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

Performance

CSSX5E.MI vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSSX5E.MI is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO 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 VOO's 12.84% return. Over the past 10 years, CSSX5E.MI has underperformed VOO with an annualized return of 10.41%, while VOO has yielded a comparatively higher 15.38% 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%

VOO

1D
0.00%
1M
6.35%
YTD
12.84%
6M
12.13%
1Y
26.16%
3Y*
19.41%
5Y*
15.09%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSX5E.MI vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
12.24%3.84%33.23%22.54%-13.10%38.43%8.57%34.33%-0.02%6.81%

Correlation

The correlation between CSSX5E.MI and VOO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.42

The correlation between CSSX5E.MI and VOO shifts across timeframes, from 0.34 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSSX5E.MI vs. VOO — 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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.MIVOODifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.44

3.57

-2.13

Martin ratioReturn relative to average drawdown

4.84

13.50

-8.65

CSSX5E.MI vs. VOO - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.98, which is lower than the VOO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and VOO, 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.MIVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.15

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.91

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.83

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.90

-0.49

Drawdowns

CSSX5E.MI vs. VOO - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and VOO.


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Drawdown Indicators


CSSX5E.MIVOODifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-33.49%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-7.37%

-3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

-23.87%

+7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-23.87%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-33.49%

-5.01%

Current Drawdown

Current decline from peak

-1.24%

0.00%

-1.24%

Average Drawdown

Average peak-to-trough decline

-7.27%

-4.04%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

1.94%

+1.27%

Volatility

CSSX5E.MI vs. VOO - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to Vanguard S&P 500 ETF (VOO) at 2.13%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSX5E.MIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

2.13%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

8.53%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

12.24%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

16.70%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

18.53%

-0.21%

CSSX5E.MI vs. VOO - Expense Ratio Comparison

CSSX5E.MI has a 0.10% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison

CSSX5E.MI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.


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%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


CSSX5E.MI and VOO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.10% for CSSX5E.MI.

CSSX5E.MI is categorized as Europe Equities, while VOO is S&P 500. CSSX5E.MI tracks EURO STOXX® 50, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for CSSX5E.MI and 0.03% for VOO.

Portfolio Optimizer

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