iShares Core S&P 500 UCITS ETF USD (Acc)

10-Year Study

CSP1.LSE · · GB · ETF

Executive Summary: iShares Core S&P 500 UCITS ETF USD (Acc) has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 13.6%.

1Y CAGR
+21.9%
3Y CAGR
+17.4%
5Y CAGR
+13.4%
10Y CAGR
+15.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.21.1-4.46.7————————1.9%
20254.0-4.9-7.8-3.86.03.37.0-0.93.75.4-0.8-0.89.4%
20242.34.83.4-2.21.06.4-1.0-0.90.54.16.8-0.327.3%
20233.40.30.50.12.14.02.10.3-0.9-2.64.74.619.8%
2022-6.0-1.77.1-3.7-2.6-4.88.31.7-3.62.6-1.6-4.0-9.0%
2021-0.31.25.04.9-1.84.81.84.2-1.73.93.42.231.1%
20200.6-6.9-7.09.35.81.8-0.46.2-0.1-3.26.91.513.7%
20194.72.43.53.7-2.25.36.9-2.71.3-3.34.10.526.4%
20180.3-0.2-5.83.85.21.83.54.20.3-4.81.0-8.30.0%
2017-1.25.7-0.6-2.41.30.30.62.2-1.93.51.12.110.8%
2016———-1.92.78.94.71.11.04.91.53.729.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 89.1% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019812.173263629575
2016-05-0110076.923076923076
2016-06-0110971.62061239731
2016-07-0111487.677371172518
2016-08-0111611.650485436892
2016-09-0111731.142643764004
2016-10-0112300.224047796864
2016-11-0112480.209111277072
2016-12-0112935.772964899179
2017-01-0112777.445855115759
2017-02-0113504.480955937266
2017-03-0113418.96938013443
2017-04-0113096.713965646006
2017-05-0113266.616878267363
2017-06-0113306.198655713219
2017-07-0113382.001493651978
2017-08-0113680.358476474981
2017-09-0113425.317401045555
2017-10-0113899.925317401045
2017-11-0114045.929798356981
2017-12-0114336.81852128454
2018-01-0114375.653472740853
2018-02-0114353.622106049292
2018-03-0113522.03136669156
2018-04-0114039.955190440627
2018-05-0114772.96489917849
2018-06-0115044.809559372667
2018-07-0115564.227035100821
2018-08-0116218.446601941747
2018-09-0116268.110530246453
2018-10-0115491.784914115013
2018-11-0115643.764002987304
2018-12-0114338.685586258402
2019-01-0115019.417475728156
2019-02-0115380.134428678119
2019-03-0115917.84914115011
2019-04-0116500.373412994773
2019-05-0116134.428678117998
2019-06-0116995.14563106796
2019-07-0118174.010455563854
2019-08-0117676.250933532487
2019-09-0117914.11501120239
2019-10-0117319.641523525017
2019-11-0118030.619865571323
2019-12-0118126.960418222556
2020-01-0118238.237490664676
2020-02-0116982.82300224048
2020-03-0115795.369678864823
2020-04-0117258.0283793876
2020-05-0118252.42718446602
2020-06-0118577.296489917848
2020-07-0118500.373412994773
2020-08-0119640.403286034354
2020-09-0119615.384615384613
2020-10-0118991.411501120238
2020-11-0120301.717699775952
2020-12-0120601.941747572815
2021-01-0120539.95519044063
2021-02-0120794.622852875284
2021-03-0121831.964152352502
2021-04-0122902.91262135922
2021-05-0122492.158327109784
2021-06-0123562.359970126963
2021-07-0123997.012696041824
2021-08-0124997.759522031367
2021-09-0124566.094100074683
2021-10-0125535.474234503363
2021-11-0126409.26064227035
2021-12-0127002.987303958176
2022-01-0125378.640776699027
2022-02-0124956.684092606425
2022-03-0126724.421209858105
2022-04-0125729.648991784914
2022-05-0125056.011949215834
2022-06-0123858.849887976103
2022-07-0125849.887976101567
2022-08-0126279.31292008962
2022-09-0125324.122479462283
2022-10-0125981.32935026139
2022-11-0125572.442120985812
2022-12-0124559.372666168783
2023-01-0125388.349514563106
2023-02-0125455.563853622105
2023-03-0125594.47348767737
2023-04-0125614.2643764003
2023-05-0126146.377893950706
2023-06-0127179.238237490667
2023-07-0127760.268857356234
2023-08-0127840.17923823749
2023-09-0127589.992531740103
2023-10-0126872.292755787905
2023-11-0128125.466766243466
2023-12-0129419.342793129203
2024-01-0130100.074682598955
2024-02-0131555.638536221064
2024-03-0132640.776699029127
2024-04-0131911.874533233757
2024-05-0132223.300970873785
2024-06-0134289.0216579537
2024-07-0133949.21583271098
2024-08-0133635.922330097084
2024-09-0133799.85063480209
2024-10-0135183.71919342793
2024-11-0137589.24570575056
2024-12-0137464.152352501864
2025-01-0138945.48170276326
2025-02-0137026.51232262883
2025-03-0134151.60567587752
2025-04-0132840.92606422703
2025-05-0134796.11650485437
2025-06-0135958.17774458551
2025-07-0138461.53846153846
2025-08-0138104.55563853622
2025-09-0139496.63928304705
2025-10-0141630.3211351755
2025-11-0141286.78117998506
2025-12-0140975.35474234503
2026-01-0140477.22180731889
2026-02-0140942.49439880507
2026-03-0139133.68185212845
2026-04-0141738.61090365944
Annual Return Matrix
YearAnnual Return
20170.1083078344206454
20180.00013022868156475909
20190.2641995885309514
20200.13653592617007249
20210.31070108025810184
2022-0.09049423348176011
20230.19788657442603008
20240.27345306847750206
20250.09372165575257396
20260.018627200816534906
Total Factor Risk
0.13555415699131917
VTI.US Exposure
0.890737713934522
VEA.US Exposure
0.02529520350871528
VWO.US Exposure
-0.0153458657008116
QQQ.US Exposure
-0.14421119952440845
VTV.US Exposure
-0.07763651625550322
IJR.US Exposure
-0.016524300531283537
QUAL.US Exposure
0.09923029775554318
SHV.US Exposure
0.006451649887845757
TLT.US Exposure
0.025240540695324498
LQD.US Exposure
-0.011143857235145181
HYG.US Exposure
-0.02900172675310222
GLD.US Exposure
-0.001967489297863051
USO.US Exposure
0.0031949992763941897
VNQ.US Exposure
0.0011773464049852761
BTC-USD.CC Exposure
-0.0049928387194721
CPER.US Exposure
-0.003628157432927658
VIX.INDX Exposure
0.008562623685299727
UUP.US Exposure
0.1920264709136324
TIP.US Exposure
-0.0026952217358039874
Idiosyncratic Exposure
0.05523032712405883
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$404.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core S&P 500 UCITS ETF USD (Acc) a high-risk investment?

iShares Core S&P 500 UCITS ETF USD (Acc) (CSP1.LSE) has an annualized volatility of 13.6% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CSP1.LSE?

Over the past 10 years, CSP1.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.4%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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