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CSX5.L vs. EXW1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSX5.L vs. EXW1.DE

Last updated Jun 5, 2026

CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) are both Europe Equities funds from iShares - CSX5.L tracks the MSCI EMU NR EUR while EXW1.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, CSX5.L returned 10.48%/yr vs 10.49%/yr for EXW1.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.

Performance

CSX5.L vs. EXW1.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 EURO STOXX 50 UCITS ETF (DE) (EXW1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CSX5.L having a 7.43% return and EXW1.DE slightly lower at 7.31%. Both investments have delivered pretty close results over the past 10 years, with CSX5.L having a 10.48% annualized return and EXW1.DE not far ahead at 10.49%.

CSX5.L

1D
0.81%
1M
1.82%
YTD
7.43%
6M
8.56%
1Y
15.60%
3Y*
15.62%
5Y*
11.52%
10Y*
10.48%

EXW1.DE

1D
0.74%
1M
1.91%
YTD
7.31%
6M
8.62%
1Y
15.73%
3Y*
15.60%
5Y*
11.50%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSX5.L vs. EXW1.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		7.43%21.71%11.38%22.29%-8.36%23.37%-2.27%28.04%-11.52%10.61%
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)		7.31%22.07%11.03%22.41%-8.72%23.47%-3.08%30.12%-12.05%10.04%

Correlation

The correlation between CSX5.L and EXW1.DE is 0.95, 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

0.95

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

0.97

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

0.97

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

0.96

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

0.81

The correlation between CSX5.L and EXW1.DE shifts across timeframes, from 0.81 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc

iShares EURO STOXX 50 UCITS ETF (DE)

Often compared with CSX5.L:
CSX5.L vs. XESC.LCSX5.L vs. ISX5.LCSX5.L vs. VUAA.LCSX5.L vs. IDVY.LCSX5.L vs. VERX.ASCSX5.L vs. IUSA.LCSX5.L vs. VEUR.AS
Often compared with EXW1.DE:
EXW1.DE vs. QDVX.DEEXW1.DE vs. IQQY.DEEXW1.DE vs. VUAA.LEXW1.DE vs. EUN2.DEEXW1.DE vs. MEUD.LEXW1.DE vs. ITAEXW1.DE vs. QDV5.DE

Return for Risk

CSX5.L vs. EXW1.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: 2828
Sharpe Ratio Rank
CSX5.L Sortino Ratio Rank: 2929
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: 3333
Martin Ratio Rank
EXW1.DE
EXW1.DE Risk / Return Rank: 3030
Overall Rank
EXW1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EXW1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EXW1.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EXW1.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EXW1.DE Martin Ratio Rank: 3434
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. EXW1.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 EURO STOXX 50 UCITS ETF (DE) (EXW1.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.LEXW1.DEDifference
Sharpe ratioReturn per unit of total volatility
1.00
1.00

0.00

Sortino ratioReturn per unit of downside risk
1.56
1.58

-0.01

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.44

1.46

-0.02

Martin ratioReturn relative to average drawdown

4.90

4.97

-0.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSX5.L vs. EXW1.DE - Sharpe Ratio Comparison

The current CSX5.L Sharpe Ratio is 1.00, which is comparable to the EXW1.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CSX5.L and EXW1.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.

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Sharpe Ratios by Period

CSX5.LEXW1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.00

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.66

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.21

+0.28

Drawdowns

CSX5.L vs. EXW1.DE - Drawdown Comparison

The maximum CSX5.L drawdown since its inception was -37.87%, smaller than the maximum EXW1.DE drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for CSX5.L and EXW1.DE.

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Drawdown Indicators

CSX5.LEXW1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.87%

-57.82%

+19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-10.76%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-16.59%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-23.32%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-37.87%

-38.49%

+0.62%

Current Drawdown

Current decline from peak

-0.02%

-0.54%

+0.52%

Average Drawdown

Average peak-to-trough decline

-6.80%

-15.74%

+8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.18%

+0.03%

Volatility

CSX5.L vs. EXW1.DE - Volatility Comparison

iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) have volatilities of 5.12% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSX5.LEXW1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.90%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

12.72%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

15.68%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

17.35%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.20%

0.00%

CSX5.L vs. EXW1.DE - Expense Ratio Comparison

Both CSX5.L and EXW1.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%.

Dividends

CSX5.L vs. EXW1.DE - Dividend Comparison

CSX5.L has not paid dividends to shareholders, while EXW1.DE's dividend yield for the trailing twelve months is around 2.30%.

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%
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)		2.30%2.42%2.85%2.83%2.73%2.50%1.97%2.82%3.18%3.92%3.29%3.48%

Frequently Asked Questions

With a correlation of 0.95, CSX5.L and EXW1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSX5.L and EXW1.DE have the same expense ratio: 0.10% per year.

CSX5.L tracks MSCI EMU NR EUR, while EXW1.DE tracks EURO STOXX® 50.

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