JKE vs. CSPX.L
Compare and contrast key facts about iShares Morningstar Large-Cap Growth ETF (JKE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
JKE 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. JKE is a passively managed fund by iShares that tracks the performance of the Morningstar Large Growth Index. It was launched on Jun 28, 2004. 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 JKE 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: JKE or CSPX.L.
Performance
JKE vs. CSPX.L - Performance Comparison
Returns By Period
In the year-to-date period, JKE achieves a 31.44% return, which is significantly higher than CSPX.L's 25.75% return.
JKE
31.44%
4.73%
14.55%
36.80%
-14.87%
-2.01%
CSPX.L
25.75%
2.72%
12.85%
32.34%
N/A
N/A
Key characteristics
| JKE | CSPX.L | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.79 |
| Sortino Ratio | 2.85 | 3.86 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 0.47 | 4.22 |
| Martin Ratio | 11.82 | 17.97 |
| Ulcer Index | 3.16% | 1.80% |
| Daily Std Dev | 17.00% | 11.55% |
| Max Drawdown | -84.91% | -7.66% |
| Current Drawdown | -71.41% | -0.81% |
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JKE vs. CSPX.L - Expense Ratio Comparison
JKE has a 0.25% 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%.
Correlation
The correlation between JKE and CSPX.L is 0.48, 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.
Risk-Adjusted Performance
JKE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Large-Cap Growth ETF (JKE) 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
JKE vs. CSPX.L - Dividend Comparison
JKE's dividend yield for the trailing twelve months is around 0.52%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JKE iShares Morningstar Large-Cap Growth ETF | 0.52% | 0.53% | 0.05% | 0.05% | 0.28% | 0.19% | 0.00% | 0.02% | 0.00% | 0.00% | 0.46% |
CSPX.L 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% |
Drawdowns
JKE vs. CSPX.L - Drawdown Comparison
The maximum JKE drawdown since its inception was -84.91%, which is greater than CSPX.L's maximum drawdown of -7.66%. Use the drawdown chart below to compare losses from any high point for JKE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
JKE vs. CSPX.L - Volatility Comparison
iShares Morningstar Large-Cap Growth ETF (JKE) has a higher volatility of 5.46% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.23%. This indicates that JKE'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.