IXI.L vs. CSPX.L

Last updated Apr 1, 2026

Compare and contrast key facts about IXICO plc (IXI.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).

CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.

Performance

IXI.L vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IXICO plc (IXI.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

IXI.L vs. CSPX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXI.L IXICO plc	-32.98%	-0.00%	-6.00%	-50.98%	-57.50%	-41.46%	13.26%	285.11%	-35.62%	15.87%
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc)	-4.64%	9.09%	27.44%	20.40%	-9.06%	30.58%	14.17%	25.59%	0.15%	11.08%

Different Trading Currencies

IXI.L is traded in GBp, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IXI.L achieves a -32.98% return, which is significantly lower than CSPX.L's -5.03% return. Over the past 10 years, IXI.L has underperformed CSPX.L with an annualized return of -14.78%, while CSPX.L has yielded a comparatively higher 14.42% annualized return.

IXI.L

• 1D: 0.00%
• 1M: 3.28%
• YTD: -32.98%
• 6M: -40.57%
• 1Y: -4.55%
• 3Y*: -28.17%
• 5Y*: -35.02%
• 10Y*: -14.78%

CSPX.L

• 1D: 0.00%
• 1M: -4.88%
• YTD: -5.03%
• 6M: -1.52%
• 1Y: 13.99%
• 3Y*: 14.85%
• 5Y*: 12.16%
• 10Y*: 14.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IXI.L vs. CSPX.L — Risk / Return Rank

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

IXI.L

IXI.L Risk / Return Rank: 40
IXI.L Sharpe Ratio Rank: 37
IXI.L Sortino Ratio Rank: 37
IXI.L Omega Ratio Rank: 40
IXI.L Calmar Ratio Rank: 42
IXI.L Martin Ratio Rank: 42

CSPX.L

CSPX.L Risk / Return Rank: 74
CSPX.L Sharpe Ratio Rank: 64
CSPX.L Sortino Ratio Rank: 64
CSPX.L Omega Ratio Rank: 65
CSPX.L Calmar Ratio Rank: 85
CSPX.L Martin Ratio Rank: 89

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.

IXI.L vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IXICO plc (IXI.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.

	IXI.L	CSPX.L	Difference
Sharpe ratio Return per unit of total volatility	-0.08	0.87	-0.95
Sortino ratio Return per unit of downside risk	0.32	1.28	-0.95
Omega ratio Gain probability vs. loss probability	1.06	1.18	-0.12
Calmar ratio Return relative to maximum drawdown	0.04	2.46	-2.43
Martin ratio Return relative to average drawdown	0.08	8.40	-8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXI.L vs. CSPX.L - Sharpe Ratio Comparison

The current IXI.L Sharpe Ratio is -0.08, which is lower than the CSPX.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IXI.L 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.

Sharpe Ratios by Period

	IXI.L	CSPX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	0.87	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.70	0.79	-1.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	0.88	-1.15
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.92	-1.17

Correlation

The correlation between IXI.L and CSPX.L is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IXI.L vs. CSPX.L - Dividend Comparison

Neither IXI.L nor CSPX.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IXI.L vs. CSPX.L - Drawdown Comparison

The maximum IXI.L drawdown since its inception was -94.80%, which is greater than CSPX.L's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for IXI.L and CSPX.L.

Drawdown Indicators

	IXI.L	CSPX.L	Difference
Max Drawdown Largest peak-to-trough decline	-94.80%	-33.90%	-60.90%
Max Drawdown (1Y) Largest decline over 1 year	-45.54%	-11.83%	-33.71%
Max Drawdown (5Y) Largest decline over 5 years	-93.80%	-24.39%	-69.41%
Max Drawdown (10Y) Largest decline over 10 years	-94.78%	-33.90%	-60.88%
Current Drawdown Current decline from peak	-93.65%	-7.71%	-85.94%
Average Drawdown Average peak-to-trough decline	-68.31%	-3.75%	-64.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.18%	1.82%	+19.36%

Volatility

IXI.L vs. CSPX.L - Volatility Comparison

The current volatility for IXICO plc (IXI.L) is 2.32%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.28%. This indicates that IXI.L experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXI.L	CSPX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.32%	4.28%	-1.96%
Volatility (6M) Calculated over the trailing 6-month period	31.97%	8.96%	+23.01%
Volatility (1Y) Calculated over the trailing 1-year period	57.90%	15.84%	+42.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.07%	15.37%	+34.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.28%	16.35%	+38.93%