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UFSD.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UFSD.L vs. CSP1.L

Last updated Jun 5, 2026

UFSD.L (iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - UFSD.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UFSD.L returned 11.72%/yr vs 13.73%/yr for CSP1.L. Their correlation of 0.89 suggests significant overlap in exposure. UFSD.L charges 0.35%/yr vs 0.07%/yr for CSP1.L.

Performance

UFSD.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UFSD.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UFSD.L achieves a 11.83% return, which is significantly higher than CSP1.L's 10.28% return.

UFSD.L

1D
-0.16%
1M
5.86%
YTD
11.83%
6M
12.19%
1Y
28.95%
3Y*
21.46%
5Y*
11.72%
10Y*
—

CSP1.L

1D
0.10%
1M
3.24%
YTD
10.28%
6M
10.66%
1Y
27.60%
3Y*
22.09%
5Y*
13.73%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UFSD.L vs. CSP1.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
UFSD.L
iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)		11.83%18.04%22.38%17.71%-16.20%25.12%10.42%25.31%-10.95%
CSP1.L
iShares Core S&P 500 UCITS ETF		10.28%17.63%25.22%26.11%-18.77%29.88%17.14%31.49%-6.89%

Correlation

The correlation between UFSD.L and CSP1.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.89

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

0.89

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

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2018

0.89

The correlation between UFSD.L and CSP1.L has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

UFSD.L vs. CSP1.L - Sectors Allocation Comparison

Sectors
UFSD.L
CSP1.L

Technology

39.6%
38.0%

Financial Services

11.8%
11.3%

Communication Services

11.0%
10.7%

Consumer Cyclical

10.7%
9.9%

Healthcare

8.7%
8.4%

Industrials

5.0%
7.9%

Consumer Defensive

4.2%
4.7%

Energy

3.8%
3.4%

Utilities

2.2%
2.2%

Basic Materials

1.5%
1.7%

Real Estate

1.3%
1.9%

Technology

UFSD.L
39.6%
CSP1.L
38.0%

Financial Services

UFSD.L
11.8%
CSP1.L
11.3%

Communication Services

UFSD.L
11.0%
CSP1.L
10.7%

Consumer Cyclical

UFSD.L
10.7%
CSP1.L
9.9%

Healthcare

UFSD.L
8.7%
CSP1.L
8.4%

Industrials

UFSD.L
5.0%
CSP1.L
7.9%

Consumer Defensive

UFSD.L
4.2%
CSP1.L
4.7%

Energy

UFSD.L
3.8%
CSP1.L
3.4%

Utilities

UFSD.L
2.2%
CSP1.L
2.2%

Basic Materials

UFSD.L
1.5%
CSP1.L
1.7%

Real Estate

UFSD.L
1.3%
CSP1.L
1.9%

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)

iShares Core S&P 500 UCITS ETF

Often compared with UFSD.L:
UFSD.L vs. VTIUFSD.L vs. VOOUFSD.L vs. FEXU.LUFSD.L vs. SWDA.LUFSD.L vs. BBSU.LUFSD.L vs. CAPU.LUFSD.L vs. CNDX.L
Often compared with CSP1.L:
CSP1.L vs. CSPX.LCSP1.L vs. VUAG.LCSP1.L vs. SPYCSP1.L vs. IUSA.LCSP1.L vs. VUAA.LCSP1.L vs. SPY5.LCSP1.L vs. VOO

Return for Risk

UFSD.L vs. CSP1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UFSD.L
UFSD.L Risk / Return Rank: 7979
Overall Rank
UFSD.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UFSD.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UFSD.L Omega Ratio Rank: 7777
Omega Ratio Rank
UFSD.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
UFSD.L Martin Ratio Rank: 8080
Martin Ratio Rank
CSP1.L
CSP1.L Risk / Return Rank: 8282
Overall Rank
CSP1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7878
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.

UFSD.L vs. CSP1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.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.

UFSD.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility
2.48
2.48

0.00

Sortino ratioReturn per unit of downside risk
3.66
3.57

+0.09

Omega ratioGain probability vs. loss probability

1.45

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

3.80

3.20

+0.60

Martin ratioReturn relative to average drawdown

15.45

13.82

+1.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UFSD.L vs. CSP1.L - Sharpe Ratio Comparison

The current UFSD.L Sharpe Ratio is 2.48, which is comparable to the CSP1.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of UFSD.L and CSP1.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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Sharpe Ratios by Period

UFSD.LCSP1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.48

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.88

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.00

-0.34

Drawdowns

UFSD.L vs. CSP1.L - Drawdown Comparison

The maximum UFSD.L drawdown since its inception was -35.77%, which is greater than CSP1.L's maximum drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for UFSD.L and CSP1.L.

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Drawdown Indicators

UFSD.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.77%

-33.51%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-8.68%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.36%

-18.69%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.86%

-25.16%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.51%

—

Current Drawdown

Current decline from peak

-1.05%

-0.55%

-0.50%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.87%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.01%

-0.14%

Volatility

UFSD.L vs. CSP1.L - Volatility Comparison

iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) has a higher volatility of 3.36% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.58%. This indicates that UFSD.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.

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Volatility by Period

UFSD.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

2.58%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

7.99%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

11.21%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.68%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

16.12%

+1.47%

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

UFSD.L has a 0.35% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.

Dividends

UFSD.L vs. CSP1.L - Dividend Comparison

UFSD.L's dividend yield for the trailing twelve months is around 0.80%, while CSP1.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
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%
UFSD.L
iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)		0.80%0.89%0.86%1.12%1.51%0.75%1.11%1.41%1.23%

Frequently Asked Questions

UFSD.L and CSP1.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.35% for UFSD.L.

UFSD.L is categorized as Large Cap Blend Equities, while CSP1.L is S&P 500. UFSD.L tracks Russell 1000 TR USD, while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.35% for UFSD.L and 0.07% for CSP1.L.

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