CSSX5E.MI vs. IBGL.MI
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) are both exchange-traded funds - CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50, while IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term Index. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 10.41%/yr vs -2.10%/yr for IBGL.MI. At a correlation of -0.00, they often move in opposite directions. CSSX5E.MI charges 0.10%/yr vs 0.15%/yr for IBGL.MI.
Performance
CSSX5E.MI vs. IBGL.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 higher than IBGL.MI's -0.06% return. Over the past 10 years, CSSX5E.MI has outperformed IBGL.MI with an annualized return of 10.41%, while IBGL.MI has yielded a comparatively lower -2.10% 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%
IBGL.MI
- 1D
- -0.95%
- 1M
- 1.07%
- YTD
- -0.06%
- 6M
- -0.97%
- 1Y
- -3.37%
- 3Y*
- -0.04%
- 5Y*
- -7.32%
- 10Y*
- -2.10%
CSSX5E.MI vs. IBGL.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% |
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | -0.06% | -5.53% | -0.17% | 10.21% | -34.75% | -7.00% | 11.97% | 15.43% | 3.11% | -1.15% |
Correlation
The correlation between CSSX5E.MI and IBGL.MI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | -0.00 |
The correlation between CSSX5E.MI and IBGL.MI shifts across timeframes, from -0.00 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSSX5E.MI vs. IBGL.MI — Risk / Return Rank
CSSX5E.MI
IBGL.MI
CSSX5E.MI vs. IBGL.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 € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.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 | IBGL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.95 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | -0.54 | +1.98 |
| Martin ratioReturn relative to average drawdown | 4.84 | -0.98 | +5.82 |
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 | IBGL.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.36 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | -0.54 | +1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | -0.18 | +0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.27 | +0.14 |
Drawdowns
CSSX5E.MI vs. IBGL.MI - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, smaller than the maximum IBGL.MI drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and IBGL.MI.
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Drawdown Indicators
| CSSX5E.MI | IBGL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -43.83% | +5.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -6.26% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -12.10% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -42.23% | +18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -43.83% | +5.33% |
Current DrawdownCurrent decline from peak | -1.24% | -37.45% | +36.21% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -12.22% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.44% | -0.23% |
Volatility
CSSX5E.MI vs. IBGL.MI - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) at 3.70%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than IBGL.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 | IBGL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 3.70% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 7.20% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 9.28% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 13.56% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 11.50% | +6.82% |
CSSX5E.MI vs. IBGL.MI - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is lower than IBGL.MI's 0.15% 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
CSSX5E.MI vs. IBGL.MI - Dividend Comparison
CSSX5E.MI has not paid dividends to shareholders, while IBGL.MI's dividend yield for the trailing twelve months is around 3.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSX5E.MI 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% |
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 3.68% | 3.53% | 3.18% | 2.66% | 1.32% | 0.53% | 0.74% | 1.27% | 1.50% | 1.35% | 1.48% | 1.83% |
Frequently Asked Questions
CSSX5E.MI and IBGL.MI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.15% for IBGL.MI.
CSSX5E.MI is categorized as Europe Equities, while IBGL.MI is European Government Bonds. CSSX5E.MI tracks EURO STOXX® 50, while IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index. Their fees differ too: 0.10% for CSSX5E.MI and 0.15% for IBGL.MI.
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