VUAA.DE vs. CSP1.L
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from Vanguard and iShares respectively. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.30%/yr vs 14.23%/yr for CSP1.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
VUAA.DE vs. CSP1.L - Performance Comparison
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Different Trading Currencies
VUAA.DE is traded in EUR, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with VUAA.DE having a 9.96% return and CSP1.L slightly lower at 9.90%.
VUAA.DE
- 1D
- 1.54%
- 1M
- 0.58%
- YTD
- 9.96%
- 6M
- 10.78%
- 1Y
- 24.90%
- 3Y*
- 18.05%
- 5Y*
- 14.30%
- 10Y*
- —
CSP1.L
- 1D
- 1.37%
- 1M
- 0.52%
- YTD
- 9.90%
- 6M
- 10.98%
- 1Y
- 24.79%
- 3Y*
- 17.89%
- 5Y*
- 14.23%
- 10Y*
- 14.86%
VUAA.DE vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.96% | 4.69% | 32.69% | 22.51% | -14.29% | 40.75% | 5.89% |
CSP1.L iShares Core S&P 500 UCITS ETF | 9.90% | 3.67% | 33.49% | 22.33% | -13.74% | 39.60% | 5.46% |
Correlation
The correlation between VUAA.DE and CSP1.L is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.93 |
The correlation between VUAA.DE and CSP1.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
VUAA.DE vs. CSP1.L — Risk / Return Rank
VUAA.DE
CSP1.L
VUAA.DE vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) 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.
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.
| VUAA.DE | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.37 | +0.11 |
| Martin ratioReturn relative to average drawdown | 12.44 | 12.09 | +0.35 |
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Drawdowns
VUAA.DE vs. CSP1.L - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, roughly equal to the maximum CSP1.L drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and CSP1.L.
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Drawdown Indicators
| VUAA.DE | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -32.91% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -7.17% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -22.35% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -22.35% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.91% | — |
Current DrawdownCurrent decline from peak | -1.74% | -1.87% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -4.35% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.00% | -0.04% |
Volatility
VUAA.DE vs. CSP1.L - Volatility Comparison
Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and iShares Core S&P 500 UCITS ETF (CSP1.L) have volatilities of 3.07% and 3.02%, 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.
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Volatility by Period
| VUAA.DE | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.02% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 7.72% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 11.51% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 20.58% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 18.89% | -1.28% |
VUAA.DE vs. CSP1.L - Expense Ratio Comparison
Both VUAA.DE 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%.
Dividends
VUAA.DE vs. CSP1.L - Dividend Comparison
Neither VUAA.DE nor CSP1.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
With a correlation of 0.95, VUAA.DE and CSP1.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE and CSP1.L have the same expense ratio: 0.07% per year.
Both ETFs track S&P 500 Index. They also come from different issuers: Vanguard and iShares.
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