FEV.L vs. CS51.L
Compare and contrast key facts about Fidelity European Values (FEV.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L).
CS51.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEV.L or CS51.L.
Key characteristics
| FEV.L | CS51.L | |
|---|---|---|
| YTD Return | 2.09% | 4.83% |
| 1Y Return | 11.37% | 12.54% |
| 3Y Return (Ann) | 4.19% | 5.55% |
| 5Y Return (Ann) | 9.85% | 7.76% |
| 10Y Return (Ann) | 11.11% | 8.29% |
| Sharpe Ratio | 0.73 | 0.91 |
| Sortino Ratio | 1.10 | 1.33 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 0.74 | 1.23 |
| Martin Ratio | 2.15 | 3.10 |
| Ulcer Index | 4.67% | 3.84% |
| Daily Std Dev | 13.83% | 13.04% |
| Max Drawdown | -46.27% | -33.12% |
| Current Drawdown | -11.71% | -7.50% |
Correlation
The correlation between FEV.L and CS51.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FEV.L vs. CS51.L - Performance Comparison
In the year-to-date period, FEV.L achieves a 2.09% return, which is significantly lower than CS51.L's 4.83% return. Over the past 10 years, FEV.L has outperformed CS51.L with an annualized return of 11.11%, while CS51.L has yielded a comparatively lower 8.29% annualized return. 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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Risk-Adjusted Performance
FEV.L vs. CS51.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity European Values (FEV.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.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
FEV.L vs. CS51.L - Dividend Comparison
FEV.L's dividend yield for the trailing twelve months is around 2.39%, while CS51.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEV.L Fidelity European Values | 2.39% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
CS51.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
FEV.L vs. CS51.L - Drawdown Comparison
The maximum FEV.L drawdown since its inception was -46.27%, which is greater than CS51.L's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for FEV.L and CS51.L. For additional features, visit the drawdowns tool.
Volatility
FEV.L vs. CS51.L - Volatility Comparison
Fidelity European Values (FEV.L) has a higher volatility of 6.04% compared to iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) at 5.56%. This indicates that FEV.L's price experiences larger fluctuations and is considered to be riskier than CS51.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.