CSSX5E.MI vs. IUSA.MI
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and IUSA.MI (iShares Core S&P 500 UCITS ETF USD Dist) are both exchange-traded funds - CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50, while IUSA.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 15.02%/yr for IUSA.MI. A 0.62 correlation means they provide meaningful diversification when combined. CSSX5E.MI charges 0.10%/yr vs 0.07%/yr for IUSA.MI.
Performance
CSSX5E.MI vs. IUSA.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 IUSA.MI's 11.46% return. Over the past 10 years, CSSX5E.MI has underperformed IUSA.MI with an annualized return of 10.41%, while IUSA.MI has yielded a comparatively higher 15.02% 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%
IUSA.MI
- 1D
- -0.34%
- 1M
- 6.10%
- YTD
- 11.46%
- 6M
- 11.61%
- 1Y
- 25.71%
- 3Y*
- 19.11%
- 5Y*
- 14.78%
- 10Y*
- 15.02%
CSSX5E.MI vs. IUSA.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% |
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist | 11.46% | 4.30% | 33.67% | 22.28% | -14.69% | 40.93% | 7.52% | 34.35% | -1.19% | 6.82% |
Correlation
The correlation between CSSX5E.MI and IUSA.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 | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.62 |
The correlation between CSSX5E.MI and IUSA.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. IUSA.MI — Risk / Return Rank
CSSX5E.MI
IUSA.MI
CSSX5E.MI vs. IUSA.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 Dist (IUSA.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 | IUSA.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.59 | -2.15 |
| Martin ratioReturn relative to average drawdown | 4.84 | 12.84 | -7.99 |
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 | IUSA.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.29 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.97 | -0.33 |
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 | 0.61 | -0.20 |
Drawdowns
CSSX5E.MI vs. IUSA.MI - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, smaller than the maximum IUSA.MI drawdown of -51.95%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and IUSA.MI.
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Drawdown Indicators
| CSSX5E.MI | IUSA.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -51.95% | +13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -7.16% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -23.27% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -23.27% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -33.65% | -4.85% |
Current DrawdownCurrent decline from peak | -1.24% | -0.34% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -7.84% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.00% | +1.21% |
Volatility
CSSX5E.MI vs. IUSA.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 Dist (IUSA.MI) at 2.74%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than IUSA.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 | IUSA.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 2.74% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 7.45% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 11.33% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 15.13% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.08% | +2.24% |
CSSX5E.MI vs. IUSA.MI - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is higher than IUSA.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. IUSA.MI - Dividend Comparison
CSSX5E.MI has not paid dividends to shareholders, while IUSA.MI's dividend yield for the trailing twelve months is around 0.85%.
| 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% |
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist | 0.85% | 0.94% | 0.99% | 1.26% | 1.47% | 0.99% | 1.40% | 1.49% | 1.71% | 1.52% | 1.37% | 1.51% |
Frequently Asked Questions
CSSX5E.MI and IUSA.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, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.10% for CSSX5E.MI.
CSSX5E.MI is categorized as Europe Equities, while IUSA.MI is S&P 500. CSSX5E.MI tracks EURO STOXX® 50, while IUSA.MI tracks S&P 500 Index. Their fees differ too: 0.10% for CSSX5E.MI and 0.07% for IUSA.MI.
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