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

CSX5.L vs. IEDL.L

Last updated Jun 6, 2026

CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - CSX5.L tracks the MSCI EMU NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, CSX5.L returned 11.38%/yr vs 14.35%/yr for IEDL.L. Their correlation of 0.89 suggests significant overlap in exposure. CSX5.L charges 0.10%/yr vs 0.25%/yr for IEDL.L.

Performance

CSX5.L vs. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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 6.76% return, which is significantly lower than IEDL.L's 13.47% 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%

IEDL.L

1D
-0.58%
1M
1.92%
YTD
13.47%
6M
16.48%
1Y
31.50%
3Y*
21.25%
5Y*
14.35%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
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%-9.81%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.47%34.97%10.35%13.65%-3.82%26.74%-8.81%21.98%-12.14%

Correlation

The correlation between CSX5.L and IEDL.L is 0.88, 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

0.88

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2018

0.89

The correlation between CSX5.L and IEDL.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

CSX5.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
CSX5.L
IEDL.L

Financial Services

25.0%
22.6%

Industrials

21.4%
17.0%

Technology

17.0%
12.2%

Consumer Cyclical

9.8%
6.2%

Consumer Defensive

5.6%
8.6%

Energy

5.3%
5.1%

Healthcare

5.3%
12.3%

Utilities

4.7%
4.5%

Basic Materials

3.5%
6.2%

Communication Services

2.5%
3.7%

Real Estate

-

0.6%

Financial Services

CSX5.L
25.0%
IEDL.L
22.6%

Industrials

CSX5.L
21.4%
IEDL.L
17.0%

Technology

CSX5.L
17.0%
IEDL.L
12.2%

Consumer Cyclical

CSX5.L
9.8%
IEDL.L
6.2%

Consumer Defensive

CSX5.L
5.6%
IEDL.L
8.6%

Energy

CSX5.L
5.3%
IEDL.L
5.1%

Healthcare

CSX5.L
5.3%
IEDL.L
12.3%

Utilities

CSX5.L
4.7%
IEDL.L
4.5%

Basic Materials

CSX5.L
3.5%
IEDL.L
6.2%

Communication Services

CSX5.L
2.5%
IEDL.L
3.7%

Real Estate

CSX5.L

-

IEDL.L
0.6%

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

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with CSX5.L:
CSX5.L vs. XESC.LCSX5.L vs. EXW1.DECSX5.L vs. ISX5.LCSX5.L vs. VUAA.LCSX5.L vs. IDVY.LCSX5.L vs. VERX.ASCSX5.L vs. IUSA.L
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. EUMD.LIEDL.L vs. T3KE.DEIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

CSX5.L vs. IEDL.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: 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
IEDL.L
IEDL.L Risk / Return Rank: 7575
Overall Rank
IEDL.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7878
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 7171
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. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

CSX5.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.95
2.30

-1.35

Sortino ratioReturn per unit of downside risk
1.48
3.15

-1.66

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.25

Calmar ratioReturn relative to maximum drawdown

1.36

3.24

-1.87

Martin ratioReturn relative to average drawdown

4.63

12.05

-7.42

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. IEDL.L - Sharpe Ratio Comparison

The current CSX5.L Sharpe Ratio is 0.95, which is lower than the IEDL.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CSX5.L and IEDL.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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Sharpe Ratios by Period

CSX5.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.30

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.93

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.58

-0.15

Drawdowns

CSX5.L vs. IEDL.L - Drawdown Comparison

The maximum CSX5.L drawdown since its inception was -37.87%, roughly equal to the maximum IEDL.L drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for CSX5.L and IEDL.L.

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Drawdown Indicators

CSX5.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.87%

-39.77%

+1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-9.69%

-1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-17.59%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-19.68%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-37.87%

—

—

Current Drawdown

Current decline from peak

-0.64%

-1.28%

+0.64%

Average Drawdown

Average peak-to-trough decline

-6.97%

-6.20%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.61%

+0.60%

Volatility

CSX5.L vs. IEDL.L - Volatility Comparison

iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.39% and 4.36%, 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.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.36%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

10.96%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

13.63%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

15.44%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

17.99%

+0.21%

CSX5.L vs. IEDL.L - Expense Ratio Comparison

CSX5.L has a 0.10% expense ratio, which is lower than IEDL.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. IEDL.L - Dividend Comparison

CSX5.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.03%.

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%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.03%3.44%4.22%4.75%4.23%3.55%2.32%3.86%3.19%

Frequently Asked Questions

CSX5.L and IEDL.L have a correlation of 0.88, 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 IEDL.L.

CSX5.L tracks MSCI EMU NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.10% for CSX5.L and 0.25% for IEDL.L.

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