CSX5.L vs. XESC.L
Compare and contrast key facts about iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L).
CSX5.L and XESC.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. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. Both CSX5.L and XESC.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 XESC.L.
Performance
CSX5.L vs. XESC.L - Performance Comparison
Returns By Period
In the year-to-date period, CSX5.L achieves a 8.95% return, which is significantly higher than XESC.L's 4.56% return. Over the past 10 years, CSX5.L has underperformed XESC.L with an annualized return of 7.31%, while XESC.L has yielded a comparatively higher 7.88% annualized return.
CSX5.L
8.95%
-3.60%
-4.86%
13.70%
8.33%
7.31%
XESC.L
4.56%
-3.38%
-7.07%
8.36%
7.81%
7.88%
Key characteristics
| CSX5.L | XESC.L | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.63 |
| Sortino Ratio | 1.46 | 0.95 |
| Omega Ratio | 1.18 | 1.11 |
| Calmar Ratio | 1.35 | 0.84 |
| Martin Ratio | 4.59 | 2.06 |
| Ulcer Index | 2.94% | 4.01% |
| Daily Std Dev | 13.51% | 13.14% |
| Max Drawdown | -37.87% | -34.48% |
| Current Drawdown | -5.15% | -7.69% |
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CSX5.L vs. XESC.L - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is higher than XESC.L's 0.09% 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 XESC.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CSX5.L vs. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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. XESC.L - Dividend Comparison
Neither CSX5.L nor XESC.L has paid dividends to shareholders.
Drawdowns
CSX5.L vs. XESC.L - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, which is greater than XESC.L's maximum drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for CSX5.L and XESC.L. For additional features, visit the drawdowns tool.
Volatility
CSX5.L vs. XESC.L - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) have volatilities of 6.00% and 5.87%, 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.