CSX5.L vs. FRXD.L
CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and FRXD.L (Franklin European Quality Dividend UCITS ETF EUR (Dist)) are both Europe Equities funds - CSX5.L tracks the MSCI EMU NR EUR while FRXD.L tracks the LibertyQ European Dividend Index-NR. Both are passively managed. Over the past 5 years, CSX5.L returned 12.33%/yr vs 12.56%/yr for FRXD.L. A 0.71 correlation means they provide meaningful diversification when combined. CSX5.L charges 0.10%/yr vs 0.25%/yr for FRXD.L.
Performance
CSX5.L vs. FRXD.L - Performance Comparison
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Returns By Period
In the year-to-date period, CSX5.L achieves a 9.88% return, which is significantly lower than FRXD.L's 12.87% return.
CSX5.L
- 1D
- -0.90%
- 1M
- -1.04%
- 6M
- 5.43%
- YTD
- 9.88%
- 1Y
- 18.88%
- 3Y*
- 15.71%
- 5Y*
- 12.33%
- 10Y*
- 10.96%
FRXD.L
- 1D
- 0.79%
- 1M
- 0.30%
- 6M
- 11.77%
- YTD
- 12.87%
- 1Y
- 20.35%
- 3Y*
- 19.35%
- 5Y*
- 12.56%
- 10Y*
- —
CSX5.L vs. FRXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSX5.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 9.88% | 21.71% | 11.38% | 22.29% | -8.36% | 23.37% | -2.27% | 28.04% | -11.52% | 2.20% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 12.87% | 24.01% | 12.76% | 10.32% | -0.01% | 17.27% | -4.30% | 24.47% | -9.31% | -0.60% |
Correlation
The correlation between CSX5.L and FRXD.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2017 | 0.71 |
Over the past year, the correlation between CSX5.L and FRXD.L has dropped to 0.48 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
CSX5.L vs. FRXD.L — Risk / Return Rank
CSX5.L
FRXD.L
CSX5.L vs. FRXD.L - 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 Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSX5.L | FRXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 6.15 | -4.42 |
| Martin ratioReturn relative to average drawdown | 6.05 | 14.59 | -8.55 |
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Drawdowns
CSX5.L vs. FRXD.L - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, which is greater than FRXD.L's maximum drawdown of -35.42%. Use the drawdown chart below to compare losses from any high point for CSX5.L and FRXD.L.
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Drawdown Indicators
| CSX5.L | FRXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.87% | -35.42% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -3.30% | -7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -10.26% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -14.39% | -9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.87% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -0.72% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -3.86% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.39% | +1.73% |
Volatility
CSX5.L vs. FRXD.L - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) has a higher volatility of 4.09% compared to Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) at 2.22%. This indicates that CSX5.L's price experiences larger fluctuations and is considered to be riskier than FRXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSX5.L | FRXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 2.22% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 6.79% | +6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 8.70% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 11.24% | +6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 13.50% | +4.34% |
CSX5.L vs. FRXD.L - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is lower than FRXD.L's 0.25% 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. FRXD.L - Dividend Comparison
CSX5.L has not paid dividends to shareholders, while FRXD.L's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 3.91% | 4.28% | 4.30% | 5.00% | 5.20% | 4.63% | 3.53% | 4.42% | 5.53% |
Frequently Asked Questions
CSX5.L and FRXD.L have a correlation of 0.48, 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 0.25% for FRXD.L.
CSX5.L tracks MSCI EMU NR EUR, while FRXD.L tracks LibertyQ European Dividend Index-NR. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.10% for CSX5.L and 0.25% for FRXD.L.
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