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IEUR vs. CSPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEUR vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Europe ETF (IEUR) and iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEUR achieves a 7.65% return, which is significantly lower than CSPX.AS's 8.32% return. Over the past 10 years, IEUR has underperformed CSPX.AS with an annualized return of 10.11%, while CSPX.AS has yielded a comparatively higher 15.23% annualized return.


IEUR

1D
0.14%
1M
2.40%
YTD
7.65%
6M
9.78%
1Y
19.09%
3Y*
16.42%
5Y*
8.26%
10Y*
10.11%

CSPX.AS

1D
1.44%
1M
-0.86%
YTD
8.32%
6M
9.47%
1Y
24.93%
3Y*
20.69%
5Y*
13.19%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUR vs. CSPX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEUR
iShares Core MSCI Europe ETF
7.65%35.67%1.40%19.71%-15.90%16.71%5.31%24.95%-14.86%26.70%
CSPX.AS
iShares Core S&P 500 UCITS ETF
8.32%17.97%25.59%26.14%-19.39%30.70%17.25%30.40%-5.01%22.28%

Correlation

The correlation between IEUR and CSPX.AS is 0.54, 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

0.54

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

0.48

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.55

The correlation between IEUR and CSPX.AS has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

IEUR vs. CSPX.AS — Risk / Return Rank

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

IEUR
IEUR Risk / Return Rank: 3535
Overall Rank
IEUR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3333
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3939
Martin Ratio Rank

CSPX.AS
CSPX.AS Risk / Return Rank: 7575
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7777
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7474
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.

IEUR vs. CSPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEURCSPX.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.44

2.80

-1.36

Martin ratioReturn relative to average drawdown

5.40

11.63

-6.23

IEUR vs. CSPX.AS - Sharpe Ratio Comparison

The current IEUR Sharpe Ratio is 1.10, which is lower than the CSPX.AS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IEUR and CSPX.AS, 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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Drawdowns

IEUR vs. CSPX.AS - Drawdown Comparison

The maximum IEUR drawdown since its inception was -36.96%, which is greater than CSPX.AS's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for IEUR and CSPX.AS.


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Drawdown Indicators


IEURCSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-34.12%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-8.56%

-3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-19.52%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.75%

-24.42%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-34.12%

-2.84%

Current Drawdown

Current decline from peak

-0.44%

-2.30%

+1.86%

Average Drawdown

Average peak-to-trough decline

-8.21%

-3.71%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.07%

+1.15%

Volatility

IEUR vs. CSPX.AS - Volatility Comparison

iShares Core MSCI Europe ETF (IEUR) has a higher volatility of 5.70% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 3.33%. This indicates that IEUR's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEURCSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.33%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

8.33%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

11.57%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

15.88%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

16.31%

+2.37%

IEUR vs. CSPX.AS - Expense Ratio Comparison

IEUR has a 0.09% expense ratio, which is higher than CSPX.AS'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

IEUR vs. CSPX.AS - Dividend Comparison

IEUR's dividend yield for the trailing twelve months is around 2.76%, while CSPX.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSPX.AS
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%
IEUR
iShares Core MSCI Europe ETF
2.76%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%

Frequently Asked Questions


IEUR and CSPX.AS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CSPX.AS is cheaper with a 0.07% expense ratio, compared with 0.09% for IEUR.

IEUR is categorized as Europe Equities, while CSPX.AS is S&P 500. IEUR tracks MSCI Europe Investable Market Index, while CSPX.AS tracks S&P 500 Index. Their fees differ too: 0.09% for IEUR and 0.07% for CSPX.AS.

Portfolio Optimizer

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