CSSX5E.MI vs. SXRW.DE
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds from iShares - CSSX5E.MI tracks the EURO STOXX® 50 while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 11.32%/yr vs 8.60%/yr for SXRW.DE. A 0.69 correlation means they provide meaningful diversification when combined. CSSX5E.MI charges 0.10%/yr vs 0.07%/yr for SXRW.DE.
Performance
CSSX5E.MI vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSSX5E.MI achieves a 9.31% return, which is significantly higher than SXRW.DE's 7.72% return. Over the past 10 years, CSSX5E.MI has outperformed SXRW.DE with an annualized return of 11.32%, while SXRW.DE has yielded a comparatively lower 8.60% annualized return.
CSSX5E.MI
- 1D
- 0.77%
- 1M
- 7.33%
- YTD
- 9.31%
- 6M
- 10.49%
- 1Y
- 20.75%
- 3Y*
- 15.51%
- 5Y*
- 11.68%
- 10Y*
- 11.32%
SXRW.DE
- 1D
- -0.30%
- 1M
- 3.56%
- YTD
- 7.72%
- 6M
- 10.52%
- 1Y
- 20.05%
- 3Y*
- 14.43%
- 5Y*
- 11.47%
- 10Y*
- 8.60%
CSSX5E.MI vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 9.31% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 7.72% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between CSSX5E.MI and SXRW.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.69 |
The correlation between CSSX5E.MI and SXRW.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
CSSX5E.MI vs. SXRW.DE — Risk / Return Rank
CSSX5E.MI
SXRW.DE
CSSX5E.MI vs. SXRW.DE - 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 FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSSX5E.MI | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.53 | -0.61 |
| Martin ratioReturn relative to average drawdown | 6.58 | 9.23 | -2.65 |
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Drawdowns
CSSX5E.MI vs. SXRW.DE - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, roughly equal to the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and SXRW.DE.
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Drawdown Indicators
| CSSX5E.MI | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -40.31% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -7.91% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -16.86% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -16.86% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -40.31% | +1.81% |
Current DrawdownCurrent decline from peak | 0.00% | -1.63% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -6.02% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.15% | +1.00% |
Volatility
CSSX5E.MI vs. SXRW.DE - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 4.33% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.63%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than SXRW.DE 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 | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.63% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 10.23% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 12.24% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 14.14% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.89% | +1.43% |
CSSX5E.MI vs. SXRW.DE - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is higher than SXRW.DE'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. SXRW.DE - Dividend Comparison
Neither CSSX5E.MI nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
CSSX5E.MI and SXRW.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSSX5E.MI.
CSSX5E.MI tracks EURO STOXX® 50, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.10% for CSSX5E.MI and 0.07% for SXRW.DE.
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