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

Performance

CSSPX.MI vs. SXRT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSPX.MI achieves a 11.35% return, which is significantly higher than SXRT.DE's 7.19% return. Over the past 10 years, CSSPX.MI has outperformed SXRT.DE with an annualized return of 14.96%, while SXRT.DE has yielded a comparatively lower 10.49% annualized return.


CSSPX.MI

1D
-0.13%
1M
5.24%
YTD
11.35%
6M
11.43%
1Y
25.64%
3Y*
18.86%
5Y*
14.77%
10Y*
14.96%

SXRT.DE

1D
0.76%
1M
4.63%
YTD
7.19%
6M
8.59%
1Y
15.71%
3Y*
15.64%
5Y*
11.51%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.35%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
7.19%22.21%11.08%22.49%-8.80%23.52%-2.93%30.14%-12.14%10.21%

Correlation

The correlation between CSSPX.MI and SXRT.DE is 0.65, 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

0.65

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

0.55

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

0.63

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

0.67

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

0.62

The correlation between CSSPX.MI and SXRT.DE shifts across timeframes, from 0.55 (3 years) to 0.67 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3030
Overall Rank
SXRT.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). 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.


CSSPX.MISXRT.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.41

1.18

+0.23

Calmar ratioReturn relative to maximum drawdown

3.59

1.43

+2.16

Martin ratioReturn relative to average drawdown

12.78

4.85

+7.93

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

The current CSSPX.MI Sharpe Ratio is 2.24, which is higher than the SXRT.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CSSPX.MI and SXRT.DE, 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


CSSPX.MISXRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.98

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.65

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.57

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.41

+0.52

Drawdowns

CSSPX.MI vs. SXRT.DE - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and SXRT.DE.


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Drawdown Indicators


CSSPX.MISXRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-38.41%

+4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-10.93%

+3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-16.39%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-23.36%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-38.41%

+4.85%

Current Drawdown

Current decline from peak

-0.41%

-0.50%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.25%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.23%

-1.22%

Volatility

CSSPX.MI vs. SXRT.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) is 2.65%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.91%. This indicates that CSSPX.MI experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPX.MISXRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

4.91%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

12.96%

-5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

15.97%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

17.54%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.22%

-2.14%

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

CSSPX.MI has a 0.07% expense ratio, which is lower than SXRT.DE's 0.10% 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%.


Dividends

CSSPX.MI vs. SXRT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSSPX.MI and SXRT.DE have a correlation of 0.65, 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 0.10% for SXRT.DE.

CSSPX.MI is categorized as S&P 500, while SXRT.DE is Europe Equities. CSSPX.MI tracks S&P 500 Index, while SXRT.DE tracks EURO STOXX® 50. Their fees differ too: 0.07% for CSSPX.MI and 0.10% for SXRT.DE.

Portfolio Optimizer

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