SP5L.L vs. CSPX.AS
Compare and contrast key facts about Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS).
SP5L.L and CSPX.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SP5L.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 9, 2014. CSPX.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both SP5L.L and CSPX.AS 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: SP5L.L or CSPX.AS.
Key characteristics
| SP5L.L | CSPX.AS | |
|---|---|---|
| YTD Return | 25.62% | 32.36% |
| 1Y Return | 31.92% | 39.25% |
| 3Y Return (Ann) | 11.84% | 12.53% |
| 5Y Return (Ann) | 15.95% | 16.20% |
| Sharpe Ratio | 2.81 | 3.10 |
| Sortino Ratio | 4.00 | 4.20 |
| Omega Ratio | 1.55 | 1.64 |
| Calmar Ratio | 4.88 | 4.51 |
| Martin Ratio | 19.85 | 20.15 |
| Ulcer Index | 1.58% | 1.85% |
| Daily Std Dev | 11.15% | 11.98% |
| Max Drawdown | -25.47% | -33.65% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SP5L.L and CSPX.AS is 0.93, 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
SP5L.L vs. CSPX.AS - Performance Comparison
In the year-to-date period, SP5L.L achieves a 25.62% return, which is significantly lower than CSPX.AS's 32.36% 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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SP5L.L vs. CSPX.AS - Expense Ratio Comparison
Both SP5L.L and CSPX.AS 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
SP5L.L vs. CSPX.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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
SP5L.L vs. CSPX.AS - Dividend Comparison
Neither SP5L.L nor CSPX.AS has paid dividends to shareholders.
Drawdowns
SP5L.L vs. CSPX.AS - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum CSPX.AS drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for SP5L.L and CSPX.AS. For additional features, visit the drawdowns tool.
Volatility
SP5L.L vs. CSPX.AS - Volatility Comparison
The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 3.31%, while iShares Core S&P 500 UCITS ETF (CSPX.AS) has a volatility of 3.58%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.