CSX5.L vs. IDVY.L
Compare and contrast key facts about iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares EURO Dividend UCITS (IDVY.L).
CSX5.L and IDVY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. IDVY.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both CSX5.L and IDVY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSX5.L or IDVY.L.
Performance
CSX5.L vs. IDVY.L - Performance Comparison
Returns By Period
In the year-to-date period, CSX5.L achieves a 8.95% return, which is significantly higher than IDVY.L's 5.45% return. Over the past 10 years, CSX5.L has outperformed IDVY.L with an annualized return of 7.31%, while IDVY.L has yielded a comparatively lower 6.33% annualized return.
CSX5.L
8.95%
-3.60%
-4.86%
13.70%
8.33%
7.31%
IDVY.L
5.45%
-2.29%
-4.38%
10.12%
0.38%
6.33%
Key characteristics
| CSX5.L | IDVY.L | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.90 |
| Sortino Ratio | 1.46 | 1.29 |
| Omega Ratio | 1.18 | 1.16 |
| Calmar Ratio | 1.35 | 0.85 |
| Martin Ratio | 4.59 | 3.26 |
| Ulcer Index | 2.94% | 3.10% |
| Daily Std Dev | 13.51% | 11.21% |
| Max Drawdown | -37.87% | -60.91% |
| Current Drawdown | -5.15% | -4.38% |
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CSX5.L vs. IDVY.L - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is lower than IDVY.L's 0.40% expense ratio.
Correlation
The correlation between CSX5.L and IDVY.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CSX5.L vs. IDVY.L - Risk-Adjusted Performance 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 Dividend UCITS (IDVY.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.
Dividends
CSX5.L vs. IDVY.L - Dividend Comparison
CSX5.L has not paid dividends to shareholders, while IDVY.L's dividend yield for the trailing twelve months is around 6.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDVY.L iShares EURO Dividend UCITS | 6.88% | 6.70% | 5.92% | 4.40% | 3.97% | 5.68% | 5.34% | 4.40% | 4.63% | 10.91% | 9.80% | 10.19% |
Drawdowns
CSX5.L vs. IDVY.L - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, smaller than the maximum IDVY.L drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for CSX5.L and IDVY.L. For additional features, visit the drawdowns tool.
Volatility
CSX5.L vs. IDVY.L - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) has a higher volatility of 6.00% compared to iShares EURO Dividend UCITS (IDVY.L) at 5.55%. This indicates that CSX5.L's price experiences larger fluctuations and is considered to be riskier than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.