IS0D.DE vs. CSPX.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).

IS0D.DE 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. IS0D.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Oil & Gas Exploration & Production. It was launched on Sep 16, 2011. CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both IS0D.DE 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.

Performance

IS0D.DE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

IS0D.DE vs. CSPX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF	36.12%	-4.44%	3.13%	-0.98%	44.39%	86.31%	-39.08%	13.51%	-18.94%	-15.78%
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc)	-2.69%	3.52%	33.52%	22.94%	-13.69%	39.03%	7.93%	33.50%	-1.02%	6.66%

Different Trading Currencies

IS0D.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0D.DE achieves a 36.12% return, which is significantly higher than CSPX.L's -4.98% return. Over the past 10 years, IS0D.DE has underperformed CSPX.L with an annualized return of 9.24%, while CSPX.L has yielded a comparatively higher 13.42% annualized return.

IS0D.DE

• 1D: 1.35%
• 1M: 6.70%
• YTD: 36.12%
• 6M: 38.82%
• 1Y: 23.63%
• 3Y*: 11.59%
• 5Y*: 20.64%
• 10Y*: 9.24%

CSPX.L

• 1D: 0.00%
• 1M: -4.59%
• YTD: -4.98%
• 6M: -2.22%
• 1Y: 7.54%
• 3Y*: 15.16%
• 5Y*: 11.65%
• 10Y*: 13.42%

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

IS0D.DE vs. CSPX.L - Expense Ratio Comparison

IS0D.DE has a 0.55% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.

IS0D.DE

iShares Oil & Gas Exploration & Production UCITS ETF

CSPX.L

iShares Core S&P 500 UCITS ETF USD (Acc)

Return for Risk

IS0D.DE vs. CSPX.L — Risk / Return Rank

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

IS0D.DE

IS0D.DE Risk / Return Rank: 51
IS0D.DE Sharpe Ratio Rank: 42
IS0D.DE Sortino Ratio Rank: 40
IS0D.DE Omega Ratio Rank: 39
IS0D.DE Calmar Ratio Rank: 82
IS0D.DE Martin Ratio Rank: 50

CSPX.L

CSPX.L Risk / Return Rank: 72
CSPX.L Sharpe Ratio Rank: 56
CSPX.L Sortino Ratio Rank: 56
CSPX.L Omega Ratio Rank: 57
CSPX.L Calmar Ratio Rank: 93
CSPX.L Martin Ratio Rank: 95

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.

IS0D.DE vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) 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.

	IS0D.DE	CSPX.L	Difference
Sharpe ratio Return per unit of total volatility	0.84	0.44	+0.40
Sortino ratio Return per unit of downside risk	1.21	0.70	+0.51
Omega ratio Gain probability vs. loss probability	1.17	1.10	+0.07
Calmar ratio Return relative to maximum drawdown	2.91	3.19	-0.28
Martin ratio Return relative to average drawdown	6.07	10.60	-4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS0D.DE vs. CSPX.L - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 0.84, which is higher than the CSPX.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IS0D.DE 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.

Sharpe Ratios by Period

	IS0D.DE	CSPX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	0.44	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.73	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.81	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.86	-0.76

Correlation

The correlation between IS0D.DE and CSPX.L is 0.47, 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.

Dividends

IS0D.DE vs. CSPX.L - Dividend Comparison

Neither IS0D.DE nor CSPX.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IS0D.DE vs. CSPX.L - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than CSPX.L's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and CSPX.L.

Drawdown Indicators

	IS0D.DE	CSPX.L	Difference
Max Drawdown Largest peak-to-trough decline	-79.47%	-33.90%	-45.57%
Max Drawdown (1Y) Largest decline over 1 year	-15.92%	-8.42%	-7.50%
Max Drawdown (5Y) Largest decline over 5 years	-32.34%	-24.39%	-7.95%
Max Drawdown (10Y) Largest decline over 10 years	-73.73%	-33.90%	-39.83%
Current Drawdown Current decline from peak	-6.04%	-5.74%	-0.30%
Average Drawdown Average peak-to-trough decline	-27.29%	-3.76%	-23.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.76%	1.90%	+3.86%

Volatility

IS0D.DE vs. CSPX.L - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 10.74% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.89%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IS0D.DE	CSPX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.74%	3.89%	+6.85%
Volatility (6M) Calculated over the trailing 6-month period	18.89%	8.99%	+9.90%
Volatility (1Y) Calculated over the trailing 1-year period	28.16%	16.94%	+11.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.26%	15.87%	+14.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.06%	16.60%	+16.46%