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CEBL.DE vs. CSSPX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBL.DE vs. CSSPX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEBL.DE achieves a 33.88% return, which is significantly higher than CSSPX.MI's 11.47% return. Over the past 10 years, CEBL.DE has underperformed CSSPX.MI with an annualized return of 11.48%, while CSSPX.MI has yielded a comparatively higher 15.10% annualized return.


CEBL.DE

1D
2.94%
1M
8.42%
YTD
33.88%
6M
38.12%
1Y
56.91%
3Y*
22.77%
5Y*
9.48%
10Y*
11.48%

CSSPX.MI

1D
1.49%
1M
2.06%
YTD
11.47%
6M
12.80%
1Y
26.64%
3Y*
18.49%
5Y*
14.55%
10Y*
15.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBL.DE vs. CSSPX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
33.88%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.47%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%

Correlation

The correlation between CEBL.DE and CSSPX.MI is 0.64, 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

0.64

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

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.60

The correlation between CEBL.DE and CSSPX.MI shifts across timeframes, from 0.52 (5 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CEBL.DE vs. CSSPX.MI — Risk / Return Rank

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

CEBL.DE
CEBL.DE Risk / Return Rank: 8888
Overall Rank
CEBL.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8787
Martin Ratio Rank

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7777
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7777
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7878
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7575
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.

CEBL.DE vs. CSSPX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.


CEBL.DECSSPX.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.48

1.42

+0.07

Calmar ratioReturn relative to maximum drawdown

4.96

3.73

+1.23

Martin ratioReturn relative to average drawdown

17.18

13.13

+4.05

CEBL.DE vs. CSSPX.MI - Sharpe Ratio Comparison

The current CEBL.DE Sharpe Ratio is 2.76, which is comparable to the CSSPX.MI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CEBL.DE and CSSPX.MI, 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

CEBL.DE vs. CSSPX.MI - Drawdown Comparison

The maximum CEBL.DE drawdown since its inception was -35.09%, roughly equal to the maximum CSSPX.MI drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for CEBL.DE and CSSPX.MI.


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Drawdown Indicators


CEBL.DECSSPX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-33.56%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-7.14%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

-23.26%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-23.26%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

-33.56%

+0.44%

Current Drawdown

Current decline from peak

-1.40%

-0.31%

-1.09%

Average Drawdown

Average peak-to-trough decline

-11.19%

-4.13%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.03%

+1.27%

Volatility

CEBL.DE vs. CSSPX.MI - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a higher volatility of 7.97% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 3.40%. This indicates that CEBL.DE's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBL.DECSSPX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

3.40%

+4.57%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

8.02%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

11.76%

+8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

15.30%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

16.14%

+2.87%

CEBL.DE vs. CSSPX.MI - Expense Ratio Comparison

CEBL.DE has a 0.20% expense ratio, which is higher than CSSPX.MI'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%.


Dividends

CEBL.DE vs. CSSPX.MI - Dividend Comparison

Neither CEBL.DE nor CSSPX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBL.DE and CSSPX.MI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.20% for CEBL.DE.

CEBL.DE is categorized as Asia Pacific Equities, while CSSPX.MI is S&P 500. CEBL.DE tracks MSCI Emerging Markets Asia, while CSSPX.MI tracks S&P 500 Index. Their fees differ too: 0.20% for CEBL.DE and 0.07% for CSSPX.MI.

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