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CSX5.L vs. FRXD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSX5.L vs. FRXD.L - 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 Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSX5.L vs. FRXD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CSX5.L
CSX5.L Risk / Return Rank: 4343
Overall Rank
CSX5.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CSX5.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CSX5.L Omega Ratio Rank: 4242
Omega Ratio Rank
CSX5.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
CSX5.L Martin Ratio Rank: 4646
Martin Ratio Rank

FRXD.L
FRXD.L Risk / Return Rank: 9191
Overall Rank
FRXD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FRXD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FRXD.L Omega Ratio Rank: 8989
Omega Ratio Rank
FRXD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FRXD.L Martin Ratio Rank: 8989
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. 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.LFRXD.LDifference
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

CSX5.L vs. FRXD.L - Sharpe Ratio Comparison

The current CSX5.L Sharpe Ratio is 1.20, which is lower than the FRXD.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CSX5.L and FRXD.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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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.LFRXD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.79%

-0.72%

-2.07%

Average Drawdown

Average peak-to-trough decline

-6.93%

-3.86%

-3.07%

Ulcer Index

Depth 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.LFRXD.LDifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for CSX5.L and FRXD.L

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

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