CSX5.L vs. IS3R.DE
CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - CSX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, CSX5.L returned 10.27%/yr vs 15.31%/yr for IS3R.DE. A 0.65 correlation means they provide meaningful diversification when combined. CSX5.L charges 0.10%/yr vs 0.25%/yr for IS3R.DE.
Performance
CSX5.L vs. IS3R.DE - Performance Comparison
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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 IS3R.DE's 22.51% return. Over the past 10 years, CSX5.L has underperformed IS3R.DE with an annualized return of 10.27%, while IS3R.DE has yielded a comparatively higher 15.31% annualized 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%
IS3R.DE
- 1D
- -1.01%
- 1M
- 6.72%
- YTD
- 22.51%
- 6M
- 23.47%
- 1Y
- 31.36%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
CSX5.L vs. IS3R.DE - 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 | 6.76% | 21.71% | 11.38% | 22.29% | -8.36% | 23.37% | -2.27% | 28.04% | -11.52% | 10.61% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
Correlation
The correlation between CSX5.L and IS3R.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.65 |
The correlation between CSX5.L and IS3R.DE has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.
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Return for Risk
CSX5.L vs. IS3R.DE — Risk / Return Rank
CSX5.L
IS3R.DE
CSX5.L vs. IS3R.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 Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.L | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.48 | -2.11 |
| Martin ratioReturn relative to average drawdown | 4.63 | 13.30 | -8.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSX5.L | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.84 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.84 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.88 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.85 | -0.42 |
Drawdowns
CSX5.L vs. IS3R.DE - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for CSX5.L and IS3R.DE.
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Drawdown Indicators
| CSX5.L | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.87% | -30.77% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -9.01% | -1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -23.57% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -23.57% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.87% | -30.77% | -7.10% |
Current DrawdownCurrent decline from peak | -0.64% | -1.01% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -5.67% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.36% | +0.85% |
Volatility
CSX5.L vs. IS3R.DE - Volatility Comparison
The current volatility for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) is 4.39%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 5.96%. This indicates that CSX5.L experiences smaller price fluctuations and is considered to be less risky than IS3R.DE 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 | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 5.96% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 14.33% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 17.01% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 17.32% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 17.23% | +0.97% |
CSX5.L vs. IS3R.DE - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is lower than IS3R.DE'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. IS3R.DE - Dividend Comparison
Neither CSX5.L nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
CSX5.L and IS3R.DE have a correlation of 0.65, 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 IS3R.DE.
CSX5.L is categorized as Europe Equities, while IS3R.DE is Momentum. CSX5.L tracks MSCI EMU NR EUR, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.10% for CSX5.L and 0.25% for IS3R.DE.
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