CS51.L vs. FEV.L
CS51.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) is Europe Equities fund tracking the MSCI EMU NR EUR, while FEV.L (Fidelity European Values) is a stock. Over the past 10 years, CS51.L returned 11.56%/yr vs 12.21%/yr for FEV.L. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
CS51.L vs. FEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, CS51.L achieves a 6.51% return, which is significantly higher than FEV.L's 1.81% return. Over the past 10 years, CS51.L has underperformed FEV.L with an annualized return of 11.56%, while FEV.L has yielded a comparatively higher 12.21% annualized return.
CS51.L
- 1D
- 0.98%
- 1M
- 2.01%
- YTD
- 6.51%
- 6M
- 7.62%
- 1Y
- 18.84%
- 3Y*
- 15.75%
- 5Y*
- 11.67%
- 10Y*
- 11.56%
FEV.L
- 1D
- 0.60%
- 1M
- 1.33%
- YTD
- 1.81%
- 6M
- 0.72%
- 1Y
- 4.81%
- 3Y*
- 8.42%
- 5Y*
- 9.04%
- 10Y*
- 12.21%
CS51.L vs. FEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CS51.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 6.51% | 28.21% | 6.16% | 19.95% | -3.29% | 15.48% | 2.70% | 22.16% | -10.71% | 14.47% |
FEV.L Fidelity European Values | 1.81% | 21.13% | -0.04% | 15.34% | -3.84% | 21.74% | 13.11% | 30.62% | -6.80% | 26.27% |
Correlation
The correlation between CS51.L and FEV.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.66 |
The correlation between CS51.L and FEV.L shifts across timeframes, from 0.66 (all time) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CS51.L vs. FEV.L — Risk / Return Rank
CS51.L
FEV.L
CS51.L vs. FEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) and Fidelity European Values (FEV.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.
| CS51.L | FEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.07 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.34 | +1.30 |
| Martin ratioReturn relative to average drawdown | 5.52 | 1.10 | +4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CS51.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.32 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.51 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.67 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.66 | -0.17 |
Drawdowns
CS51.L vs. FEV.L - Drawdown Comparison
The maximum CS51.L drawdown since its inception was -33.12%, smaller than the maximum FEV.L drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for CS51.L and FEV.L.
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Drawdown Indicators
| CS51.L | FEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -46.27% | +13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -14.42% | +2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -15.71% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -22.46% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.12% | -31.10% | -2.02% |
Current DrawdownCurrent decline from peak | -0.45% | -3.96% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -8.14% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 4.48% | -1.05% |
Volatility
CS51.L vs. FEV.L - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) has a higher volatility of 4.93% compared to Fidelity European Values (FEV.L) at 4.23%. This indicates that CS51.L's price experiences larger fluctuations and is considered to be riskier than FEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CS51.L | FEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.23% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 12.86% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 15.20% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 17.67% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 18.18% | -0.17% |
Dividends
CS51.L vs. FEV.L - Dividend Comparison
CS51.L has not paid dividends to shareholders, while FEV.L's dividend yield for the trailing twelve months is around 2.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CS51.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FEV.L Fidelity European Values | 2.37% | 2.26% | 2.44% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 2.09% |
Frequently Asked Questions
CS51.L and FEV.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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