R1GR.L vs. CSP1.L
R1GR.L (iShares Russell 1000 Growth UCITS ETF) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - R1GR.L is a Global Equities fund tracking the iShares Russell 1000 Growth UCITS ETF, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, R1GR.L returned 20.56%/yr vs 20.23%/yr for CSP1.L. Their correlation of 0.86 suggests significant overlap in exposure.
Performance
R1GR.L vs. CSP1.L - Performance Comparison
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Different Trading Currencies
R1GR.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, R1GR.L achieves a 3.02% return, which is significantly lower than CSP1.L's 10.64% return.
R1GR.L
- 1D
- -0.21%
- 1M
- -1.39%
- 6M
- 4.77%
- YTD
- 3.02%
- 1Y
- 13.82%
- 3Y*
- 20.56%
- 5Y*
- —
- 10Y*
- —
CSP1.L
- 1D
- 0.64%
- 1M
- 0.52%
- 6M
- 10.36%
- YTD
- 10.64%
- 1Y
- 22.24%
- 3Y*
- 20.23%
- 5Y*
- 13.16%
- 10Y*
- 15.00%
R1GR.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1GR.L iShares Russell 1000 Growth UCITS ETF | 3.02% | 17.39% | 34.17% | 10.92% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.64% | 17.63% | 25.22% | 9.54% |
Correlation
The correlation between R1GR.L and CSP1.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.86 |
The correlation between R1GR.L and CSP1.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
R1GR.L vs. CSP1.L — Risk / Return Rank
R1GR.L
CSP1.L
R1GR.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF (R1GR.L) and iShares Core S&P 500 UCITS ETF (CSP1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| R1GR.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.55 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.86 | 10.42 | -7.56 |
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Drawdowns
R1GR.L vs. CSP1.L - Drawdown Comparison
The maximum R1GR.L drawdown since its inception was -23.18%, smaller than the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for R1GR.L and CSP1.L.
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Drawdown Indicators
| R1GR.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.18% | -33.51% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -8.68% | -7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.18% | -19.33% | -3.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.51% | — |
Current DrawdownCurrent decline from peak | -4.75% | -0.22% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -4.07% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 2.13% | +3.03% |
Volatility
R1GR.L vs. CSP1.L - Volatility Comparison
iShares Russell 1000 Growth UCITS ETF (R1GR.L) has a higher volatility of 5.51% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.12%. This indicates that R1GR.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R1GR.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.12% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 8.66% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 11.64% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 20.99% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.84% | -0.81% |
Dividends
R1GR.L vs. CSP1.L - Dividend Comparison
Neither R1GR.L nor CSP1.L has paid dividends to shareholders.
Frequently Asked Questions
R1GR.L and CSP1.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
R1GR.L is categorized as Global Equities, while CSP1.L is S&P 500. R1GR.L tracks iShares Russell 1000 Growth UCITS ETF, while CSP1.L tracks S&P 500 Index.
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