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PSTKX vs. CSPX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTKX vs. CSPX.L - Performance Comparison

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

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PSTKX vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSTKX
PIMCO StocksPLUS Fund
-7.47%11.51%25.03%26.53%-21.20%28.03%18.27%46.11%-5.56%22.42%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-6.42%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%

Returns By Period

In the year-to-date period, PSTKX achieves a -7.47% return, which is significantly lower than CSPX.L's -6.42% return. Both investments have delivered pretty close results over the past 10 years, with PSTKX having a 13.82% annualized return and CSPX.L not far behind at 13.63%.


PSTKX

1D
-0.34%
1M
-8.05%
YTD
-7.47%
6M
-10.26%
1Y
7.63%
3Y*
14.99%
5Y*
9.21%
10Y*
13.82%

CSPX.L

1D
0.50%
1M
-6.33%
YTD
-6.42%
6M
-2.78%
1Y
17.15%
3Y*
17.70%
5Y*
11.25%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTKX vs. CSPX.L - Expense Ratio Comparison

PSTKX has a 0.51% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.


Return for Risk

PSTKX vs. CSPX.L — Risk / Return Rank

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

PSTKX
PSTKX Risk / Return Rank: 1616
Overall Rank
PSTKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PSTKX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PSTKX Omega Ratio Rank: 1919
Omega Ratio Rank
PSTKX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSTKX Martin Ratio Rank: 1414
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7474
Overall Rank
CSPX.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) 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.


PSTKXCSPX.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.06

-0.64

Sortino ratio

Return per unit of downside risk

0.71

1.55

-0.84

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.42

2.37

-1.94

Martin ratio

Return relative to average drawdown

1.36

10.65

-9.29

PSTKX vs. CSPX.L - Sharpe Ratio Comparison

The current PSTKX Sharpe Ratio is 0.43, which is lower than the CSPX.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PSTKX 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.


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Sharpe Ratios by Period


PSTKXCSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.06

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.71

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.84

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.87

-0.34

Correlation

The correlation between PSTKX and CSPX.L is 0.54, 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.


Dividends

PSTKX vs. CSPX.L - Dividend Comparison

PSTKX's dividend yield for the trailing twelve months is around 13.99%, while CSPX.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PSTKX
PIMCO StocksPLUS Fund
13.99%12.67%12.28%2.89%9.61%14.34%3.96%23.49%20.86%1.32%1.03%10.86%
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%0.00%

Drawdowns

PSTKX vs. CSPX.L - Drawdown Comparison

The maximum PSTKX drawdown since its inception was -62.59%, 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 PSTKX and CSPX.L.


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Drawdown Indicators


PSTKXCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-33.90%

-28.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-11.83%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-24.39%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-36.45%

-33.90%

-2.55%

Current Drawdown

Current decline from peak

-13.72%

-7.71%

-6.01%

Average Drawdown

Average peak-to-trough decline

-9.38%

-3.75%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

1.82%

+2.46%

Volatility

PSTKX vs. CSPX.L - Volatility Comparison

PIMCO StocksPLUS Fund (PSTKX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) have volatilities of 4.32% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTKXCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.18%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

8.53%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

15.96%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

15.92%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

16.13%

+2.53%