XESC.DE vs. CSP1.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and iShares Core S&P 500 UCITS ETF (CSP1.L).
XESC.DE 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. XESC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. 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 XESC.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XESC.DE or CSP1.L.
Key characteristics
| XESC.DE | CSP1.L | |
|---|---|---|
| YTD Return | 7.70% | 26.31% |
| 1Y Return | 15.31% | 32.12% |
| 3Y Return (Ann) | 5.77% | 11.89% |
| 5Y Return (Ann) | 8.00% | 15.88% |
| 10Y Return (Ann) | 7.60% | 15.38% |
| Sharpe Ratio | 1.01 | 2.84 |
| Sortino Ratio | 1.47 | 4.04 |
| Omega Ratio | 1.18 | 1.55 |
| Calmar Ratio | 1.38 | 5.06 |
| Martin Ratio | 4.71 | 20.14 |
| Ulcer Index | 2.85% | 1.58% |
| Daily Std Dev | 13.25% | 11.13% |
| Max Drawdown | -44.71% | -25.48% |
| Current Drawdown | -6.29% | 0.00% |
Correlation
The correlation between XESC.DE and CSP1.L is 0.62, 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
XESC.DE vs. CSP1.L - Performance Comparison
In the year-to-date period, XESC.DE achieves a 7.70% return, which is significantly lower than CSP1.L's 26.31% return. Over the past 10 years, XESC.DE has underperformed CSP1.L with an annualized return of 7.60%, while CSP1.L has yielded a comparatively higher 15.38% 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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XESC.DE vs. CSP1.L - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is higher than CSP1.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
XESC.DE vs. CSP1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) 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.
Dividends
XESC.DE vs. CSP1.L - Dividend Comparison
Neither XESC.DE nor CSP1.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XESC.DE vs. CSP1.L - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -44.71%, 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 XESC.DE and CSP1.L. For additional features, visit the drawdowns tool.
Volatility
XESC.DE vs. CSP1.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 5.94% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.40%. This indicates that XESC.DE'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.