R1VL.L vs. CSP1.L
R1VL.L (iShares Russell 1000 Value UCITS ETF) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - R1VL.L is a Global Equities fund tracking the iShares Russell 1000 Value 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, R1VL.L returned 17.59%/yr vs 20.23%/yr for CSP1.L. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
R1VL.L vs. CSP1.L - Performance Comparison
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Different Trading Currencies
R1VL.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, R1VL.L achieves a 17.42% return, which is significantly higher than CSP1.L's 10.64% return.
R1VL.L
- 1D
- -0.06%
- 1M
- 1.32%
- 6M
- 14.08%
- YTD
- 17.42%
- 1Y
- 28.37%
- 3Y*
- 17.59%
- 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%
R1VL.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1VL.L iShares Russell 1000 Value UCITS ETF | 17.42% | 16.01% | 13.45% | 6.43% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.64% | 17.63% | 25.22% | 9.54% |
Correlation
The correlation between R1VL.L and CSP1.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.67 |
The correlation between R1VL.L and CSP1.L has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.
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Return for Risk
R1VL.L vs. CSP1.L — Risk / Return Rank
R1VL.L
CSP1.L
R1VL.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value UCITS ETF (R1VL.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.
| R1VL.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.33 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.07 | 2.55 | +2.52 |
| Martin ratioReturn relative to average drawdown | 18.94 | 10.42 | +8.52 |
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Drawdowns
R1VL.L vs. CSP1.L - Drawdown Comparison
The maximum R1VL.L drawdown since its inception was -16.43%, smaller than the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for R1VL.L and CSP1.L.
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Drawdown Indicators
| R1VL.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -33.51% | +17.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -8.68% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -19.33% | +2.90% |
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 | -0.28% | -0.22% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -4.07% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.13% | -0.58% |
Volatility
R1VL.L vs. CSP1.L - Volatility Comparison
The current volatility for iShares Russell 1000 Value UCITS ETF (R1VL.L) is 2.53%, while iShares Core S&P 500 UCITS ETF (CSP1.L) has a volatility of 3.12%. This indicates that R1VL.L experiences smaller price fluctuations and is considered to be less risky 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
| R1VL.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.12% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 8.66% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.50% | 11.64% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 20.99% | -8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.60% | 18.84% | -6.24% |
Dividends
R1VL.L vs. CSP1.L - Dividend Comparison
Neither R1VL.L nor CSP1.L has paid dividends to shareholders.
Frequently Asked Questions
R1VL.L and CSP1.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
R1VL.L is categorized as Global Equities, while CSP1.L is S&P 500. R1VL.L tracks iShares Russell 1000 Value UCITS ETF, while CSP1.L tracks S&P 500 Index.
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