WINC.L vs. CSP1.L
WINC.L (iShares World Equity High Income Active UCITS ETF USD Inc) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - WINC.L is a Dividend fund actively managed by iShares, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. WINC.L is actively managed, while CSP1.L is passively managed. Over the past year, WINC.L returned 22.30% vs 20.84% for CSP1.L. A 0.79 correlation means they provide meaningful diversification when combined.
Performance
WINC.L vs. CSP1.L - Performance Comparison
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Different Trading Currencies
WINC.L is traded in GBP, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, WINC.L achieves a 10.93% return, which is significantly higher than CSP1.L's 10.00% return.
WINC.L
- 1D
- 0.55%
- 1M
- 0.55%
- 6M
- 9.36%
- YTD
- 10.93%
- 1Y
- 22.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSP1.L
- 1D
- -0.49%
- 1M
- -0.38%
- 6M
- 9.59%
- YTD
- 10.00%
- 1Y
- 20.84%
- 3Y*
- 18.90%
- 5Y*
- 13.53%
- 10Y*
- 14.69%
WINC.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WINC.L iShares World Equity High Income Active UCITS ETF USD Inc | 10.93% | 11.87% | 9.73% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.00% | 9.37% | 15.15% |
Correlation
The correlation between WINC.L and CSP1.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024 | 0.79 |
The correlation between WINC.L and CSP1.L has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
WINC.L vs. CSP1.L — Risk / Return Rank
WINC.L
CSP1.L
WINC.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income Active UCITS ETF USD Inc (WINC.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.
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.
| WINC.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 2.91 | +1.40 |
| Martin ratioReturn relative to average drawdown | 16.01 | 10.45 | +5.56 |
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Drawdowns
WINC.L vs. CSP1.L - Drawdown Comparison
The maximum WINC.L drawdown since its inception was -16.51%, smaller than the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for WINC.L and CSP1.L.
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Drawdown Indicators
| WINC.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.51% | -25.48% | +8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -7.12% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.48% | — |
Current DrawdownCurrent decline from peak | -0.58% | -1.06% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -3.64% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.99% | -0.54% |
Volatility
WINC.L vs. CSP1.L - Volatility Comparison
iShares World Equity High Income Active UCITS ETF USD Inc (WINC.L) has a higher volatility of 3.06% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.87%. This indicates that WINC.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WINC.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 2.87% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 7.83% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 11.08% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 20.05% | -8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.57% | 18.33% | -6.76% |
Dividends
WINC.L vs. CSP1.L - Dividend Comparison
WINC.L's dividend yield for the trailing twelve months is around 12.81%, while CSP1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% |
WINC.L iShares World Equity High Income Active UCITS ETF USD Inc | 12.81% | 9.75% | 4.72% |
Frequently Asked Questions
WINC.L and CSP1.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WINC.L is categorized as Dividend, while CSP1.L is S&P 500.
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