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CSSX5E.MI vs. VUAA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSX5E.MI vs. VUAA.L - 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 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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CSSX5E.MI vs. VUAA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
-0.99%23.04%10.93%22.79%-9.22%23.62%-2.24%10.16%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
-2.59%3.44%33.54%22.89%-13.59%39.02%7.96%12.33%
Different Trading Currencies

CSSX5E.MI is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.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 -0.99% return, which is significantly higher than VUAA.L's -4.92% return.


CSSX5E.MI

1D
3.05%
1M
-4.13%
YTD
-0.99%
6M
3.20%
1Y
10.86%
3Y*
13.20%
5Y*
10.86%
10Y*
10.09%

VUAA.L

1D
0.00%
1M
-4.96%
YTD
-4.92%
6M
-1.94%
1Y
7.73%
3Y*
15.19%
5Y*
11.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSSX5E.MI vs. VUAA.L - Expense Ratio Comparison

CSSX5E.MI has a 0.10% expense ratio, which is higher than VUAA.L'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%.


Return for Risk

CSSX5E.MI vs. VUAA.L — 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: 3131
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 3030
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 3030
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3333
Martin Ratio Rank

VUAA.L
VUAA.L Risk / Return Rank: 6868
Overall Rank
VUAA.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 6363
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7777
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. VUAA.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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.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.MIVUAA.LDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.46

+0.17

Sortino ratio

Return per unit of downside risk

0.94

0.72

+0.22

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.02

Calmar ratio

Return relative to maximum drawdown

0.85

1.01

-0.16

Martin ratio

Return relative to average drawdown

3.14

3.18

-0.04

CSSX5E.MI vs. VUAA.L - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.63, which is higher than the VUAA.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and VUAA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSSX5E.MIVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.46

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.73

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.74

-0.35

Correlation

The correlation between CSSX5E.MI and VUAA.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSSX5E.MI vs. VUAA.L - Dividend Comparison

Neither CSSX5E.MI nor VUAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSSX5E.MI vs. VUAA.L - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than VUAA.L's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and VUAA.L.


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Drawdown Indicators


CSSX5E.MIVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-34.05%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-11.75%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-24.36%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-6.97%

-5.41%

-1.56%

Average Drawdown

Average peak-to-trough decline

-7.31%

-5.20%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.05%

+1.41%

Volatility

CSSX5E.MI vs. VUAA.L - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 6.60% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 4.09%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSX5E.MIVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

4.09%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

8.81%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

16.97%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

15.87%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

17.90%

+0.35%