IUSK.DE vs. CSPX.L
Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
IUSK.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. IUSK.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe SRI Select Reduced Fossil Fuels. It was launched on Feb 25, 2011. 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 IUSK.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSK.DE or CSPX.L.
Key characteristics
| IUSK.DE | CSPX.L | |
|---|---|---|
| YTD Return | 5.91% | 26.45% |
| 1Y Return | 13.34% | 38.29% |
| 3Y Return (Ann) | 1.96% | 10.00% |
| 5Y Return (Ann) | 7.12% | 15.72% |
| 10Y Return (Ann) | 7.25% | 13.05% |
| Sharpe Ratio | 1.12 | 3.34 |
| Sortino Ratio | 1.58 | 4.61 |
| Omega Ratio | 1.20 | 1.63 |
| Calmar Ratio | 1.50 | 5.05 |
| Martin Ratio | 5.33 | 21.72 |
| Ulcer Index | 2.23% | 1.78% |
| Daily Std Dev | 10.69% | 11.54% |
| Max Drawdown | -33.56% | -33.90% |
| Current Drawdown | -5.79% | 0.00% |
Correlation
The correlation between IUSK.DE and CSPX.L is 0.64, 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
IUSK.DE vs. CSPX.L - Performance Comparison
In the year-to-date period, IUSK.DE achieves a 5.91% return, which is significantly lower than CSPX.L's 26.45% return. Over the past 10 years, IUSK.DE has underperformed CSPX.L with an annualized return of 7.25%, while CSPX.L has yielded a comparatively higher 13.05% annualized 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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IUSK.DE vs. CSPX.L - Expense Ratio Comparison
IUSK.DE has a 0.20% 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
IUSK.DE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
Dividends
IUSK.DE vs. CSPX.L - Dividend Comparison
Neither IUSK.DE nor CSPX.L has paid dividends to shareholders.
Drawdowns
IUSK.DE vs. CSPX.L - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, roughly equal to the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
IUSK.DE vs. CSPX.L - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.41% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.77%. This indicates that IUSK.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.