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CSSX5E.MI vs. IBGL.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSX5E.MI vs. IBGL.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI). The values are adjusted to include any dividend payments, if applicable.

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

CSSX5E.MI vs. IBGL.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 2929
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 2828
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 2727
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3333
Martin Ratio Rank

IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 44
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 44
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.

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.MIIBGL.MIDifference
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

CSSX5E.MI vs. IBGL.MI - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.98, which is higher than the IBGL.MI Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and IBGL.MI, 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


CSSX5E.MIIBGL.MIDifference

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.MIIBGL.MIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.24%

-37.45%

+36.21%

Average Drawdown

Average peak-to-trough decline

-7.27%

-12.22%

+4.95%

Ulcer Index

Depth 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.MIIBGL.MIDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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