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

Performance

SPGP.L vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Gold Producers UCITS ETF (SPGP.L) 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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Different Trading Currencies

SPGP.L is traded in GBp, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPGP.L achieves a -9.84% return, which is significantly lower than CSPX.L's 10.58% return. Over the past 10 years, SPGP.L has underperformed CSPX.L with an annualized return of 12.38%, while CSPX.L has yielded a comparatively higher 15.70% annualized return.


SPGP.L

1D
-4.05%
1M
-9.78%
YTD
-9.84%
6M
-13.66%
1Y
50.38%
3Y*
36.59%
5Y*
19.42%
10Y*
12.38%

CSPX.L

1D
0.77%
1M
1.00%
YTD
10.58%
6M
10.60%
1Y
27.18%
3Y*
19.40%
5Y*
14.13%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGP.L vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGP.L
iShares Gold Producers UCITS ETF
-9.84%137.41%12.81%3.72%-0.45%-9.15%19.43%41.00%-4.37%-2.80%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
10.58%9.09%27.44%20.40%-9.06%30.58%14.17%25.59%0.15%11.09%

Correlation

The correlation between SPGP.L and CSPX.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.11

The correlation between SPGP.L and CSPX.L shifts across timeframes, from 0.11 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPGP.L vs. CSPX.L — Risk / Return Rank

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

SPGP.L
SPGP.L Risk / Return Rank: 3333
Overall Rank
SPGP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3434
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3030
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 6767
Overall Rank
CSPX.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 6464
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.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.

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.


SPGP.LCSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.49

3.75

-2.26

Martin ratioReturn relative to average drawdown

3.96

12.51

-8.55

SPGP.L vs. CSPX.L - Sharpe Ratio Comparison

The current SPGP.L Sharpe Ratio is 1.17, which is lower than the CSPX.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPGP.L and CSPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPGP.L vs. CSPX.L - Drawdown Comparison

The maximum SPGP.L drawdown since its inception was -86.56%, which is greater than CSPX.L's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for SPGP.L and CSPX.L.


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Drawdown Indicators


SPGP.LCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-86.56%

-25.99%

-60.57%

Max Drawdown (1Y)

Largest decline over 1 year

-33.69%

-7.22%

-26.47%

Max Drawdown (3Y)

Largest decline over 3 years

-33.69%

-21.16%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-21.16%

-13.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

-25.99%

-17.72%

Current Drawdown

Current decline from peak

-32.49%

-0.57%

-31.92%

Average Drawdown

Average peak-to-trough decline

-60.18%

-3.28%

-56.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

2.17%

+10.52%

Volatility

SPGP.L vs. CSPX.L - Volatility Comparison

iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 16.42% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.81%. This indicates that SPGP.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.


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Volatility by Period


SPGP.LCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

3.81%

+12.61%

Volatility (6M)

Calculated over the trailing 6-month period

35.24%

9.15%

+26.09%

Volatility (1Y)

Calculated over the trailing 1-year period

43.02%

12.25%

+30.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.25%

15.50%

+19.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

16.26%

+17.56%

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

SPGP.L has a 0.55% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.


Dividends

SPGP.L vs. CSPX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPGP.L and CSPX.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.55% for SPGP.L.

SPGP.L is categorized as Gold, while CSPX.L is S&P 500. SPGP.L tracks EMIX Global Mining Global Gold TR USD, while CSPX.L tracks S&P 500 Index. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.55% for SPGP.L and 0.07% for CSPX.L.

Portfolio Optimizer

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