IVV vs. CSPX.L

In the year-to-date period, IVV achieves a 0.58% return, which is significantly higher than CSPX.L's -0.15% return. Both investments have delivered pretty close results over the past 10 years, with IVV having a 12.73% annualized return and CSPX.L not far behind at 12.39%.

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IVV has a 0.03% expense ratio, which is lower than CSPX.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.

The current IVV Sharpe Ratio is 0.71, which is comparable to the CSPX.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IVV 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.

IVV's dividend yield for the trailing twelve months is around 1.31%, while CSPX.L has not paid dividends to shareholders.

The maximum IVV drawdown since its inception was -55.25%, 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 IVV and CSPX.L. For additional features, visit the drawdowns tool.

iShares Core S&P 500 ETF (IVV) has a higher volatility of 6.18% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 5.71%. This indicates that IVV'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.