IUSA.MI vs. CSSX5E.MI
IUSA.MI (iShares Core S&P 500 UCITS ETF USD Dist) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both exchange-traded funds - IUSA.MI is a S&P 500 fund tracking the S&P 500 Index, while CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IUSA.MI returned 14.76%/yr vs 10.48%/yr for CSSX5E.MI. A 0.62 correlation means they provide meaningful diversification when combined. IUSA.MI charges 0.07%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
IUSA.MI vs. CSSX5E.MI - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.MI achieves a 11.29% return, which is significantly higher than CSSX5E.MI's 7.01% return. Over the past 10 years, IUSA.MI has outperformed CSSX5E.MI with an annualized return of 14.76%, while CSSX5E.MI has yielded a comparatively lower 10.48% annualized return.
IUSA.MI
- 1D
- -0.12%
- 1M
- 4.34%
- YTD
- 11.29%
- 6M
- 10.77%
- 1Y
- 25.34%
- 3Y*
- 18.75%
- 5Y*
- 14.63%
- 10Y*
- 14.76%
CSSX5E.MI
- 1D
- 0.81%
- 1M
- 1.89%
- YTD
- 7.01%
- 6M
- 8.61%
- 1Y
- 15.65%
- 3Y*
- 15.61%
- 5Y*
- 11.51%
- 10Y*
- 10.48%
IUSA.MI vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist | 11.29% | 4.17% | 33.56% | 22.16% | -14.75% | 40.69% | 7.30% | 34.11% | -1.42% | 6.61% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 7.01% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between IUSA.MI and CSSX5E.MI is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.62 |
The correlation between IUSA.MI and CSSX5E.MI shifts across timeframes, from 0.55 (3 years) to 0.67 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSA.MI vs. CSSX5E.MI — Risk / Return Rank
IUSA.MI
CSSX5E.MI
IUSA.MI vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) 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.
| IUSA.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.19 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.46 | +2.08 |
| Martin ratioReturn relative to average drawdown | 12.66 | 4.91 | +7.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSA.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.99 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.65 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.57 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.41 | +0.19 |
Drawdowns
IUSA.MI vs. CSSX5E.MI - Drawdown Comparison
The maximum IUSA.MI drawdown since its inception was -52.36%, 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 IUSA.MI and CSSX5E.MI.
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Drawdown Indicators
| IUSA.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.36% | -38.50% | -13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -10.81% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -16.36% | -6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -23.56% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.68% | -38.50% | +4.82% |
Current DrawdownCurrent decline from peak | -0.46% | -0.44% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -7.27% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.21% | -1.20% |
Volatility
IUSA.MI vs. CSSX5E.MI - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) is 2.70%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.92%. This indicates that IUSA.MI experiences smaller price fluctuations and is considered to be less risky than CSSX5E.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.92% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 12.90% | -5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 15.91% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.13% | 17.52% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 18.32% | -2.24% |
IUSA.MI vs. CSSX5E.MI - Expense Ratio Comparison
IUSA.MI has a 0.07% expense ratio, which is lower than CSSX5E.MI'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.MI vs. CSSX5E.MI - Dividend Comparison
IUSA.MI's dividend yield for the trailing twelve months is around 0.73%, while CSSX5E.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist | 0.73% | 0.82% | 0.92% | 1.16% | 1.39% | 0.84% | 1.21% | 1.33% | 1.46% | 1.33% | 1.25% | 1.37% |
Frequently Asked Questions
IUSA.MI and CSSX5E.MI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.10% for CSSX5E.MI.
IUSA.MI is categorized as S&P 500, while CSSX5E.MI is Europe Equities. IUSA.MI tracks S&P 500 Index, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.07% for IUSA.MI and 0.10% for CSSX5E.MI.
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