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INTL vs. CSP1.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INTL and CSP1.L is 0.58, 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.


-0.50.00.51.00.6

Performance

INTL vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main International ETF (INTL) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.18%
8.61%
INTL
CSP1.L

Key characteristics

Sharpe Ratio

INTL:

0.60

CSP1.L:

1.83

Sortino Ratio

INTL:

0.90

CSP1.L:

2.61

Omega Ratio

INTL:

1.11

CSP1.L:

1.35

Calmar Ratio

INTL:

0.86

CSP1.L:

3.36

Martin Ratio

INTL:

2.22

CSP1.L:

12.77

Ulcer Index

INTL:

3.60%

CSP1.L:

1.65%

Daily Std Dev

INTL:

13.42%

CSP1.L:

11.61%

Max Drawdown

INTL:

-13.44%

CSP1.L:

-25.48%

Current Drawdown

INTL:

-1.17%

CSP1.L:

-2.63%

Returns By Period

In the year-to-date period, INTL achieves a 6.59% return, which is significantly higher than CSP1.L's 1.89% return.


INTL

YTD

6.59%

1M

3.42%

6M

3.17%

1Y

6.76%

5Y*

N/A

10Y*

N/A

CSP1.L

YTD

1.89%

1M

-2.63%

6M

13.63%

1Y

21.41%

5Y*

14.73%

10Y*

15.05%

*Annualized

Compare stocks, funds, or ETFs

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


INTL vs. CSP1.L - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.


INTL
Main International ETF
Expense ratio chart for INTL: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for CSP1.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

INTL vs. CSP1.L — Risk-Adjusted Performance Rank

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

INTL
The Risk-Adjusted Performance Rank of INTL is 2525
Overall Rank
The Sharpe Ratio Rank of INTL is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of INTL is 2121
Sortino Ratio Rank
The Omega Ratio Rank of INTL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INTL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of INTL is 2525
Martin Ratio Rank

CSP1.L
The Risk-Adjusted Performance Rank of CSP1.L is 8181
Overall Rank
The Sharpe Ratio Rank of CSP1.L is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of CSP1.L is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CSP1.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CSP1.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CSP1.L is 8585
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.

INTL vs. CSP1.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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.


Sharpe ratio
The chart of Sharpe ratio for INTL, currently valued at 0.54, compared to the broader market0.002.004.000.541.80
The chart of Sortino ratio for INTL, currently valued at 0.83, compared to the broader market0.005.0010.000.832.51
The chart of Omega ratio for INTL, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.33
The chart of Calmar ratio for INTL, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.782.78
The chart of Martin ratio for INTL, currently valued at 1.98, compared to the broader market0.0020.0040.0060.0080.00100.001.9810.75
INTL
CSP1.L

The current INTL Sharpe Ratio is 0.60, which is lower than the CSP1.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of INTL and CSP1.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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.54
1.80
INTL
CSP1.L

Dividends

INTL vs. CSP1.L - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.54%, while CSP1.L has not paid dividends to shareholders.


TTM202420232022
INTL
Main International ETF
2.54%2.71%2.85%1.41%
CSP1.L
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

INTL vs. CSP1.L - Drawdown Comparison

The maximum INTL drawdown since its inception was -13.44%, smaller than the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for INTL and CSP1.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.17%
-0.90%
INTL
CSP1.L

Volatility

INTL vs. CSP1.L - Volatility Comparison

Main International ETF (INTL) has a higher volatility of 3.85% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.41%. This indicates that INTL'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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.85%
3.41%
INTL
CSP1.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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