PortfoliosLab logoPortfoliosLab logo
CSSX5E.MI vs. VWCG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSX5E.MI vs. VWCG.DE - 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 FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CSSX5E.MI vs. VWCG.DE - 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%11.17%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
1.43%20.45%8.94%16.07%-9.71%24.74%-2.59%11.39%

Returns By Period

In the year-to-date period, CSSX5E.MI achieves a -0.99% return, which is significantly lower than VWCG.DE's 1.43% 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%

VWCG.DE

1D
2.47%
1M
-3.85%
YTD
1.43%
6M
6.77%
1Y
13.97%
3Y*
12.62%
5Y*
9.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSSX5E.MI vs. VWCG.DE - Expense Ratio Comparison

Both CSSX5E.MI and VWCG.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CSSX5E.MI vs. VWCG.DE — 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

VWCG.DE
VWCG.DE Risk / Return Rank: 4949
Overall Rank
VWCG.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 4949
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 5353
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. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.


CSSX5E.MIVWCG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.92

-0.29

Sortino ratio

Return per unit of downside risk

0.94

1.25

-0.31

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.85

1.41

-0.56

Martin ratio

Return relative to average drawdown

3.14

5.41

-2.27

CSSX5E.MI vs. VWCG.DE - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.63, which is lower than the VWCG.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and VWCG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CSSX5E.MIVWCG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.92

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.69

-0.07

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

0.60

-0.21

Correlation

The correlation between CSSX5E.MI and VWCG.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSSX5E.MI vs. VWCG.DE - Dividend Comparison

Neither CSSX5E.MI nor VWCG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSSX5E.MI vs. VWCG.DE - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than VWCG.DE's maximum drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and VWCG.DE.


Loading graphics...

Drawdown Indicators


CSSX5E.MIVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-35.68%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-12.45%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-20.10%

-3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-6.97%

-5.40%

-1.57%

Average Drawdown

Average peak-to-trough decline

-7.31%

-5.17%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.68%

+0.78%

Volatility

CSSX5E.MI vs. VWCG.DE - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 6.60% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 5.88%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CSSX5E.MIVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

5.88%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

9.19%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

15.14%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

14.12%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

17.09%

+1.16%