VVV vs. CSPX.L

Last updated Apr 2, 2026

Compare and contrast key facts about Valvoline Inc. (VVV) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).

CSPX.L is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.

Performance

VVV vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valvoline Inc. (VVV) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

VVV vs. CSPX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VVV Valvoline Inc.	17.31%	-19.68%	-3.73%	15.10%	-11.05%	63.81%	10.53%	13.02%	-21.59%	17.70%
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc)	-4.10%	17.45%	25.25%	26.74%	-18.72%	29.35%	17.62%	30.55%	-5.46%	21.60%

Returns By Period

In the year-to-date period, VVV achieves a 17.31% return, which is significantly higher than CSPX.L's -4.10% return.

VVV

• 1D: 1.22%
• 1M: -10.99%
• YTD: 17.31%
• 6M: -4.83%
• 1Y: -2.79%
• 3Y*: -0.82%
• 5Y*: 6.01%
• 10Y*: —

CSPX.L

• 1D: 2.48%
• 1M: -3.68%
• YTD: -4.10%
• 6M: -0.96%
• 1Y: 18.28%
• 3Y*: 18.66%
• 5Y*: 11.79%
• 10Y*: 13.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VVV vs. CSPX.L — Risk / Return Rank

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

VVV

VVV Risk / Return Rank: 35
VVV Sharpe Ratio Rank: 36
VVV Sortino Ratio Rank: 31
VVV Omega Ratio Rank: 31
VVV Calmar Ratio Rank: 38
VVV Martin Ratio Rank: 38

CSPX.L

CSPX.L Risk / Return Rank: 75
CSPX.L Sharpe Ratio Rank: 62
CSPX.L Sortino Ratio Rank: 61
CSPX.L Omega Ratio Rank: 63
CSPX.L Calmar Ratio Rank: 93
CSPX.L Martin Ratio Rank: 95

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.

VVV vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valvoline Inc. (VVV) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.

	VVV	CSPX.L	Difference
Sharpe ratio Return per unit of total volatility	-0.09	1.12	-1.21
Sortino ratio Return per unit of downside risk	0.10	1.64	-1.54
Omega ratio Gain probability vs. loss probability	1.01	1.24	-0.23
Calmar ratio Return relative to maximum drawdown	-0.07	3.49	-3.56
Martin ratio Return relative to average drawdown	-0.15	15.57	-15.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VVV vs. CSPX.L - Sharpe Ratio Comparison

The current VVV Sharpe Ratio is -0.09, which is lower than the CSPX.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of VVV and CSPX.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.

Sharpe Ratios by Period

	VVV	CSPX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	1.12	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.74	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.88	-0.72

Correlation

The correlation between VVV and CSPX.L is 0.28, 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.

Dividends

VVV vs. CSPX.L - Dividend Comparison

Neither VVV nor CSPX.L has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VVV Valvoline Inc.	0.00%	0.00%	0.00%	0.00%	1.53%	1.34%	2.01%	2.01%	1.70%	0.88%	0.23%
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VVV vs. CSPX.L - Drawdown Comparison

The maximum VVV drawdown since its inception was -62.46%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for VVV and CSPX.L.

Drawdown Indicators

	VVV	CSPX.L	Difference
Max Drawdown Largest peak-to-trough decline	-62.46%	-33.90%	-28.56%
Max Drawdown (1Y) Largest decline over 1 year	-29.01%	-11.83%	-17.18%
Max Drawdown (5Y) Largest decline over 5 years	-39.35%	-24.39%	-14.96%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-28.38%	-5.43%	-22.95%
Average Drawdown Average peak-to-trough decline	-13.73%	-3.76%	-9.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.08%	1.83%	+12.25%

Volatility

VVV vs. CSPX.L - Volatility Comparison

Valvoline Inc. (VVV) has a higher volatility of 8.18% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.90%. This indicates that VVV's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VVV	CSPX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.18%	4.90%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	21.66%	8.88%	+12.78%
Volatility (1Y) Calculated over the trailing 1-year period	31.62%	16.12%	+15.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.93%	15.95%	+12.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.80%	16.15%	+16.65%