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IWRD.AS vs. CSPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWRD.AS vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF (IWRD.AS) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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 IWRD.AS having a 11.01% return and CSPX.AS slightly higher at 11.52%. Over the past 10 years, IWRD.AS has underperformed CSPX.AS with an annualized return of 12.57%, while CSPX.AS has yielded a comparatively higher 14.96% annualized return.


IWRD.AS

1D
-0.25%
1M
5.53%
YTD
11.01%
6M
11.58%
1Y
23.56%
3Y*
17.32%
5Y*
12.58%
10Y*
12.57%

CSPX.AS

1D
-0.10%
1M
5.25%
YTD
11.52%
6M
11.45%
1Y
25.69%
3Y*
18.87%
5Y*
14.77%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWRD.AS vs. CSPX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWRD.AS
iShares MSCI World UCITS ETF
11.01%6.83%26.78%19.68%-13.85%32.06%5.87%29.11%-4.38%7.51%
CSPX.AS
iShares Core S&P 500 UCITS ETF
11.52%4.00%33.87%22.28%-14.24%40.26%7.72%32.99%-0.36%7.13%

Correlation

The correlation between IWRD.AS and CSPX.AS is 0.96 - 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

0.96

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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since May 6, 2014

0.97

The correlation between IWRD.AS and CSPX.AS has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

IWRD.AS vs. CSPX.AS — Risk / Return Rank

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

IWRD.AS
IWRD.AS Risk / Return Rank: 6767
Overall Rank
IWRD.AS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 6565
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 7373
Martin Ratio Rank

CSPX.AS
CSPX.AS Risk / Return Rank: 7070
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSPX.AS 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.

IWRD.AS vs. CSPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF (IWRD.AS) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.


IWRD.ASCSPX.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

3.48

3.57

-0.09

Martin ratioReturn relative to average drawdown

13.70

12.76

+0.94

IWRD.AS vs. CSPX.AS - Sharpe Ratio Comparison

The current IWRD.AS Sharpe Ratio is 2.12, which is comparable to the CSPX.AS Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IWRD.AS and CSPX.AS, 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


IWRD.ASCSPX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.25

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.96

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.92

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.93

-0.43

Drawdowns

IWRD.AS vs. CSPX.AS - Drawdown Comparison

The maximum IWRD.AS drawdown since its inception was -52.51%, which is greater than CSPX.AS's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and CSPX.AS.


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Drawdown Indicators


IWRD.ASCSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-33.65%

-18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-7.11%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-23.37%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-23.37%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

-33.65%

-0.06%

Current Drawdown

Current decline from peak

-0.25%

-0.40%

+0.15%

Average Drawdown

Average peak-to-trough decline

-8.84%

-4.28%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.00%

-0.29%

Volatility

IWRD.AS vs. CSPX.AS - Volatility Comparison

iShares MSCI World UCITS ETF (IWRD.AS) has a higher volatility of 2.81% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 2.59%. This indicates that IWRD.AS's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRD.ASCSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.59%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

7.37%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

11.26%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

15.13%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.05%

-0.89%

IWRD.AS vs. CSPX.AS - Expense Ratio Comparison

IWRD.AS has a 0.50% expense ratio, which is higher than CSPX.AS's 0.07% expense ratio.


Dividends

IWRD.AS vs. CSPX.AS - Dividend Comparison

IWRD.AS's dividend yield for the trailing twelve months is around 0.85%, while CSPX.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSPX.AS
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWRD.AS
iShares MSCI World UCITS ETF
0.85%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%

Frequently Asked Questions


With a correlation of 0.96, IWRD.AS and CSPX.AS 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.

On fees, CSPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.AS is cheaper with a 0.07% expense ratio, compared with 0.50% for IWRD.AS.

IWRD.AS is categorized as Global Equities, while CSPX.AS is S&P 500. IWRD.AS tracks MSCI ACWI NR USD, while CSPX.AS tracks S&P 500 Index. Their fees differ too: 0.50% for IWRD.AS and 0.07% for CSPX.AS.

Portfolio Optimizer

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