CS51.L vs. XDEQ.L
Compare and contrast key facts about iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
CS51.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both CS51.L and XDEQ.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: CS51.L or XDEQ.L.
Performance
CS51.L vs. XDEQ.L - Performance Comparison
Returns By Period
In the year-to-date period, CS51.L achieves a 4.55% return, which is significantly lower than XDEQ.L's 18.66% return. Over the past 10 years, CS51.L has underperformed XDEQ.L with an annualized return of 7.88%, while XDEQ.L has yielded a comparatively higher 12.77% annualized return.
CS51.L
4.55%
-3.39%
-7.12%
8.33%
7.76%
7.88%
XDEQ.L
18.66%
0.78%
5.69%
23.19%
12.73%
12.77%
Key characteristics
| CS51.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 0.62 | 2.13 |
| Sortino Ratio | 0.95 | 3.06 |
| Omega Ratio | 1.11 | 1.39 |
| Calmar Ratio | 0.85 | 3.59 |
| Martin Ratio | 2.06 | 12.83 |
| Ulcer Index | 4.02% | 1.80% |
| Daily Std Dev | 13.19% | 10.84% |
| Max Drawdown | -33.12% | -23.79% |
| Current Drawdown | -7.74% | -1.10% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CS51.L vs. XDEQ.L - Expense Ratio Comparison
CS51.L has a 0.10% expense ratio, which is lower than XDEQ.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%.
Correlation
The correlation between CS51.L and XDEQ.L is 0.82, 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
CS51.L vs. XDEQ.L - Risk-Adjusted Performance 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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
CS51.L vs. XDEQ.L - Dividend Comparison
Neither CS51.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
CS51.L vs. XDEQ.L - Drawdown Comparison
The maximum CS51.L drawdown since its inception was -33.12%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for CS51.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
CS51.L vs. XDEQ.L - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) has a higher volatility of 5.92% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.98%. This indicates that CS51.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.