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

Performance

SPXP.L vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF (SPXP.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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Key characteristics

Sharpe Ratio

SPXP.L:

0.41

CSPX.L:

0.74

Sortino Ratio

SPXP.L:

0.64

CSPX.L:

1.05

Omega Ratio

SPXP.L:

1.09

CSPX.L:

1.15

Calmar Ratio

SPXP.L:

0.31

CSPX.L:

0.67

Martin Ratio

SPXP.L:

0.85

CSPX.L:

2.60

Ulcer Index

SPXP.L:

7.55%

CSPX.L:

4.78%

Daily Std Dev

SPXP.L:

16.71%

CSPX.L:

17.46%

Max Drawdown

SPXP.L:

-25.46%

CSPX.L:

-33.90%

Current Drawdown

SPXP.L:

-6.70%

CSPX.L:

-0.83%

Returns By Period

In the year-to-date period, SPXP.L achieves a -2.37% return, which is significantly lower than CSPX.L's 5.59% return. Over the past 10 years, SPXP.L has outperformed CSPX.L with an annualized return of 14.95%, while CSPX.L has yielded a comparatively lower 13.25% annualized return.


SPXP.L

YTD
-2.37%
1M
3.67%
6M
-3.14%
1Y
6.95%
3Y*
13.75%
5Y*
14.75%
10Y*
14.95%

CSPX.L

YTD
5.59%
1M
3.97%
6M
5.33%
1Y
12.99%
3Y*
18.16%
5Y*
16.18%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco S&P 500 UCITS ETF

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

SPXP.L has a 0.05% expense ratio, which is lower than CSPX.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

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

SPXP.L
The Risk-Adjusted Performance Rank of SPXP.L is 3232
Overall Rank
The Sharpe Ratio Rank of SPXP.L is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXP.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SPXP.L is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SPXP.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SPXP.L is 2929
Martin Ratio Rank

CSPX.L
The Risk-Adjusted Performance Rank of CSPX.L is 5656
Overall Rank
The Sharpe Ratio Rank of CSPX.L is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPX.L is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CSPX.L is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CSPX.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of CSPX.L is 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.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.


The current SPXP.L Sharpe Ratio is 0.41, which is lower than the CSPX.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPXP.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between SPXP.L and CSPX.L is 0.58, 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.


Dividends

SPXP.L vs. CSPX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPXP.L vs. CSPX.L - Drawdown Comparison

The maximum SPXP.L drawdown since its inception was -25.46%, smaller than the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for SPXP.L and CSPX.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPXP.L vs. CSPX.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (SPXP.L) is 2.29%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 2.98%. This indicates that SPXP.L experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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