XD5E.L vs. CSPX.L
Compare and contrast key facts about Xtrackers MSCI EMU UCITS ETF 1D (XD5E.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
XD5E.L and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD5E.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Nov 28, 2012. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both XD5E.L and CSPX.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XD5E.L or CSPX.L.
Key characteristics
| XD5E.L | CSPX.L | |
|---|---|---|
| YTD Return | 5.71% | 18.33% |
| 1Y Return | 12.09% | 27.36% |
| 3Y Return (Ann) | 5.02% | 9.47% |
| 5Y Return (Ann) | 6.75% | 14.89% |
| 10Y Return (Ann) | 7.61% | 12.49% |
| Sharpe Ratio | 0.97 | 2.24 |
| Daily Std Dev | 12.11% | 12.20% |
| Max Drawdown | -31.47% | -33.90% |
| Current Drawdown | -5.38% | -0.50% |
Correlation
The correlation between XD5E.L and CSPX.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XD5E.L vs. CSPX.L - Performance Comparison
In the year-to-date period, XD5E.L achieves a 5.71% return, which is significantly lower than CSPX.L's 18.33% return. Over the past 10 years, XD5E.L has underperformed CSPX.L with an annualized return of 7.61%, while CSPX.L has yielded a comparatively higher 12.49% annualized 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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XD5E.L vs. CSPX.L - Expense Ratio Comparison
XD5E.L has a 0.12% 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%.
Risk-Adjusted Performance
XD5E.L vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
Dividends
XD5E.L vs. CSPX.L - Dividend Comparison
XD5E.L's dividend yield for the trailing twelve months is around 2.91%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.L Xtrackers MSCI EMU UCITS ETF 1D | 2.91% | 2.71% | 4.42% | 1.47% | 2.89% | 2.65% | 1.82% | 2.41% | 0.68% | 0.37% | 3.10% | 1.37% |
CSPX.L 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% |
Drawdowns
XD5E.L vs. CSPX.L - Drawdown Comparison
The maximum XD5E.L drawdown since its inception was -31.47%, smaller than the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for XD5E.L and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
XD5E.L vs. CSPX.L - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) have volatilities of 3.81% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.