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CS51.L vs. FEV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CS51.L vs. FEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) and Fidelity European Values (FEV.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CS51.L vs. FEV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CS51.L
CS51.L Risk / Return Rank: 3535
Overall Rank
CS51.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CS51.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CS51.L Omega Ratio Rank: 3535
Omega Ratio Rank
CS51.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
CS51.L Martin Ratio Rank: 3636
Martin Ratio Rank

FEV.L
FEV.L Risk / Return Rank: 4949
Overall Rank
FEV.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FEV.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
FEV.L Omega Ratio Rank: 4444
Omega Ratio Rank
FEV.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
FEV.L Martin Ratio Rank: 5353
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.

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.LFEV.LDifference
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

CS51.L vs. FEV.L - Sharpe Ratio Comparison

The current CS51.L Sharpe Ratio is 1.24, which is higher than the FEV.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of CS51.L and FEV.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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Sharpe Ratios by Period


CS51.LFEV.LDifference

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.LFEV.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.45%

-3.96%

+3.51%

Average Drawdown

Average peak-to-trough decline

-5.90%

-8.14%

+2.24%

Ulcer Index

Depth 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.LFEV.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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