CSX5.L vs. JRDZ.L

Last updated Jun 6, 2026

CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) are both Europe Equities funds tracking the MSCI EMU NR EUR, from iShares and JPMorgan respectively. Both are passively managed. CSX5.L charges 0.10%/yr vs 0.25%/yr for JRDZ.L.

Performance

CSX5.L vs. JRDZ.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 JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CSX5.L is traded in EUR, while JRDZ.L is traded in GBp. To make them comparable, the JRDZ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

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%

JRDZ.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CSX5.L vs. JRDZ.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: 30
CSX5.L Sharpe Ratio Rank: 29
CSX5.L Sortino Ratio Rank: 30
CSX5.L Omega Ratio Rank: 28
CSX5.L Calmar Ratio Rank: 30
CSX5.L Martin Ratio Rank: 34

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. JRDZ.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 JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.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.L	JRDZ.L	Difference
Sharpe ratio: Return per unit of total volatility	0.95	—	—
Sortino ratio: Return per unit of downside risk	1.48	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.36	—	—
Martin ratio: Return relative to average drawdown	4.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CSX5.L	JRDZ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
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	—	—

Drawdowns

Drawdown Indicators

	CSX5.L	JRDZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.87%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.87%	—	—
Current Drawdown Current decline from peak	-0.64%	—	—
Average Drawdown Average peak-to-trough decline	-6.97%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	—	—

Volatility

Volatility by Period

	CSX5.L	JRDZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.20%	—	—

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

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

Neither CSX5.L nor JRDZ.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, CSX5.L or JRDZ.L?

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.

Which ETF is cheaper, CSX5.L or JRDZ.L?

CSX5.L is cheaper with a 0.10% expense ratio, compared with 0.25% for JRDZ.L.

What is the main difference between CSX5.L and JRDZ.L?

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.10% for CSX5.L and 0.25% for JRDZ.L.