WLDL.L vs. CSPX.AS
Compare and contrast key facts about Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS).
WLDL.L and CSPX.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 26, 2006. CSPX.AS 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 WLDL.L and CSPX.AS 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: WLDL.L or CSPX.AS.
Key characteristics
| WLDL.L | CSPX.AS | |
|---|---|---|
| YTD Return | 15.10% | 23.90% |
| 1Y Return | 21.80% | 31.58% |
| 3Y Return (Ann) | 8.18% | 10.25% |
| 5Y Return (Ann) | 15.25% | 14.76% |
| Sharpe Ratio | 2.28 | 2.71 |
| Sortino Ratio | 3.16 | 3.54 |
| Omega Ratio | 1.43 | 1.54 |
| Calmar Ratio | 3.59 | 3.70 |
| Martin Ratio | 16.45 | 16.51 |
| Ulcer Index | 1.43% | 1.85% |
| Daily Std Dev | 10.13% | 11.25% |
| Max Drawdown | -24.76% | -33.65% |
| Current Drawdown | -1.60% | -2.30% |
Correlation
The correlation between WLDL.L and CSPX.AS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WLDL.L vs. CSPX.AS - Performance Comparison
In the year-to-date period, WLDL.L achieves a 15.10% return, which is significantly lower than CSPX.AS's 23.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WLDL.L vs. CSPX.AS - Expense Ratio Comparison
WLDL.L has a 0.30% expense ratio, which is higher than CSPX.AS's 0.07% expense ratio.
Risk-Adjusted Performance
WLDL.L vs. CSPX.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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
WLDL.L vs. CSPX.AS - Dividend Comparison
WLDL.L's dividend yield for the trailing twelve months is around 1.16%, while CSPX.AS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
WLDL.L Lyxor MSCI World UCITS ETF - Dist | 1.16% | 1.34% | 1.90% | 1.34% | 1.58% | 1.57% | 2.41% | 0.69% |
CSPX.AS iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WLDL.L vs. CSPX.AS - Drawdown Comparison
The maximum WLDL.L drawdown since its inception was -24.76%, smaller than the maximum CSPX.AS drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for WLDL.L and CSPX.AS. For additional features, visit the drawdowns tool.
Volatility
WLDL.L vs. CSPX.AS - Volatility Comparison
The current volatility for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) is 2.35%, while iShares Core S&P 500 UCITS ETF (CSPX.AS) has a volatility of 2.68%. This indicates that WLDL.L experiences smaller price fluctuations and is considered to be less risky than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.