 years, IDJG.L has underperformed CSP1.L with an annualized return of 11.09%, while CSP1.L has yielded a comparatively higher 16.07% annualized return.

IDJG.L

1D
0.60%
1M
7.80%
YTD
10.35%
6M
10.07%
1Y
17.46%
3Y*
11.45%
5Y*
8.89%
10Y*
11.09%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.L vs. CSP1.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDJG.L
iShares EURO Total Market Growth Large UCITS		10.35%16.31%5.06%18.23%-12.30%18.39%12.16%27.93%-10.56%17.01%
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 IDJG.L and CSP1.L is 0.65, 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

0.65

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

0.60

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

0.65

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2010

0.60

The correlation between IDJG.L and CSP1.L has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

IDJG.L vs. CSP1.L - Sectors Allocation Comparison

Sectors
IDJG.L
CSP1.L

Industrials

33.5%
7.9%

Technology

32.9%
38.0%

Consumer Cyclical

11.9%
9.9%

Financial Services

4.9%
11.3%

Utilities

4.4%
2.2%

Healthcare

4.4%
8.4%

Basic Materials

4.3%
1.7%

Consumer Defensive

3.1%
4.7%

Communication Services

0.7%
10.7%

Energy

-

3.4%

Real Estate

-

1.9%

Industrials

IDJG.L
33.5%
CSP1.L
7.9%

Technology

IDJG.L
32.9%
CSP1.L
38.0%

Consumer Cyclical

IDJG.L
11.9%
CSP1.L
9.9%

Financial Services

IDJG.L
4.9%
CSP1.L
11.3%

Utilities

IDJG.L
4.4%
CSP1.L
2.2%

Healthcare

IDJG.L
4.4%
CSP1.L
8.4%

Basic Materials

IDJG.L
4.3%
CSP1.L
1.7%

Consumer Defensive

IDJG.L
3.1%
CSP1.L
4.7%

Communication Services

IDJG.L
0.7%
CSP1.L
10.7%

Energy

IDJG.L

-

CSP1.L
3.4%

Real Estate

IDJG.L

-

CSP1.L
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares EURO Total Market Growth Large UCITS

iShares Core S&P 500 UCITS ETF

Often compared with IDJG.L:
IDJG.L vs. VWRL.ASIDJG.L vs. VEUR.LIDJG.L vs. VOOIDJG.L vs. IWVG.LIDJG.L vs. URTHIDJG.L vs. VWRL.LIDJG.L vs. SMEA.L
Often compared with CSP1.L:
CSP1.L vs. CSPX.LCSP1.L vs. VUAG.LCSP1.L vs. SPYCSP1.L vs. IUSA.LCSP1.L vs. VUAA.LCSP1.L vs. SPY5.LCSP1.L vs. VOO

Return for Risk

IDJG.L vs. CSP1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDJG.L
IDJG.L Risk / Return Rank: 2929
Overall Rank
IDJG.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IDJG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IDJG.L Omega Ratio Rank: 2828
Omega Ratio Rank
IDJG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IDJG.L Martin Ratio Rank: 3131
Martin Ratio Rank
CSP1.L
CSP1.L Risk / Return Rank: 8282
Overall Rank
CSP1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7878
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.

IDJG.L vs. CSP1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.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.

IDJG.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility
0.99
2.73

-1.74

Sortino ratioReturn per unit of downside risk
1.56
3.66

-2.10

Omega ratioGain probability vs. loss probability

1.19

1.51

-0.32

Calmar ratioReturn relative to maximum drawdown

1.31

4.07

-2.76

Martin ratioReturn relative to average drawdown

4.45

14.99

-10.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDJG.L vs. CSP1.L - Sharpe Ratio Comparison

The current IDJG.L Sharpe Ratio is 0.99, which is lower than the CSP1.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of IDJG.L and CSP1.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.

Loading charts...

Sharpe Ratios by Period

IDJG.LCSP1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.73

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.04

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.03

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.09

-0.65

Drawdowns

IDJG.L vs. CSP1.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, 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 IDJG.L and CSP1.L.

Loading charts...

Drawdown Indicators

IDJG.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.75%

-25.48%

-20.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-7.12%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-20.77%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-20.77%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.21%

-25.48%

-1.73%

Current Drawdown

Current decline from peak

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-7.90%

-3.32%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.94%

+1.97%

Volatility

IDJG.L vs. CSP1.L - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.05% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.62%. This indicates that IDJG.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.

Loading charts...

Volatility by Period

IDJG.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

2.62%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

7.16%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

10.62%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

14.31%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

15.57%

+3.38%

IDJG.L vs. CSP1.L - Expense Ratio Comparison

IDJG.L has a 0.40% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.

Dividends

IDJG.L vs. CSP1.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while CSP1.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IDJG.L
iShares EURO Total Market Growth Large UCITS		1.07%1.02%0.99%0.93%0.97%0.56%1.00%1.45%1.53%1.55%1.68%1.67%

Frequently Asked Questions

IDJG.L and CSP1.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.40% for IDJG.L.

IDJG.L is categorized as Europe Equities, while CSP1.L is S&P 500. IDJG.L tracks MSCI EMU NR EUR, while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.40% for IDJG.L and 0.07% for CSP1.L.

Portfolio Optimizer

Find the right allocation for IDJG.L and CSP1.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer