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IUSA.L vs. CSX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSA.L vs. CSX5.L

Last updated Jun 5, 2026

IUSA.L (iShares S&P 500 UCITS Dist) and CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) are both exchange-traded funds - IUSA.L is a S&P 500 fund tracking the S&P 500 Index, while CSX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IUSA.L returned 16.52%/yr vs 11.55%/yr for CSX5.L. A 0.57 correlation means they provide meaningful diversification when combined. IUSA.L charges 0.07%/yr vs 0.10%/yr for CSX5.L.

Performance

IUSA.L vs. CSX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 UCITS Dist (IUSA.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSA.L is traded in GBp, while CSX5.L is traded in EUR. To make them comparable, the CSX5.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSA.L achieves a 10.67% return, which is significantly higher than CSX5.L's 6.59% return. Over the past 10 years, IUSA.L has outperformed CSX5.L with an annualized return of 16.52%, while CSX5.L has yielded a comparatively lower 11.55% annualized return.

IUSA.L

1D
0.04%
1M
4.50%
YTD
10.67%
6M
10.05%
1Y
29.42%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%

CSX5.L

1D
0.88%
1M
1.90%
YTD
6.59%
6M
7.51%
1Y
18.59%
3Y*
15.78%
5Y*
11.67%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.L vs. CSX5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSA.L
iShares S&P 500 UCITS Dist		10.67%9.70%27.73%20.24%-8.72%31.54%14.15%27.06%0.51%11.19%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		6.59%28.23%6.32%19.85%-3.63%16.06%3.26%20.77%-10.65%15.34%

Correlation

The correlation between IUSA.L and CSX5.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.60

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

0.53

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

0.60

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.57

The correlation between IUSA.L and CSX5.L shifts across timeframes, from 0.53 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.

IUSA.L vs. CSX5.L - Sectors Allocation Comparison

Sectors
IUSA.L
CSX5.L

Technology

38.2%
17.0%

Financial Services

11.1%
25.0%

Communication Services

10.9%
2.5%

Consumer Cyclical

10.0%
9.8%

Healthcare

8.3%
5.3%

Industrials

7.9%
21.4%

Consumer Defensive

4.7%
5.6%

Energy

3.2%
5.3%

Utilities

2.2%
4.7%

Real Estate

1.9%

-

Basic Materials

1.7%
3.5%

Technology

IUSA.L
38.2%
CSX5.L
17.0%

Financial Services

IUSA.L
11.1%
CSX5.L
25.0%

Communication Services

IUSA.L
10.9%
CSX5.L
2.5%

Consumer Cyclical

IUSA.L
10.0%
CSX5.L
9.8%

Healthcare

IUSA.L
8.3%
CSX5.L
5.3%

Industrials

IUSA.L
7.9%
CSX5.L
21.4%

Consumer Defensive

IUSA.L
4.7%
CSX5.L
5.6%

Energy

IUSA.L
3.2%
CSX5.L
5.3%

Utilities

IUSA.L
2.2%
CSX5.L
4.7%

Real Estate

IUSA.L
1.9%
CSX5.L

-

Basic Materials

IUSA.L
1.7%
CSX5.L
3.5%

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iShares S&P 500 UCITS Dist

iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc

Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV
Often compared with CSX5.L:
CSX5.L vs. XESC.LCSX5.L vs. EXW1.DECSX5.L vs. ISX5.LCSX5.L vs. VUAA.LCSX5.L vs. IDVY.LCSX5.L vs. VERX.ASCSX5.L vs. VEUR.AS

Return for Risk

IUSA.L vs. CSX5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
Martin Ratio Rank
CSX5.L
CSX5.L Risk / Return Rank: 3030
Overall Rank
CSX5.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CSX5.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSX5.L Omega Ratio Rank: 2828
Omega Ratio Rank
CSX5.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSX5.L Martin Ratio Rank: 3333
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.

IUSA.L vs. CSX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 UCITS Dist (IUSA.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.

IUSA.LCSX5.LDifference
Sharpe ratioReturn per unit of total volatility
2.82
1.22

+1.60

Sortino ratioReturn per unit of downside risk
3.78
1.84

+1.94

Omega ratioGain probability vs. loss probability

1.53

1.23

+0.30

Calmar ratioReturn relative to maximum drawdown

4.20

1.63

+2.57

Martin ratioReturn relative to average drawdown

15.53

5.46

+10.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSA.L vs. CSX5.L - Sharpe Ratio Comparison

The current IUSA.L Sharpe Ratio is 2.82, which is higher than the CSX5.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IUSA.L and CSX5.L, 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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Sharpe Ratios by Period

IUSA.LCSX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

1.22

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.67

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.64

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.07

Drawdowns

IUSA.L vs. CSX5.L - Drawdown Comparison

The maximum IUSA.L drawdown since its inception was -38.58%, which is greater than CSX5.L's maximum drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for IUSA.L and CSX5.L.

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Drawdown Indicators

IUSA.LCSX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-32.19%

-6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-11.51%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.08%

-14.55%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-21.67%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-31.04%

+5.62%

Current Drawdown

Current decline from peak

-0.22%

-0.51%

+0.29%

Average Drawdown

Average peak-to-trough decline

-7.29%

-6.05%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

3.44%

-1.54%

Volatility

IUSA.L vs. CSX5.L - Volatility Comparison

The current volatility for iShares S&P 500 UCITS Dist (IUSA.L) is 2.62%, while iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) has a volatility of 5.11%. This indicates that IUSA.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.

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Volatility by Period

IUSA.LCSX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

5.11%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

12.51%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

15.40%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

17.36%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

18.04%

-2.44%

IUSA.L vs. CSX5.L - Expense Ratio Comparison

IUSA.L has a 0.07% expense ratio, which is lower than CSX5.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IUSA.L vs. CSX5.L - Dividend Comparison

IUSA.L's dividend yield for the trailing twelve months is around 1.15%, while CSX5.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Frequently Asked Questions

IUSA.L and CSX5.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.L is cheaper with a 0.07% expense ratio, compared with 0.10% for CSX5.L.

IUSA.L is categorized as S&P 500, while CSX5.L is Europe Equities. IUSA.L tracks S&P 500 Index, while CSX5.L tracks MSCI EMU NR EUR. Their fees differ too: 0.07% for IUSA.L and 0.10% for CSX5.L.

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