SPY5.L vs. CSP1.L
Compare and contrast key facts about SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) and iShares Core S&P 500 UCITS ETF (CSP1.L).
SPY5.L and CSP1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPY5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. CSP1.L 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 SPY5.L and CSP1.L 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: SPY5.L or CSP1.L.
Key characteristics
| SPY5.L | CSP1.L | |
|---|---|---|
| YTD Return | 26.37% | 26.31% |
| 1Y Return | 37.31% | 32.12% |
| 3Y Return (Ann) | 9.96% | 11.89% |
| 5Y Return (Ann) | 15.61% | 15.88% |
| 10Y Return (Ann) | 13.16% | 15.38% |
| Sharpe Ratio | 3.00 | 2.84 |
| Sortino Ratio | 4.16 | 4.04 |
| Omega Ratio | 1.57 | 1.55 |
| Calmar Ratio | 4.50 | 5.06 |
| Martin Ratio | 19.40 | 20.14 |
| Ulcer Index | 1.77% | 1.58% |
| Daily Std Dev | 11.64% | 11.13% |
| Max Drawdown | -33.89% | -25.48% |
| Current Drawdown | -0.30% | 0.00% |
Correlation
The correlation between SPY5.L and CSP1.L is 0.88, 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
SPY5.L vs. CSP1.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPY5.L having a 26.37% return and CSP1.L slightly lower at 26.31%. Over the past 10 years, SPY5.L has underperformed CSP1.L with an annualized return of 13.16%, while CSP1.L has yielded a comparatively higher 15.38% annualized 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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SPY5.L vs. CSP1.L - Expense Ratio Comparison
SPY5.L has a 0.03% expense ratio, which is lower than CSP1.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%.
Risk-Adjusted Performance
SPY5.L vs. CSP1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P 500 UCITS ETF (Dist) (SPY5.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.
Dividends
SPY5.L vs. CSP1.L - Dividend Comparison
SPY5.L's dividend yield for the trailing twelve months is around 1.03%, while CSP1.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L SPDR® S&P 500 UCITS ETF (Dist) | 1.03% | 1.19% | 1.40% | 0.99% | 1.28% | 1.71% | 2.20% | 2.29% | 1.64% | 1.73% | 1.49% | 1.48% |
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPY5.L vs. CSP1.L - Drawdown Comparison
The maximum SPY5.L drawdown since its inception was -33.89%, which is greater than CSP1.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for SPY5.L and CSP1.L. For additional features, visit the drawdowns tool.
Volatility
SPY5.L vs. CSP1.L - Volatility Comparison
SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) has a higher volatility of 3.73% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.40%. This indicates that SPY5.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.