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VWRP.L vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWRP.L vs. CSPX.L

Last updated Jun 5, 2026

VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - VWRP.L is a Global Equities fund tracking the FTSE All-World Index, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VWRP.L returned 12.46%/yr vs 14.94%/yr for CSPX.L. Their correlation of 0.90 suggests significant overlap in exposure. VWRP.L charges 0.22%/yr vs 0.07%/yr for CSPX.L.

Performance

VWRP.L vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRP.L is traded in GBP, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRP.L achieves a 11.92% return, which is significantly higher than CSPX.L's 10.72% return.

VWRP.L

1D
-0.03%
1M
5.32%
YTD
11.92%
6M
12.40%
1Y
29.91%
3Y*
17.99%
5Y*
12.46%
10Y*
—

CSPX.L

1D
0.00%
1M
5.42%
YTD
10.72%
6M
10.33%
1Y
29.03%
3Y*
19.08%
5Y*
14.94%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. CSPX.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating		11.92%13.94%19.60%15.64%-8.41%20.00%12.27%1.72%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		10.77%9.09%27.44%20.40%-9.06%30.58%14.17%1.35%

Correlation

The correlation between VWRP.L and CSPX.L 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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.90

The correlation between VWRP.L and CSPX.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

VWRP.L vs. CSPX.L - Sectors Allocation Comparison

Sectors
VWRP.L
CSPX.L

Technology

29.0%
38.2%

Financial Services

16.1%
11.1%

Industrials

11.0%
7.9%

Consumer Cyclical

9.4%
10.0%

Communication Services

8.8%
10.9%

Healthcare

8.0%
8.3%

Consumer Defensive

5.0%
4.7%

Energy

4.2%
3.2%

Basic Materials

3.8%
1.7%

Utilities

2.7%
2.2%

Real Estate

1.9%
1.9%

Technology

VWRP.L
29.0%
CSPX.L
38.2%

Financial Services

VWRP.L
16.1%
CSPX.L
11.1%

Industrials

VWRP.L
11.0%
CSPX.L
7.9%

Consumer Cyclical

VWRP.L
9.4%
CSPX.L
10.0%

Communication Services

VWRP.L
8.8%
CSPX.L
10.9%

Healthcare

VWRP.L
8.0%
CSPX.L
8.3%

Consumer Defensive

VWRP.L
5.0%
CSPX.L
4.7%

Energy

VWRP.L
4.2%
CSPX.L
3.2%

Basic Materials

VWRP.L
3.8%
CSPX.L
1.7%

Utilities

VWRP.L
2.7%
CSPX.L
2.2%

Real Estate

VWRP.L
1.9%
CSPX.L
1.9%

Compare stocks, funds, or ETFs

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Vanguard FTSE All-World UCITS ETF (USD) Accumulating

iShares Core S&P 500 UCITS ETF USD (Acc)

Often compared with VWRP.L:
VWRP.L vs. FWRGVWRP.L vs. VWRD.LVWRP.L vs. SWDA.LVWRP.L vs. FWRG.LVWRP.L vs. IWDA.LVWRP.L vs. SSAC.LVWRP.L vs. VUAA.L
Often compared with CSPX.L:
CSPX.L vs. VOOCSPX.L vs. VUAA.LCSPX.L vs. SPYCSPX.L vs. CSPX.ASCSPX.L vs. CSP1.LCSPX.L vs. VWRL.ASCSPX.L vs. IVV

Return for Risk

VWRP.L vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWRP.L
VWRP.L Risk / Return Rank: 8686
Overall Rank
VWRP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8989
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
Martin Ratio Rank
CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) 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.

VWRP.LCSPX.LDifference
Sharpe ratioReturn per unit of total volatility
2.87
2.38

+0.49

Sortino ratioReturn per unit of downside risk
3.94
3.25

+0.69

Omega ratioGain probability vs. loss probability

1.55

1.44

+0.11

Calmar ratioReturn relative to maximum drawdown

4.20

3.95

+0.25

Martin ratioReturn relative to average drawdown

17.06

13.49

+3.57

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

VWRP.L vs. CSPX.L - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.87, which is comparable to the CSPX.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VWRP.L and CSPX.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

VWRP.LCSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.38

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.97

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.98

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.98

-0.16

Drawdowns

VWRP.L vs. CSPX.L - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, roughly equal to the maximum CSPX.L drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for VWRP.L and CSPX.L.

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Drawdown Indicators

VWRP.LCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-25.99%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-7.22%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-21.16%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-21.16%

+3.52%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.99%

—

Current Drawdown

Current decline from peak

-0.46%

-0.28%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.39%

-3.29%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.13%

-0.38%

Volatility

VWRP.L vs. CSPX.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 2.95%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.49%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VWRP.LCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.49%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

8.67%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

11.99%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

15.39%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

16.37%

-1.41%

VWRP.L vs. CSPX.L - Expense Ratio Comparison

VWRP.L has a 0.22% expense ratio, which is higher than CSPX.L'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

VWRP.L vs. CSPX.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRP.L.

VWRP.L is categorized as Global Equities, while CSPX.L is S&P 500. VWRP.L tracks FTSE All-World Index, while CSPX.L tracks S&P 500 Index. They also come from different issuers: Vanguard and BlackRock. Their fees differ too: 0.22% for VWRP.L and 0.07% for CSPX.L.

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