IDWP.L vs. CSPX.L
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS (IDWP.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
IDWP.L and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDWP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both IDWP.L and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDWP.L or CSPX.L.
Key characteristics
| IDWP.L | CSPX.L | |
|---|---|---|
| YTD Return | -4.71% | 9.51% |
| 1Y Return | 4.13% | 28.44% |
| 3Y Return (Ann) | -3.94% | 9.25% |
| 5Y Return (Ann) | -0.94% | 14.41% |
| 10Y Return (Ann) | 2.44% | 12.50% |
| Sharpe Ratio | 0.19 | 2.47 |
| Daily Std Dev | 17.21% | 11.35% |
| Max Drawdown | -70.53% | -33.90% |
| Current Drawdown | -21.71% | -0.57% |
Correlation
The correlation between IDWP.L and CSPX.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IDWP.L vs. CSPX.L - Performance Comparison
In the year-to-date period, IDWP.L achieves a -4.71% return, which is significantly lower than CSPX.L's 9.51% return. Over the past 10 years, IDWP.L has underperformed CSPX.L with an annualized return of 2.44%, while CSPX.L has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDWP.L vs. CSPX.L - Expense Ratio Comparison
IDWP.L has a 0.59% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Risk-Adjusted Performance
IDWP.L vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS (IDWP.L) 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.
Dividends
IDWP.L vs. CSPX.L - Dividend Comparison
IDWP.L's dividend yield for the trailing twelve months is around 3.31%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDWP.L iShares Developed Markets Property Yield UCITS | 3.31% | 3.07% | 3.66% | 2.21% | 2.91% | 2.89% | 3.94% | 2.91% | 3.27% | 3.01% | 2.82% | 2.96% |
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% |
Drawdowns
IDWP.L vs. CSPX.L - Drawdown Comparison
The maximum IDWP.L drawdown since its inception was -70.53%, 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 IDWP.L and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
IDWP.L vs. CSPX.L - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS (IDWP.L) is 4.07%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.33%. This indicates that IDWP.L experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.