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SAUS.L vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAUS.L and CSPX.L is 0.47, 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.


-0.50.00.51.00.5

Performance

SAUS.L vs. CSPX.L - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.68%
9.51%
SAUS.L
CSPX.L

Key characteristics

Sharpe Ratio

SAUS.L:

0.57

CSPX.L:

1.65

Sortino Ratio

SAUS.L:

0.90

CSPX.L:

2.21

Omega Ratio

SAUS.L:

1.11

CSPX.L:

1.32

Calmar Ratio

SAUS.L:

0.90

CSPX.L:

2.23

Martin Ratio

SAUS.L:

2.83

CSPX.L:

10.21

Ulcer Index

SAUS.L:

2.76%

CSPX.L:

2.08%

Daily Std Dev

SAUS.L:

13.70%

CSPX.L:

12.89%

Max Drawdown

SAUS.L:

-38.14%

CSPX.L:

-9.49%

Current Drawdown

SAUS.L:

-4.65%

CSPX.L:

-0.61%

Returns By Period

The year-to-date returns for both stocks are quite close, with SAUS.L having a 2.97% return and CSPX.L slightly lower at 2.88%.


SAUS.L

YTD

2.97%

1M

-2.47%

6M

1.81%

1Y

8.30%

5Y*

6.39%

10Y*

7.05%

CSPX.L

YTD

2.88%

1M

0.02%

6M

9.51%

1Y

22.41%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SAUS.L vs. CSPX.L - Expense Ratio Comparison

SAUS.L has a 0.50% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.


SAUS.L
iShares MSCI Australia UCITS ETF
Expense ratio chart for SAUS.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SAUS.L vs. CSPX.L — Risk-Adjusted Performance Rank

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

SAUS.L
The Risk-Adjusted Performance Rank of SAUS.L is 2727
Overall Rank
The Sharpe Ratio Rank of SAUS.L is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SAUS.L is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SAUS.L is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SAUS.L is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SAUS.L is 3232
Martin Ratio Rank

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 7171
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAUS.L vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (SAUS.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.


Sharpe ratio
The chart of Sharpe ratio for SAUS.L, currently valued at 0.49, compared to the broader market0.002.004.000.491.65
The chart of Sortino ratio for SAUS.L, currently valued at 0.80, compared to the broader market0.005.0010.000.802.21
The chart of Omega ratio for SAUS.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.32
The chart of Calmar ratio for SAUS.L, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.752.23
The chart of Martin ratio for SAUS.L, currently valued at 1.74, compared to the broader market0.0020.0040.0060.0080.00100.001.7410.21
SAUS.L
CSPX.L

The current SAUS.L Sharpe Ratio is 0.57, which is lower than the CSPX.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SAUS.L 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.49
1.65
SAUS.L
CSPX.L

Dividends

SAUS.L vs. CSPX.L - Dividend Comparison

Neither SAUS.L nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SAUS.L vs. CSPX.L - Drawdown Comparison

The maximum SAUS.L drawdown since its inception was -38.14%, which is greater than CSPX.L's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for SAUS.L and CSPX.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.95%
-0.61%
SAUS.L
CSPX.L

Volatility

SAUS.L vs. CSPX.L - Volatility Comparison

iShares MSCI Australia UCITS ETF (SAUS.L) has a higher volatility of 3.84% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.64%. This indicates that SAUS.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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.84%
3.64%
SAUS.L
CSPX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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