VWRD.L vs. CSSPX.MI
VWRD.L (Vanguard FTSE All-World UCITS ETF) and CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - VWRD.L is a Global Equities fund tracking the FTSE All-World Index, while CSSPX.MI is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, VWRD.L returned 12.64%/yr vs 15.22%/yr for CSSPX.MI. Their correlation of 0.82 suggests significant overlap in exposure. VWRD.L charges 0.22%/yr vs 0.07%/yr for CSSPX.MI.
Performance
VWRD.L vs. CSSPX.MI - Performance Comparison
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Different Trading Currencies
VWRD.L is traded in USD, while CSSPX.MI is traded in EUR. To make them comparable, the CSSPX.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWRD.L achieves a 11.63% return, which is significantly higher than CSSPX.MI's 10.07% return. Over the past 10 years, VWRD.L has underperformed CSSPX.MI with an annualized return of 12.64%, while CSSPX.MI has yielded a comparatively higher 15.22% annualized return.
VWRD.L
- 1D
- -0.10%
- 1M
- 4.28%
- YTD
- 11.63%
- 6M
- 13.01%
- 1Y
- 28.61%
- 3Y*
- 21.10%
- 5Y*
- 11.25%
- 10Y*
- 12.64%
CSSPX.MI
- 1D
- -0.00%
- 1M
- 4.51%
- YTD
- 10.07%
- 6M
- 11.13%
- 1Y
- 27.79%
- 3Y*
- 22.11%
- 5Y*
- 13.70%
- 10Y*
- 15.22%
VWRD.L vs. CSSPX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWRD.L Vanguard FTSE All-World UCITS ETF | 11.63% | 22.38% | 17.65% | 22.31% | -18.19% | 18.52% | 16.13% | 25.67% | -9.70% | 24.36% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 10.07% | 17.71% | 26.11% | 25.89% | -19.28% | 29.78% | 18.08% | 31.43% | -5.70% | 21.80% |
Correlation
The correlation between VWRD.L and CSSPX.MI is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 29, 2012 | 0.82 |
The correlation between VWRD.L and CSSPX.MI has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
VWRD.L vs. CSSPX.MI — Risk / Return Rank
VWRD.L
CSSPX.MI
VWRD.L vs. CSSPX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.
| VWRD.L | CSSPX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 3.25 | -0.01 |
| Martin ratioReturn relative to average drawdown | 13.61 | 13.76 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWRD.L | CSSPX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.42 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.86 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.93 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.90 | -0.09 |
Drawdowns
VWRD.L vs. CSSPX.MI - Drawdown Comparison
The maximum VWRD.L drawdown since its inception was -33.83%, roughly equal to the maximum CSSPX.MI drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for VWRD.L and CSSPX.MI.
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Drawdown Indicators
| VWRD.L | CSSPX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.83% | -34.04% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -8.55% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -19.41% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -24.44% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -34.04% | +0.21% |
Current DrawdownCurrent decline from peak | -0.78% | -0.57% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.85% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.02% | +0.08% |
Volatility
VWRD.L vs. CSSPX.MI - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 3.88% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 2.83%. This indicates that VWRD.L's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRD.L | CSSPX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 2.83% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 8.11% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 11.48% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 15.88% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 16.32% | -0.60% |
VWRD.L vs. CSSPX.MI - Expense Ratio Comparison
VWRD.L has a 0.22% expense ratio, which is higher than CSSPX.MI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VWRD.L vs. CSSPX.MI - Dividend Comparison
VWRD.L's dividend yield for the trailing twelve months is around 1.24%, while CSSPX.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSPX.MI 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% | 0.00% |
VWRD.L Vanguard FTSE All-World UCITS ETF | 1.24% | 1.38% | 1.52% | 1.69% | 2.05% | 1.48% | 1.47% | 1.88% | 2.29% | 1.82% | 2.04% | 2.07% |
Frequently Asked Questions
VWRD.L and CSSPX.MI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRD.L.
VWRD.L is categorized as Global Equities, while CSSPX.MI is S&P 500. VWRD.L tracks FTSE All-World Index, while CSSPX.MI tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRD.L and 0.07% for CSSPX.MI.
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