WMVG.L vs. CSP1.L
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and iShares Core S&P 500 UCITS ETF (CSP1.L).
WMVG.L and CSP1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WMVG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Feb 26, 2019. CSP1.L 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 WMVG.L and CSP1.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WMVG.L vs. CSP1.L - Performance Comparison
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WMVG.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.80% | 9.08% | 14.49% | 7.33% | -8.31% | 16.96% | -1.30% | 11.65% |
CSP1.L iShares Core S&P 500 UCITS ETF | -3.08% | 9.37% | 27.35% | 19.79% | -9.05% | 31.07% | 13.65% | 17.86% |
Different Trading Currencies
WMVG.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, WMVG.L achieves a 0.80% return, which is significantly higher than CSP1.L's -3.08% return.
WMVG.L
- 1D
- 0.70%
- 1M
- -3.30%
- YTD
- 0.80%
- 6M
- 1.19%
- 1Y
- 2.46%
- 3Y*
- 9.99%
- 5Y*
- 6.88%
- 10Y*
- —
CSP1.L
- 1D
- 1.48%
- 1M
- -3.24%
- YTD
- -3.08%
- 6M
- 0.22%
- 1Y
- 14.77%
- 3Y*
- 15.77%
- 5Y*
- 12.63%
- 10Y*
- 14.63%
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WMVG.L vs. CSP1.L - Expense Ratio Comparison
WMVG.L has a 0.35% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.
Return for Risk
WMVG.L vs. CSP1.L — Risk / Return Rank
WMVG.L
CSP1.L
WMVG.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.
| WMVG.L | CSP1.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.97 | -0.75 |
Sortino ratioReturn per unit of downside risk | 0.37 | 1.41 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.06 | -1.74 |
Martin ratioReturn relative to average drawdown | 1.51 | 7.08 | -5.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WMVG.L | CSP1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.97 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.88 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.03 | -0.48 |
Correlation
The correlation between WMVG.L and CSP1.L is 0.61, 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.
Dividends
WMVG.L vs. CSP1.L - Dividend Comparison
Neither WMVG.L nor CSP1.L has paid dividends to shareholders.
Drawdowns
WMVG.L vs. CSP1.L - Drawdown Comparison
The maximum WMVG.L drawdown since its inception was -28.25%, which is greater than CSP1.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for WMVG.L and CSP1.L.
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Drawdown Indicators
| WMVG.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.25% | -25.48% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -10.33% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -20.77% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.48% | — |
Current DrawdownCurrent decline from peak | -3.70% | -4.74% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.35% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.07% | -0.32% |
Volatility
WMVG.L vs. CSP1.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) is 2.71%, while iShares Core S&P 500 UCITS ETF (CSP1.L) has a volatility of 3.75%. This indicates that WMVG.L experiences smaller price fluctuations and is considered to be less risky 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
| WMVG.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.75% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 8.30% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.72% | 15.14% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.98% | 14.38% | -4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 15.60% | -3.37% |