CEU1.L vs. CS51.L
Compare and contrast key facts about iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L).
CEU1.L and CS51.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEU1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 12, 2010. CS51.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. Both CEU1.L and CS51.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: CEU1.L or CS51.L.
Performance
CEU1.L vs. CS51.L - Performance Comparison
Returns By Period
In the year-to-date period, CEU1.L achieves a 3.33% return, which is significantly lower than CS51.L's 4.55% return. Both investments have delivered pretty close results over the past 10 years, with CEU1.L having a 7.61% annualized return and CS51.L not far ahead at 7.88%.
CEU1.L
3.33%
-3.39%
-6.81%
7.51%
6.43%
7.61%
CS51.L
4.55%
-3.39%
-7.12%
8.33%
7.76%
7.88%
Key characteristics
| CEU1.L | CS51.L | |
|---|---|---|
| Sharpe Ratio | 0.62 | 0.62 |
| Sortino Ratio | 0.93 | 0.95 |
| Omega Ratio | 1.11 | 1.11 |
| Calmar Ratio | 0.79 | 0.85 |
| Martin Ratio | 1.90 | 2.06 |
| Ulcer Index | 3.85% | 4.02% |
| Daily Std Dev | 11.76% | 13.19% |
| Max Drawdown | -31.47% | -33.12% |
| Current Drawdown | -7.33% | -7.74% |
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CEU1.L vs. CS51.L - Expense Ratio Comparison
CEU1.L has a 0.12% expense ratio, which is higher than CS51.L's 0.10% 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%.
Correlation
The correlation between CEU1.L and CS51.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CEU1.L vs. CS51.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.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
CEU1.L vs. CS51.L - Dividend Comparison
Neither CEU1.L nor CS51.L has paid dividends to shareholders.
Drawdowns
CEU1.L vs. CS51.L - Drawdown Comparison
The maximum CEU1.L drawdown since its inception was -31.47%, roughly equal to the maximum CS51.L drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for CEU1.L and CS51.L. For additional features, visit the drawdowns tool.
Volatility
CEU1.L vs. CS51.L - Volatility Comparison
The current volatility for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) is 5.43%, while iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) has a volatility of 5.92%. This indicates that CEU1.L experiences smaller price fluctuations and is considered to be less risky than CS51.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.