CSSX5E.MI vs. CSSPX.MI
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50, while CSSPX.MI is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 10.41%/yr vs 15.03%/yr for CSSPX.MI. A 0.64 correlation means they provide meaningful diversification when combined. CSSX5E.MI charges 0.10%/yr vs 0.07%/yr for CSSPX.MI.
Performance
CSSX5E.MI vs. CSSPX.MI - Performance Comparison
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Returns By Period
In the year-to-date period, CSSX5E.MI achieves a 6.16% return, which is significantly lower than CSSPX.MI's 11.49% return. Over the past 10 years, CSSX5E.MI has underperformed CSSPX.MI with an annualized return of 10.41%, while CSSPX.MI has yielded a comparatively higher 15.03% annualized return.
CSSX5E.MI
- 1D
- -0.78%
- 1M
- 6.04%
- YTD
- 6.16%
- 6M
- 8.28%
- 1Y
- 15.57%
- 3Y*
- 15.01%
- 5Y*
- 11.33%
- 10Y*
- 10.41%
CSSPX.MI
- 1D
- -0.28%
- 1M
- 6.11%
- YTD
- 11.49%
- 6M
- 11.63%
- 1Y
- 25.71%
- 3Y*
- 19.09%
- 5Y*
- 14.80%
- 10Y*
- 15.03%
CSSX5E.MI vs. CSSPX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 6.16% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 11.49% | 4.27% | 33.76% | 22.03% | -14.58% | 40.89% | 7.57% | 34.27% | -1.05% | 6.71% |
Correlation
The correlation between CSSX5E.MI and CSSPX.MI is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
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 | 0.64 |
The correlation between CSSX5E.MI and CSSPX.MI 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
CSSX5E.MI vs. CSSPX.MI — Risk / Return Rank
CSSX5E.MI
CSSPX.MI
CSSX5E.MI vs. CSSPX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.
| CSSX5E.MI | CSSPX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.60 | -2.16 |
| Martin ratioReturn relative to average drawdown | 4.84 | 12.82 | -7.98 |
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
| CSSX5E.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.24 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.97 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.93 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.93 | -0.52 |
Drawdowns
CSSX5E.MI vs. CSSPX.MI - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than CSSPX.MI's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and CSSPX.MI.
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Drawdown Indicators
| CSSX5E.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -33.56% | -4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -7.14% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -23.26% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -23.26% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -33.56% | -4.94% |
Current DrawdownCurrent decline from peak | -1.24% | -0.28% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -4.10% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.01% | +1.20% |
Volatility
CSSX5E.MI vs. CSSPX.MI - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 2.69%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSX5E.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 2.69% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 7.54% | +5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 11.56% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 15.18% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.09% | +2.23% |
CSSX5E.MI vs. CSSPX.MI - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is higher than CSSPX.MI's 0.07% 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%.
Dividends
CSSX5E.MI vs. CSSPX.MI - Dividend Comparison
Neither CSSX5E.MI nor CSSPX.MI has paid dividends to shareholders.
Frequently Asked Questions
CSSX5E.MI and CSSPX.MI have a correlation of 0.64, 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 CSSX5E.MI.
CSSX5E.MI is categorized as Europe Equities, while CSSPX.MI is S&P 500. CSSX5E.MI tracks EURO STOXX® 50, while CSSPX.MI tracks S&P 500 Index. Their fees differ too: 0.10% for CSSX5E.MI and 0.07% for CSSPX.MI.
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