EXW1.DE vs. CSX5.L
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L).
EXW1.DE 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. EXW1.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Dec 27, 2000. 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 EXW1.DE 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: EXW1.DE or CSX5.L.
Key characteristics
| EXW1.DE | CSX5.L | |
|---|---|---|
| YTD Return | 10.24% | 10.36% |
| 1Y Return | 19.79% | 19.70% |
| 3Y Return (Ann) | 6.65% | 6.85% |
| 5Y Return (Ann) | 8.46% | 8.62% |
| 10Y Return (Ann) | 7.88% | 7.90% |
| Sharpe Ratio | 1.52 | 1.54 |
| Sortino Ratio | 2.15 | 2.18 |
| Omega Ratio | 1.26 | 1.27 |
| Calmar Ratio | 2.01 | 2.02 |
| Martin Ratio | 7.19 | 7.32 |
| Ulcer Index | 2.72% | 2.77% |
| Daily Std Dev | 12.85% | 13.15% |
| Max Drawdown | -57.82% | -37.87% |
| Current Drawdown | -3.99% | -3.93% |
Correlation
The correlation between EXW1.DE and CSX5.L is 0.83, 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
EXW1.DE vs. CSX5.L - Performance Comparison
The year-to-date returns for both investments are quite close, with EXW1.DE having a 10.24% return and CSX5.L slightly higher at 10.36%. Both investments have delivered pretty close results over the past 10 years, with EXW1.DE having a 7.88% annualized return and CSX5.L not far ahead at 7.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXW1.DE vs. CSX5.L - Expense Ratio Comparison
Both EXW1.DE and CSX5.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EXW1.DE vs. CSX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) 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
EXW1.DE vs. CSX5.L - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.81%, while CSX5.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.81% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% | 3.66% | 3.93% |
CSX5.L iShares VII plc - 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% |
Drawdowns
EXW1.DE vs. CSX5.L - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, which is greater than CSX5.L's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and CSX5.L. For additional features, visit the drawdowns tool.
Volatility
EXW1.DE vs. CSX5.L - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) have volatilities of 3.64% and 3.61%, 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.