CSX5.L vs. IUSA.L
Compare and contrast key facts about iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares S&P 500 UCITS Dist (IUSA.L).
CSX5.L and IUSA.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. IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both CSX5.L and IUSA.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 IUSA.L.
Performance
CSX5.L vs. IUSA.L - Performance Comparison
Returns By Period
In the year-to-date period, CSX5.L achieves a 8.95% return, which is significantly lower than IUSA.L's 25.73% return. Over the past 10 years, CSX5.L has underperformed IUSA.L with an annualized return of 7.31%, while IUSA.L has yielded a comparatively higher 15.64% annualized return.
CSX5.L
8.95%
-3.60%
-4.86%
13.70%
8.33%
7.31%
IUSA.L
25.73%
3.90%
12.10%
30.54%
16.03%
15.64%
Key characteristics
| CSX5.L | IUSA.L | |
|---|---|---|
| Sharpe Ratio | 1.00 | 2.72 |
| Sortino Ratio | 1.46 | 3.87 |
| Omega Ratio | 1.18 | 1.53 |
| Calmar Ratio | 1.35 | 4.78 |
| Martin Ratio | 4.59 | 19.46 |
| Ulcer Index | 2.94% | 1.57% |
| Daily Std Dev | 13.51% | 11.18% |
| Max Drawdown | -37.87% | -38.58% |
| Current Drawdown | -5.15% | -0.98% |
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CSX5.L vs. IUSA.L - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is higher than IUSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between CSX5.L and IUSA.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CSX5.L vs. IUSA.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 S&P 500 UCITS Dist (IUSA.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. IUSA.L - Dividend Comparison
CSX5.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.28%.
| 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% |
IUSA.L iShares S&P 500 UCITS Dist | 1.28% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
CSX5.L vs. IUSA.L - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, roughly equal to the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for CSX5.L and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
CSX5.L vs. IUSA.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 S&P 500 UCITS Dist (IUSA.L) at 3.69%. This indicates that CSX5.L's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.