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IHPCF vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHPCF and CSPX.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IHPCF vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.66%
9.33%
IHPCF
CSPX.L

Key characteristics

Sharpe Ratio

IHPCF:

3.13

CSPX.L:

1.66

Sortino Ratio

IHPCF:

4.75

CSPX.L:

2.21

Omega Ratio

IHPCF:

1.64

CSPX.L:

1.32

Calmar Ratio

IHPCF:

3.89

CSPX.L:

2.24

Martin Ratio

IHPCF:

18.48

CSPX.L:

10.25

Ulcer Index

IHPCF:

2.75%

CSPX.L:

2.08%

Daily Std Dev

IHPCF:

18.65%

CSPX.L:

12.89%

Max Drawdown

IHPCF:

-61.57%

CSPX.L:

-9.49%

Current Drawdown

IHPCF:

0.00%

CSPX.L:

-0.54%

Returns By Period

In the year-to-date period, IHPCF achieves a 3.87% return, which is significantly higher than CSPX.L's 2.95% return.


IHPCF

YTD

3.87%

1M

1.87%

6M

11.65%

1Y

24.48%

5Y*

26.31%

10Y*

28.27%

CSPX.L

YTD

2.95%

1M

1.15%

6M

9.33%

1Y

24.27%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IHPCF vs. CSPX.L — Risk-Adjusted Performance Rank

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

IHPCF
The Risk-Adjusted Performance Rank of IHPCF is 9797
Overall Rank
The Sharpe Ratio Rank of IHPCF is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IHPCF is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IHPCF is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IHPCF is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IHPCF is 9797
Martin Ratio Rank

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 7070
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHPCF vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) 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.


Sharpe ratio
The chart of Sharpe ratio for IHPCF, currently valued at 1.81, compared to the broader market-2.000.002.001.811.65
The chart of Sortino ratio for IHPCF, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.006.003.102.21
The chart of Omega ratio for IHPCF, currently valued at 1.66, compared to the broader market0.501.001.502.001.661.32
The chart of Calmar ratio for IHPCF, currently valued at 3.12, compared to the broader market0.002.004.006.003.122.24
The chart of Martin ratio for IHPCF, currently valued at 11.25, compared to the broader market-10.000.0010.0020.0030.0011.2510.21
IHPCF
CSPX.L

The current IHPCF Sharpe Ratio is 3.13, which is higher than the CSPX.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IHPCF and CSPX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.601.802.002.202.402.602.80Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.81
1.65
IHPCF
CSPX.L

Dividends

IHPCF vs. CSPX.L - Dividend Comparison

IHPCF's dividend yield for the trailing twelve months is around 0.99%, while CSPX.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IHPCF
iShares Public Limited Company - iShares S&P 500 UCITS ETF
0.99%1.03%1.23%1.06%1.02%1.32%1.49%1.77%1.45%1.43%1.56%0.88%
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

IHPCF vs. CSPX.L - Drawdown Comparison

The maximum IHPCF drawdown since its inception was -61.57%, which is greater than CSPX.L's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for IHPCF and CSPX.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.54%
IHPCF
CSPX.L

Volatility

IHPCF vs. CSPX.L - Volatility Comparison

The current volatility for iShares Public Limited Company - iShares S&P 500 UCITS ETF (IHPCF) is 2.70%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.64%. This indicates that IHPCF 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.70%
3.64%
IHPCF
CSPX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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