IUES.L vs. CSPX.L
Compare and contrast key facts about iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
IUES.L 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. IUES.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 20, 2015. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both IUES.L 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUES.L or CSPX.L.
Key characteristics
| IUES.L | CSPX.L | |
|---|---|---|
| YTD Return | 14.64% | 26.49% |
| 1Y Return | 14.06% | 34.76% |
| 3Y Return (Ann) | 21.99% | 10.01% |
| 5Y Return (Ann) | 14.28% | 15.51% |
| Sharpe Ratio | 0.75 | 3.01 |
| Sortino Ratio | 1.10 | 4.17 |
| Omega Ratio | 1.14 | 1.57 |
| Calmar Ratio | 0.98 | 4.49 |
| Martin Ratio | 2.49 | 19.30 |
| Ulcer Index | 5.50% | 1.78% |
| Daily Std Dev | 18.09% | 11.52% |
| Max Drawdown | -66.78% | -33.90% |
| Current Drawdown | -2.46% | -0.23% |
Correlation
The correlation between IUES.L and CSPX.L is 0.51, 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.
Performance
IUES.L vs. CSPX.L - Performance Comparison
In the year-to-date period, IUES.L achieves a 14.64% return, which is significantly lower than CSPX.L's 26.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUES.L vs. CSPX.L - Expense Ratio Comparison
IUES.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%.
Risk-Adjusted Performance
IUES.L vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.
Dividends
IUES.L vs. CSPX.L - Dividend Comparison
Neither IUES.L nor CSPX.L has paid dividends to shareholders.
Drawdowns
IUES.L vs. CSPX.L - Drawdown Comparison
The maximum IUES.L drawdown since its inception was -66.78%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for IUES.L and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
IUES.L vs. CSPX.L - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a higher volatility of 4.05% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.75%. This indicates that IUES.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.