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

Performance

CSSX5E.MI vs. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSX5E.MI achieves a 6.16% return, which is significantly higher than XBLC.L's 0.45% 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%

XBLC.L

1D
-0.29%
1M
0.44%
YTD
0.45%
6M
0.25%
1Y
1.76%
3Y*
4.41%
5Y*
0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSX5E.MI vs. XBLC.L - 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%-0.77%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.45%2.95%4.36%7.51%-13.29%-1.05%2.52%6.28%-1.52%0.63%

Correlation

The correlation between CSSX5E.MI and XBLC.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.32

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.28

Over the past year, CSSX5E.MI and XBLC.L have become more correlated (0.49) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

CSSX5E.MI vs. XBLC.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: 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

XBLC.L
XBLC.L Risk / Return Rank: 1818
Overall Rank
XBLC.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 1818
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2020
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. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.MIXBLC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

1.44

0.66

+0.78

Martin ratioReturn relative to average drawdown

4.84

2.28

+2.57

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

The current CSSX5E.MI Sharpe Ratio is 0.98, which is higher than the XBLC.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and XBLC.L, 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.MIXBLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.58

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.01

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.18

+0.23

Drawdowns

CSSX5E.MI vs. XBLC.L - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than XBLC.L's maximum drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and XBLC.L.


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Drawdown Indicators


CSSX5E.MIXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-17.18%

-21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-2.67%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

-2.67%

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-17.18%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-1.24%

-1.15%

-0.09%

Average Drawdown

Average peak-to-trough decline

-7.27%

-4.50%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.77%

+2.44%

Volatility

CSSX5E.MI vs. XBLC.L - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) at 1.20%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than XBLC.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.MIXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

1.20%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

2.66%

+10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

3.02%

+12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

4.38%

+13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

4.71%

+13.61%

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

CSSX5E.MI has a 0.10% expense ratio, which is lower than XBLC.L's 0.12% 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. XBLC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSSX5E.MI and XBLC.L have a correlation of 0.49, 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 0.12% for XBLC.L.

CSSX5E.MI is categorized as Europe Equities, while XBLC.L is European Corporate Bonds. CSSX5E.MI tracks EURO STOXX® 50, while XBLC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for CSSX5E.MI and 0.12% for XBLC.L.

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