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EXS1.DE vs. CSSX5E.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS1.DE vs. CSSX5E.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXS1.DE achieves a 1.11% return, which is significantly lower than CSSX5E.MI's 9.31% return. Over the past 10 years, EXS1.DE has underperformed CSSX5E.MI with an annualized return of 9.41%, while CSSX5E.MI has yielded a comparatively higher 11.32% annualized return.


EXS1.DE

1D
1.03%
1M
3.90%
YTD
1.11%
6M
2.45%
1Y
5.29%
3Y*
14.40%
5Y*
9.01%
10Y*
9.41%

CSSX5E.MI

1D
0.77%
1M
7.33%
YTD
9.31%
6M
10.49%
1Y
20.75%
3Y*
15.51%
5Y*
11.68%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS1.DE vs. CSSX5E.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.11%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
9.31%23.04%10.93%22.79%-9.22%23.62%-2.24%29.02%-11.96%9.95%

Correlation

The correlation between EXS1.DE and CSSX5E.MI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2010

0.85

The correlation between EXS1.DE and CSSX5E.MI has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

EXS1.DE vs. CSSX5E.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS1.DE
EXS1.DE Risk / Return Rank: 1414
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1616
Martin Ratio Rank

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 4040
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 4141
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 3838
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 4141
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 4343
Martin Ratio Rank
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.

EXS1.DE vs. CSSX5E.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXS1.DECSSX5E.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.43

1.92

-1.49

Martin ratioReturn relative to average drawdown

1.32

6.58

-5.26

EXS1.DE vs. CSSX5E.MI - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.33, which is lower than the CSSX5E.MI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EXS1.DE and CSSX5E.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXS1.DE vs. CSSX5E.MI - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -55.14%, which is greater than CSSX5E.MI's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and CSSX5E.MI.


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Drawdown Indicators


EXS1.DECSSX5E.MIDifference

Max Drawdown

Largest peak-to-trough decline

-55.14%

-38.50%

-16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-10.81%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-16.36%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-23.56%

-3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-38.50%

-0.18%

Current Drawdown

Current decline from peak

-2.49%

0.00%

-2.49%

Average Drawdown

Average peak-to-trough decline

-11.70%

-7.26%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.15%

+0.83%

Volatility

EXS1.DE vs. CSSX5E.MI - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) have volatilities of 4.45% and 4.33%, 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.


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Volatility by Period


EXS1.DECSSX5E.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.33%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

13.15%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

16.07%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

17.63%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

18.32%

0.00%

EXS1.DE vs. CSSX5E.MI - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is higher than CSSX5E.MI's 0.10% 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

EXS1.DE vs. CSSX5E.MI - Dividend Comparison

Neither EXS1.DE nor CSSX5E.MI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSSX5E.MI
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%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%

Frequently Asked Questions


With a correlation of 0.90, EXS1.DE and CSSX5E.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.16% for EXS1.DE.

EXS1.DE tracks DAX®, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.16% for EXS1.DE and 0.10% for CSSX5E.MI.

Portfolio Optimizer

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