VUAG.L vs. CSP1.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L).
VUAG.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. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. 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 VUAG.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: VUAG.L or CSP1.L.
Performance
VUAG.L vs. CSP1.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VUAG.L having a 25.15% return and CSP1.L slightly higher at 25.16%.
VUAG.L
25.15%
3.99%
12.25%
4.44%
15.50%
N/A
CSP1.L
25.16%
3.69%
12.23%
29.89%
15.57%
15.23%
Key characteristics
| VUAG.L | CSP1.L | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.66 |
| Sortino Ratio | 3.76 | 3.79 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 1.48 | 4.76 |
| Martin Ratio | 18.76 | 18.92 |
| Ulcer Index | 1.59% | 1.58% |
| Daily Std Dev | 33.12% | 11.18% |
| Max Drawdown | -25.61% | -25.48% |
| Current Drawdown | -1.22% | -1.22% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUAG.L vs. CSP1.L - Expense Ratio Comparison
Both VUAG.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%.
Correlation
The correlation between VUAG.L and CSP1.L is 0.99, 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.
Risk-Adjusted Performance
VUAG.L vs. CSP1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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
VUAG.L vs. CSP1.L - Dividend Comparison
Neither VUAG.L nor CSP1.L has paid dividends to shareholders.
Drawdowns
VUAG.L vs. CSP1.L - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -25.61%, roughly equal to the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for VUAG.L and CSP1.L. For additional features, visit the drawdowns tool.
Volatility
VUAG.L vs. CSP1.L - Volatility Comparison
Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L) have volatilities of 3.62% and 3.68%, 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.