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U10C.L vs. CSP1.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between U10C.L and CSP1.L is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

U10C.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.99%
9.29%
U10C.L
CSP1.L

Key characteristics

Sharpe Ratio

U10C.L:

0.07

CSP1.L:

1.89

Sortino Ratio

U10C.L:

0.19

CSP1.L:

2.68

Omega Ratio

U10C.L:

1.02

CSP1.L:

1.36

Calmar Ratio

U10C.L:

0.03

CSP1.L:

3.47

Martin Ratio

U10C.L:

0.15

CSP1.L:

13.25

Ulcer Index

U10C.L:

6.12%

CSP1.L:

1.64%

Daily Std Dev

U10C.L:

12.90%

CSP1.L:

11.60%

Max Drawdown

U10C.L:

-40.18%

CSP1.L:

-25.48%

Current Drawdown

U10C.L:

-32.50%

CSP1.L:

-2.33%

Returns By Period

In the year-to-date period, U10C.L achieves a 0.98% return, which is significantly lower than CSP1.L's 2.20% return.


U10C.L

YTD

0.98%

1M

1.36%

6M

-6.35%

1Y

0.84%

5Y*

N/A

10Y*

N/A

CSP1.L

YTD

2.20%

1M

-1.32%

6M

13.34%

1Y

24.00%

5Y*

14.81%

10Y*

15.15%

*Annualized

Compare stocks, funds, or ETFs

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


U10C.L vs. CSP1.L - Expense Ratio Comparison

Both U10C.L and CSP1.L 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%.


U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
Expense ratio chart for U10C.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%
Expense ratio chart for CSP1.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

U10C.L vs. CSP1.L — Risk-Adjusted Performance Rank

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

U10C.L
The Risk-Adjusted Performance Rank of U10C.L is 88
Overall Rank
The Sharpe Ratio Rank of U10C.L is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of U10C.L is 88
Sortino Ratio Rank
The Omega Ratio Rank of U10C.L is 88
Omega Ratio Rank
The Calmar Ratio Rank of U10C.L is 88
Calmar Ratio Rank
The Martin Ratio Rank of U10C.L is 88
Martin Ratio Rank

CSP1.L
The Risk-Adjusted Performance Rank of CSP1.L is 8282
Overall Rank
The Sharpe Ratio Rank of CSP1.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CSP1.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of CSP1.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CSP1.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CSP1.L is 8686
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.

U10C.L vs. CSP1.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.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.


Sharpe ratio
The chart of Sharpe ratio for U10C.L, currently valued at 0.07, compared to the broader market0.002.004.000.071.88
The chart of Sortino ratio for U10C.L, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.0012.000.192.60
The chart of Omega ratio for U10C.L, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.35
The chart of Calmar ratio for U10C.L, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.032.90
The chart of Martin ratio for U10C.L, currently valued at 0.15, compared to the broader market0.0020.0040.0060.0080.00100.000.1511.24
U10C.L
CSP1.L

The current U10C.L Sharpe Ratio is 0.07, which is lower than the CSP1.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of U10C.L and CSP1.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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.07
1.88
U10C.L
CSP1.L

Dividends

U10C.L vs. CSP1.L - Dividend Comparison

Neither U10C.L nor CSP1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

U10C.L vs. CSP1.L - Drawdown Comparison

The maximum U10C.L drawdown since its inception was -40.18%, 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 U10C.L and CSP1.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.50%
-0.29%
U10C.L
CSP1.L

Volatility

U10C.L vs. CSP1.L - Volatility Comparison

Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and iShares Core S&P 500 UCITS ETF (CSP1.L) have volatilities of 3.51% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.51%
3.36%
U10C.L
CSP1.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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