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0Y8Z.L vs. CS1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0Y8Z.L vs. CS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0Y8Z.L is traded in EUR, while CS1.L is traded in GBp. To make them comparable, the CS1.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0Y8Z.L achieves a 11.27% return, which is significantly lower than CS1.L's 13.92% return.


0Y8Z.L

1D
-1.02%
1M
-0.23%
6M
6.94%
YTD
11.27%
1Y
20.28%
3Y*
15.97%
5Y*
10Y*

CS1.L

1D
-0.56%
1M
2.00%
6M
10.96%
YTD
13.92%
1Y
43.51%
3Y*
31.45%
5Y*
22.19%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0Y8Z.L vs. CS1.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
0Y8Z.L
iShares Core MSCI EMU UCITS ETF EUR (Dist)
11.27%24.83%8.63%15.41%1.14%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
13.92%54.15%19.62%26.77%4.81%

Correlation

The correlation between 0Y8Z.L and CS1.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.37

Over the past year, 0Y8Z.L and CS1.L have become more correlated (0.57) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

0Y8Z.L vs. CS1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0Y8Z.L
0Y8Z.L Risk / Return Rank: 5151
Overall Rank
0Y8Z.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
0Y8Z.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
0Y8Z.L Omega Ratio Rank: 5050
Omega Ratio Rank
0Y8Z.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
0Y8Z.L Martin Ratio Rank: 5858
Martin Ratio Rank

CS1.L
CS1.L Risk / Return Rank: 8787
Overall Rank
CS1.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 8989
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0Y8Z.L vs. CS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0Y8Z.LCS1.LDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.26

1.48

-0.22

Calmar ratioReturn relative to maximum drawdown

2.13

4.53

-2.40

Martin ratioReturn relative to average drawdown

8.14

15.63

-7.49

0Y8Z.L vs. CS1.L - Sharpe Ratio Comparison

The current 0Y8Z.L Sharpe Ratio is 1.35, which is lower than the CS1.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of 0Y8Z.L and CS1.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0Y8Z.L vs. CS1.L - Drawdown Comparison

The maximum 0Y8Z.L drawdown since its inception was -14.60%, smaller than the maximum CS1.L drawdown of -52.19%. Use the drawdown chart below to compare losses from any high point for 0Y8Z.L and CS1.L.


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Drawdown Indicators


0Y8Z.LCS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-52.19%

+37.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-9.56%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-12.80%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-2.77%

-2.44%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.23%

-15.28%

+13.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.78%

-0.18%

Volatility

0Y8Z.L vs. CS1.L - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) have volatilities of 4.06% and 4.23%, 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.


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Volatility by Period


0Y8Z.LCS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

4.23%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

13.98%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

16.43%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

18.72%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

19.26%

-0.27%

0Y8Z.L vs. CS1.L - Expense Ratio Comparison

0Y8Z.L has a 0.12% expense ratio, which is lower than CS1.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0Y8Z.L vs. CS1.L - Dividend Comparison

0Y8Z.L's dividend yield for the trailing twelve months is around 2.32%, while CS1.L has not paid dividends to shareholders.


PositionTTM20252024
0Y8Z.L
iShares Core MSCI EMU UCITS ETF EUR (Dist)
2.32%2.53%2.41%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
0.00%0.00%0.00%

Frequently Asked Questions


0Y8Z.L and CS1.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0Y8Z.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0Y8Z.L is cheaper with a 0.12% expense ratio, compared with 0.25% for CS1.L.

0Y8Z.L tracks MSCI EMU Net Index (EUR), while CS1.L tracks BME IBEX 35 NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for 0Y8Z.L and 0.25% for CS1.L.

Portfolio Optimizer

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