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IUCS.L vs. CSPX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUCS.L vs. CSPX.L - Performance Comparison

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

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IUCS.L vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUCS.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating
6.50%3.96%14.33%-0.38%-0.06%18.15%9.27%27.30%-9.43%6.19%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-6.42%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%15.80%

Returns By Period

In the year-to-date period, IUCS.L achieves a 6.50% return, which is significantly higher than CSPX.L's -6.42% return.


IUCS.L

1D
-0.82%
1M
-7.57%
YTD
6.50%
6M
6.96%
1Y
5.80%
3Y*
8.00%
5Y*
7.97%
10Y*

CSPX.L

1D
0.50%
1M
-6.33%
YTD
-6.42%
6M
-2.78%
1Y
17.15%
3Y*
17.70%
5Y*
11.25%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUCS.L vs. CSPX.L - Expense Ratio Comparison

IUCS.L has a 0.15% expense ratio, which is higher than CSPX.L'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%.


Return for Risk

IUCS.L vs. CSPX.L — Risk / Return Rank

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

IUCS.L
IUCS.L Risk / Return Rank: 2323
Overall Rank
IUCS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IUCS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUCS.L Omega Ratio Rank: 2121
Omega Ratio Rank
IUCS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IUCS.L Martin Ratio Rank: 2222
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7474
Overall Rank
CSPX.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 8989
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.

IUCS.L vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.


IUCS.LCSPX.LDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.06

-0.67

Sortino ratio

Return per unit of downside risk

0.66

1.55

-0.89

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.14

Calmar ratio

Return relative to maximum drawdown

0.58

2.37

-1.79

Martin ratio

Return relative to average drawdown

1.39

10.65

-9.26

IUCS.L vs. CSPX.L - Sharpe Ratio Comparison

The current IUCS.L Sharpe Ratio is 0.40, which is lower than the CSPX.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IUCS.L 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.


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Sharpe Ratios by Period


IUCS.LCSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.06

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.71

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.87

-0.25

Correlation

The correlation between IUCS.L and CSPX.L is 0.42, 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

IUCS.L vs. CSPX.L - Dividend Comparison

Neither IUCS.L nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUCS.L vs. CSPX.L - Drawdown Comparison

The maximum IUCS.L drawdown since its inception was -23.90%, smaller than the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for IUCS.L and CSPX.L.


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Drawdown Indicators


IUCS.LCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-33.90%

+10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-11.83%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

-24.39%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-8.00%

-7.71%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.30%

-3.75%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.82%

+1.90%

Volatility

IUCS.L vs. CSPX.L - Volatility Comparison

iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a higher volatility of 4.77% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.18%. This indicates that IUCS.L'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.


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Volatility by Period


IUCS.LCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.18%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

8.53%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

15.96%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

15.92%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

16.13%

-1.19%