CSSX5E.MI vs. IWMO.MI
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and IWMO.MI (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50, while IWMO.MI is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 10.41%/yr vs 15.44%/yr for IWMO.MI. A 0.62 correlation means they provide meaningful diversification when combined. CSSX5E.MI charges 0.10%/yr vs 0.25%/yr for IWMO.MI.
Performance
CSSX5E.MI vs. IWMO.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 IWMO.MI's 23.63% return. Over the past 10 years, CSSX5E.MI has underperformed IWMO.MI with an annualized return of 10.41%, while IWMO.MI has yielded a comparatively higher 15.44% 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%
IWMO.MI
- 1D
- 1.31%
- 1M
- 12.04%
- YTD
- 23.63%
- 6M
- 26.10%
- 1Y
- 32.95%
- 3Y*
- 26.49%
- 5Y*
- 14.89%
- 10Y*
- 15.44%
CSSX5E.MI vs. IWMO.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% |
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 23.63% | 8.04% | 39.23% | 7.91% | -13.96% | 24.82% | 17.08% | 31.14% | 0.40% | 16.05% |
Correlation
The correlation between CSSX5E.MI and IWMO.MI is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.62 |
The correlation between CSSX5E.MI and IWMO.MI has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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Return for Risk
CSSX5E.MI vs. IWMO.MI — Risk / Return Rank
CSSX5E.MI
IWMO.MI
CSSX5E.MI vs. IWMO.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 Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.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 | IWMO.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.65 | -2.20 |
| Martin ratioReturn relative to average drawdown | 4.84 | 13.93 | -9.09 |
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 | IWMO.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.96 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.85 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.91 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.81 | -0.40 |
Drawdowns
CSSX5E.MI vs. IWMO.MI - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than IWMO.MI's maximum drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and IWMO.MI.
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Drawdown Indicators
| CSSX5E.MI | IWMO.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -31.03% | -7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -9.04% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -23.45% | +7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -23.45% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -31.03% | -7.47% |
Current DrawdownCurrent decline from peak | -1.24% | 0.00% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.88% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.37% | +0.84% |
Volatility
CSSX5E.MI vs. IWMO.MI - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) have volatilities of 5.55% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSX5E.MI | IWMO.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.83% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 14.14% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 16.85% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 17.28% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 17.60% | +0.72% |
CSSX5E.MI vs. IWMO.MI - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is lower than IWMO.MI's 0.25% 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. IWMO.MI - Dividend Comparison
Neither CSSX5E.MI nor IWMO.MI has paid dividends to shareholders.
Frequently Asked Questions
CSSX5E.MI and IWMO.MI have a correlation of 0.69, 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 0.25% for IWMO.MI.
CSSX5E.MI is categorized as Europe Equities, while IWMO.MI is Momentum. CSSX5E.MI tracks EURO STOXX® 50, while IWMO.MI tracks MSCI World Momentum Index. Their fees differ too: 0.10% for CSSX5E.MI and 0.25% for IWMO.MI.
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