CSX5.L vs. SXR8.DE
CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CSX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CSX5.L returned 10.27%/yr vs 14.95%/yr for SXR8.DE. A 0.62 correlation means they provide meaningful diversification when combined. CSX5.L charges 0.10%/yr vs 0.07%/yr for SXR8.DE.
Performance
CSX5.L vs. SXR8.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 SXR8.DE's 11.37% return. Over the past 10 years, CSX5.L has underperformed SXR8.DE with an annualized return of 10.27%, while SXR8.DE has yielded a comparatively higher 14.95% 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%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
CSX5.L vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between CSX5.L and SXR8.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.62 |
The correlation between CSX5.L and SXR8.DE shifts across timeframes, from 0.53 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSX5.L vs. SXR8.DE — Risk / Return Rank
CSX5.L
SXR8.DE
CSX5.L vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.58 | -2.21 |
| Martin ratioReturn relative to average drawdown | 4.63 | 12.71 | -8.08 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.21 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.96 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.92 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.79 | -0.36 |
Drawdowns
CSX5.L vs. SXR8.DE - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CSX5.L and SXR8.DE.
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Drawdown Indicators
| CSX5.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.87% | -33.78% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -7.13% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -23.32% | +6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -23.32% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.87% | -33.78% | -4.09% |
Current DrawdownCurrent decline from peak | -0.64% | -0.45% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -5.17% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.01% | +1.20% |
Volatility
CSX5.L vs. SXR8.DE - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) has a higher volatility of 4.39% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that CSX5.L's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 2.65% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 7.57% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 11.56% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 15.16% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.09% | +2.11% |
CSX5.L vs. SXR8.DE - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is higher than SXR8.DE'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%.
Dividends
CSX5.L vs. SXR8.DE - Dividend Comparison
Neither CSX5.L nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CSX5.L and SXR8.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSX5.L.
CSX5.L is categorized as Europe Equities, while SXR8.DE is S&P 500. CSX5.L tracks MSCI EMU NR EUR, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.10% for CSX5.L and 0.07% for SXR8.DE.
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