MSED.L vs. CSPX.L
Compare and contrast key facts about Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
MSED.L 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. MSED.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2013. 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 MSED.L 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: MSED.L or CSPX.L.
Key characteristics
| MSED.L | CSPX.L | |
|---|---|---|
| YTD Return | 4.03% | 26.45% |
| 1Y Return | 11.16% | 38.29% |
| 3Y Return (Ann) | -18.70% | 10.00% |
| 5Y Return (Ann) | -7.97% | 15.72% |
| 10Y Return (Ann) | 0.20% | 13.05% |
| Sharpe Ratio | 0.91 | 3.34 |
| Sortino Ratio | 1.33 | 4.61 |
| Omega Ratio | 1.16 | 1.63 |
| Calmar Ratio | 0.21 | 5.05 |
| Martin Ratio | 3.12 | 21.72 |
| Ulcer Index | 3.77% | 1.78% |
| Daily Std Dev | 13.01% | 11.54% |
| Max Drawdown | -58.05% | -33.90% |
| Current Drawdown | -50.88% | 0.00% |
Correlation
The correlation between MSED.L and CSPX.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MSED.L vs. CSPX.L - Performance Comparison
In the year-to-date period, MSED.L achieves a 4.03% return, which is significantly lower than CSPX.L's 26.45% return. Over the past 10 years, MSED.L has underperformed CSPX.L with an annualized return of 0.20%, 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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MSED.L vs. CSPX.L - Expense Ratio Comparison
Both MSED.L and CSPX.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
MSED.L vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Stoxx 50 DR UCITS C (MSED.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.
Dividends
MSED.L vs. CSPX.L - Dividend Comparison
Neither MSED.L nor CSPX.L has paid dividends to shareholders.
Drawdowns
MSED.L vs. CSPX.L - Drawdown Comparison
The maximum MSED.L drawdown since its inception was -58.05%, 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 MSED.L and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
MSED.L vs. CSPX.L - Volatility Comparison
Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a higher volatility of 5.55% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.77%. This indicates that MSED.L'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.