CSSX5E.MI vs. MEUD.L
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) are both Europe Equities funds - CSSX5E.MI tracks the EURO STOXX® 50 while MEUD.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 10.41%/yr vs 9.25%/yr for MEUD.L. Their correlation of 0.89 suggests significant overlap in exposure. CSSX5E.MI charges 0.10%/yr vs 0.15%/yr for MEUD.L.
Performance
CSSX5E.MI vs. MEUD.L - Performance Comparison
Loading charts...
Different Trading Currencies
CSSX5E.MI is traded in EUR, while MEUD.L is traded in GBp. To make them comparable, the MEUD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSSX5E.MI achieves a 6.16% return, which is significantly lower than MEUD.L's 6.99% return. Over the past 10 years, CSSX5E.MI has outperformed MEUD.L with an annualized return of 10.41%, while MEUD.L has yielded a comparatively lower 9.25% 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%
MEUD.L
- 1D
- -0.73%
- 1M
- 1.88%
- YTD
- 6.99%
- 6M
- 9.84%
- 1Y
- 16.31%
- 3Y*
- 13.55%
- 5Y*
- 9.63%
- 10Y*
- 9.25%
CSSX5E.MI vs. MEUD.L - 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% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 6.99% | 19.91% | 8.66% | 15.89% | -9.94% | 24.68% | -1.79% | 28.06% | -10.71% | 10.88% |
Correlation
The correlation between CSSX5E.MI and MEUD.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013 | 0.89 |
The correlation between CSSX5E.MI and MEUD.L has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSSX5E.MI vs. MEUD.L — Risk / Return Rank
CSSX5E.MI
MEUD.L
CSSX5E.MI vs. MEUD.L - 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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). 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 | MEUD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.70 | -0.26 |
| Martin ratioReturn relative to average drawdown | 4.84 | 6.42 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSSX5E.MI | MEUD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.29 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.67 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.59 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.54 | -0.13 |
Drawdowns
CSSX5E.MI vs. MEUD.L - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than MEUD.L's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and MEUD.L.
Loading charts...
Drawdown Indicators
| CSSX5E.MI | MEUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -36.19% | -2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -9.53% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -15.58% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -20.75% | -2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -36.19% | -2.31% |
Current DrawdownCurrent decline from peak | -1.24% | -1.43% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.34% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.53% | +0.68% |
Volatility
CSSX5E.MI vs. MEUD.L - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 4.35%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSSX5E.MI | MEUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.35% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 10.27% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 12.58% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 14.37% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 15.68% | +2.64% |
CSSX5E.MI vs. MEUD.L - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is lower than MEUD.L'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. MEUD.L - Dividend Comparison
Neither CSSX5E.MI nor MEUD.L has paid dividends to shareholders.
Frequently Asked Questions
CSSX5E.MI and MEUD.L have a correlation of 0.88, 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 MEUD.L.
CSSX5E.MI tracks EURO STOXX® 50, while MEUD.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CSSX5E.MI and 0.15% for MEUD.L.
Find the right allocation for CSSX5E.MI and MEUD.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer