EHEF.L vs. CSX5.L
Compare and contrast key facts about SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L).
EHEF.L and CSX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EHEF.L is a passively managed fund by FundLogic that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 5, 2017. 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. Both EHEF.L and CSX5.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: EHEF.L or CSX5.L.
Key characteristics
| EHEF.L | CSX5.L | |
|---|---|---|
| YTD Return | 11.17% | 10.12% |
| 1Y Return | 17.33% | 17.83% |
| 3Y Return (Ann) | 5.06% | 8.96% |
| 5Y Return (Ann) | 7.59% | 9.43% |
| Sharpe Ratio | 1.62 | 1.37 |
| Daily Std Dev | 10.74% | 13.09% |
| Max Drawdown | -37.95% | -37.87% |
| Current Drawdown | -1.35% | -4.13% |
Correlation
The correlation between EHEF.L and CSX5.L is 0.93, 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.
Performance
EHEF.L vs. CSX5.L - Performance Comparison
In the year-to-date period, EHEF.L achieves a 11.17% return, which is significantly higher than CSX5.L's 10.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EHEF.L vs. CSX5.L - Expense Ratio Comparison
EHEF.L has a 0.30% expense ratio, which is higher than CSX5.L's 0.10% expense ratio.
Risk-Adjusted Performance
EHEF.L vs. CSX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.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
EHEF.L vs. CSX5.L - Dividend Comparison
Neither EHEF.L nor CSX5.L has paid dividends to shareholders.
Drawdowns
EHEF.L vs. CSX5.L - Drawdown Comparison
The maximum EHEF.L drawdown since its inception was -37.95%, roughly equal to the maximum CSX5.L drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for EHEF.L and CSX5.L. For additional features, visit the drawdowns tool.
Volatility
EHEF.L vs. CSX5.L - Volatility Comparison
The current volatility for SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L) is 3.32%, while iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) has a volatility of 4.01%. This indicates that EHEF.L experiences smaller price fluctuations and is considered to be less risky than CSX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.