PortfoliosLab logoPortfoliosLab logo
CSX5.L vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSX5.L vs. EXS1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CSX5.L achieves a 6.76% return, which is significantly higher than EXS1.DE's 1.33% return. Over the past 10 years, CSX5.L has outperformed EXS1.DE with an annualized return of 10.27%, while EXS1.DE has yielded a comparatively lower 8.88% annualized return.


CSX5.L

1D
-0.62%
1M
1.19%
YTD
6.76%
6M
7.89%
1Y
14.88%
3Y*
15.36%
5Y*
11.38%
10Y*
10.27%

EXS1.DE

1D
0.59%
1M
0.00%
YTD
1.33%
6M
3.41%
1Y
2.03%
3Y*
15.45%
5Y*
9.09%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSX5.L vs. EXS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
6.76%21.71%11.38%22.29%-8.36%23.37%-2.27%28.04%-11.52%10.61%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.33%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%

Correlation

The correlation between CSX5.L and EXS1.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.90

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.90

The correlation between CSX5.L and EXS1.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

CSX5.L vs. EXS1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSX5.L
CSX5.L Risk / Return Rank: 3030
Overall Rank
CSX5.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSX5.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
CSX5.L Omega Ratio Rank: 2828
Omega Ratio Rank
CSX5.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSX5.L Martin Ratio Rank: 3434
Martin Ratio Rank

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
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.

CSX5.L vs. EXS1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares Core DAX UCITS ETF (DE) (EXS1.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.


CSX5.LEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.18

1.04

+0.14

Calmar ratioReturn relative to maximum drawdown

1.36

0.18

+1.18

Martin ratioReturn relative to average drawdown

4.63

0.57

+4.06

CSX5.L vs. EXS1.DE - Sharpe Ratio Comparison

The current CSX5.L Sharpe Ratio is 0.95, which is higher than the EXS1.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of CSX5.L and EXS1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CSX5.LEXS1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.14

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.52

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.48

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.22

+0.22

Drawdowns

CSX5.L vs. EXS1.DE - Drawdown Comparison

The maximum CSX5.L drawdown since its inception was -37.87%, smaller than the maximum EXS1.DE drawdown of -68.00%. Use the drawdown chart below to compare losses from any high point for CSX5.L and EXS1.DE.


Loading charts...

Drawdown Indicators


CSX5.LEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.87%

-68.00%

+30.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-12.35%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-15.93%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-26.69%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.87%

-38.68%

+0.81%

Current Drawdown

Current decline from peak

-0.64%

-2.23%

+1.59%

Average Drawdown

Average peak-to-trough decline

-6.97%

-17.04%

+10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.99%

-0.78%

Volatility

CSX5.L vs. EXS1.DE - Volatility Comparison

The current volatility for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) is 4.39%, while iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a volatility of 5.16%. This indicates that CSX5.L experiences smaller price fluctuations and is considered to be less risky than EXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSX5.LEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.16%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

12.95%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

16.04%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

17.18%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.36%

-0.16%

CSX5.L vs. EXS1.DE - Expense Ratio Comparison

CSX5.L has a 0.10% expense ratio, which is lower than EXS1.DE's 0.16% 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

CSX5.L vs. EXS1.DE - Dividend Comparison

Neither CSX5.L nor EXS1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSX5.L
iShares VII plc - 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%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%

Frequently Asked Questions


CSX5.L and EXS1.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSX5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSX5.L is cheaper with a 0.10% expense ratio, compared with 0.16% for EXS1.DE.

CSX5.L tracks MSCI EMU NR EUR, while EXS1.DE tracks DAX®. Their fees differ too: 0.10% for CSX5.L and 0.16% for EXS1.DE.

Portfolio Optimizer

Find the right allocation for CSX5.L and EXS1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer