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IUSA.MI vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSA.MI vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IUSA.MI having a 11.29% return and CSSPX.MI slightly higher at 11.35%. Both investments have delivered pretty close results over the past 10 years, with IUSA.MI having a 14.76% annualized return and CSSPX.MI not far ahead at 14.96%.


IUSA.MI

1D
-0.12%
1M
4.34%
YTD
11.29%
6M
10.77%
1Y
25.34%
3Y*
18.75%
5Y*
14.63%
10Y*
14.76%

CSSPX.MI

1D
-0.13%
1M
4.38%
YTD
11.35%
6M
10.87%
1Y
25.56%
3Y*
18.86%
5Y*
14.77%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.MI vs. CSSPX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
11.29%4.17%33.56%22.16%-14.75%40.69%7.30%34.11%-1.42%6.61%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.35%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%

Correlation

The correlation between IUSA.MI and CSSPX.MI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

0.95

The correlation between IUSA.MI and CSSPX.MI has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

IUSA.MI vs. CSSPX.MI — Risk / Return Rank

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

IUSA.MI
IUSA.MI Risk / Return Rank: 7070
Overall Rank
IUSA.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 7272
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 6969
Martin Ratio Rank

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
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.

IUSA.MI vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.


IUSA.MICSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.54

3.59

-0.05

Martin ratioReturn relative to average drawdown

12.66

12.78

-0.12

IUSA.MI vs. CSSPX.MI - Sharpe Ratio Comparison

The current IUSA.MI Sharpe Ratio is 2.27, which is comparable to the CSSPX.MI Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of IUSA.MI and CSSPX.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUSA.MICSSPX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.24

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.96

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.92

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.93

-0.33

Drawdowns

IUSA.MI vs. CSSPX.MI - Drawdown Comparison

The maximum IUSA.MI drawdown since its inception was -52.36%, which is greater than CSSPX.MI's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IUSA.MI and CSSPX.MI.


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Drawdown Indicators


IUSA.MICSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-52.36%

-33.56%

-18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-7.14%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-23.26%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-23.26%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-33.56%

-0.12%

Current Drawdown

Current decline from peak

-0.46%

-0.41%

-0.05%

Average Drawdown

Average peak-to-trough decline

-8.05%

-4.10%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.01%

0.00%

Volatility

IUSA.MI vs. CSSPX.MI - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) have volatilities of 2.70% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSA.MICSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.65%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

7.54%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

11.46%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

15.18%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.08%

0.00%

IUSA.MI vs. CSSPX.MI - Expense Ratio Comparison

Both IUSA.MI and CSSPX.MI have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUSA.MI vs. CSSPX.MI - Dividend Comparison

IUSA.MI's dividend yield for the trailing twelve months is around 0.73%, while CSSPX.MI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSSPX.MI
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%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
0.73%0.82%0.92%1.16%1.39%0.84%1.21%1.33%1.46%1.33%1.25%1.37%

Frequently Asked Questions


With a correlation of 0.99, IUSA.MI and CSSPX.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.MI and CSSPX.MI have the same expense ratio: 0.07% per year.

Both ETFs track S&P 500 Index.

Portfolio Optimizer

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