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

10-Year Study

CSPX.LSE · · GB · ETF

Executive Summary: iShares Core S&P 500 UCITS ETF USD (Acc) has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 13.0%.

1Y CAGR
+22.5%
3Y CAGR
+21.0%
5Y CAGR
+12.3%
10Y CAGR
+14.6%

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 →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.7-6.39.4————————2.4%
20253.1-3.6-5.6-0.67.15.13.31.23.12.90.00.917.5%
20242.14.13.6-3.32.75.70.61.32.6-0.15.4-1.625.3%
20235.7-1.42.61.80.56.63.3-1.2-4.5-3.29.15.426.7%
2022-6.4-1.74.9-7.9-2.4-8.18.4-2.7-7.85.82.3-3.1-18.7%
20210.13.03.75.20.82.02.53.2-3.95.8-0.14.229.4%
20200.6-9.7-9.410.63.52.25.67.8-3.2-3.210.43.817.6%
20197.73.51.53.8-5.56.22.9-2.92.11.84.02.630.6%
20185.0-2.9-4.01.81.71.12.93.10.8-6.80.9-8.2-5.5%
20170.74.60.20.81.10.92.1-0.12.12.52.82.221.6%
2016———-0.32.2-0.54.5-0.00.2-1.63.82.310.7%

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 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 99.0% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019967.835650549907
2016-05-0110189.873417721517
2016-06-0110134.623365843536
2016-07-0110591.927785847685
2016-08-0110587.258767379126
2016-09-0110605.416061423533
2016-10-0110431.10603859722
2016-11-0110824.859929445942
2016-12-0111071.280348620045
2017-01-0111144.428304627516
2017-02-0111653.870097530607
2017-03-0111675.6588503839
2017-04-0111773.189458393857
2017-05-0111900.809296534551
2017-06-0112003.008923013074
2017-07-0112254.098360655738
2017-08-0112242.166424569412
2017-09-0112503.631458808884
2017-10-0112818.530815521894
2017-11-0113179.082797260844
2017-12-0113462.59597426852
2018-01-0114130.006225357958
2018-02-0113725.876737912431
2018-03-0113176.488898111642
2018-04-0113413.052500518781
2018-05-0113635.090267690393
2018-06-0113782.423739365015
2018-07-0114184.996887321022
2018-08-0114620.253164556962
2018-09-0114741.128864909731
2018-10-0113737.289894168916
2018-11-0113863.87217264993
2018-12-0112727.744345299856
2019-01-0113710.313343017222
2019-02-0114196.928823407348
2019-03-0114409.628553641836
2019-04-0114959.016393442625
2019-05-0114132.60012450716
2019-06-0115005.187798298402
2019-07-0115434.737497406102
2019-08-0114986.511724424154
2019-09-0115297.779622328284
2019-10-0115567.026354015356
2019-11-0116192.156048972816
2019-12-0116616.517949782115
2020-01-0116718.198796430795
2020-02-0115092.342809711561
2020-03-0113669.848516289687
2020-04-0115113.094002905167
2020-05-0115642.249429342188
2020-06-0115993.982153973855
2020-07-0116888.877360448227
2020-08-0118207.615687902056
2020-09-0117618.80058103341
2020-10-0117053.330566507575
2020-11-0118822.369786262712
2020-12-0119545.03008923013
2021-01-0119560.59348412534
2021-02-0120151.483710313343
2021-03-0120903.71446358166
2021-04-0121986.40796845819
2021-05-0122170.056028221625
2021-06-0122615.68790205437
2021-07-0123170.782319983402
2021-08-0123901.743100228265
2021-09-0122962.232828387634
2021-10-0124289.790412948747
2021-11-0124265.407760946255
2021-12-0125281.697447603237
2022-01-0123663.623158331608
2022-02-0123250.674413778794
2022-03-0124391.471259597427
2022-04-0122463.685411911185
2022-05-0121935.567545133847
2022-06-0120153.558829632704
2022-07-0121847.89375389085
2022-08-0121267.37912429965
2022-09-0119598.464411703673
2022-10-0120730.960780244866
2022-11-0121213.42602199627
2022-12-0120548.35028014111
2023-01-0121722.86781489936
2023-02-0121427.163311890432
2023-03-0121990.039427267067
2023-04-0122386.905997094836
2023-05-0122504.66901846856
2023-06-0123990.973230960783
2023-07-0124790.931728574393
2023-08-0124489.52064743723
2023-09-0123384.000830047728
2023-10-0122640.589333886703
2023-11-0124711.039634779
2023-12-0126042.747457978836
2024-01-0126591.616517949784
2024-02-0127671.197343847274
2024-03-0128662.066818842086
2024-04-0127727.74434529986
2024-05-0128479.45631873833
2024-06-0130111.018883585806
2024-07-0130288.441585391163
2024-08-0130690.49595351733
2024-09-0131499.273708238223
2024-10-0131461.402780659893
2024-11-0133165.07574185516
2024-12-0132619.838140693093
2025-01-0133638.72172649927
2025-02-0132425.29570450301
2025-03-0130605.416061423533
2025-04-0130417.098983191536
2025-05-0132567.441377879226
2025-06-0134237.91242996473
2025-07-0135356.92052293007
2025-08-0135770.38804731272
2025-09-0136878.501763851425
2025-10-0137961.71404855779
2025-11-0137978.315003112686
2025-12-0138313.44677318946
2026-01-0138559.86719236356
2026-02-0138277.650964930486
2026-03-0135854.949159576674
2026-04-0139228.05561319776
Annual Return Matrix
YearAnnual Return
20170.21599269012698552
2018-0.054584690083042675
20190.3055351756745741
20200.17624102403996256
20210.2935102853351028
2022-0.18722426281985516
20230.26738872478477127
20240.2525498007968128
20250.17454435573650562
20260.0238717452236199
Total Factor Risk
0.13028345013420148
VTI.US Exposure
0.9899855356551767
VEA.US Exposure
0.023240218643559463
VWO.US Exposure
-0.0011601412975938944
QQQ.US Exposure
0.013292241410042897
VTV.US Exposure
0.016864015670738502
IJR.US Exposure
-0.06133609963069433
QUAL.US Exposure
-0.04529723473173875
SHV.US Exposure
0.06947708340231597
TLT.US Exposure
0.016097994362311692
LQD.US Exposure
-0.03076252462687878
HYG.US Exposure
-0.048274799321205604
GLD.US Exposure
-0.0001137550913634154
USO.US Exposure
-0.0016365219887278062
VNQ.US Exposure
-0.0037748126381383085
BTC-USD.CC Exposure
-0.007773217115976222
CPER.US Exposure
0.005427692100724563
VIX.INDX Exposure
0.0071547049598509925
UUP.US Exposure
-0.0025672853357314746
TIP.US Exposure
0.027922233711288064
Idiosyncratic Exposure
0.033234671862039766
Value Score
50
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
13.0%

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 →N/A
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$0
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 →
+4.0%
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 →
+5.7%
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) (CSPX.LSE) has an annualized volatility of 13.0% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CSPX.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.6%. It has had a positive return in 80% 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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