IWDA.AS vs. CSSX5E.MI
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IWDA.AS returned 12.88%/yr vs 10.41%/yr for CSSX5E.MI. A 0.72 correlation means they provide meaningful diversification when combined. IWDA.AS charges 0.20%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
IWDA.AS vs. CSSX5E.MI - Performance Comparison
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Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.10% return, which is significantly higher than CSSX5E.MI's 6.16% return. Over the past 10 years, IWDA.AS has outperformed CSSX5E.MI with an annualized return of 12.88%, while CSSX5E.MI has yielded a comparatively lower 10.41% annualized return.
IWDA.AS
- 1D
- -0.31%
- 1M
- 5.58%
- YTD
- 11.10%
- 6M
- 11.60%
- 1Y
- 23.84%
- 3Y*
- 17.67%
- 5Y*
- 12.89%
- 10Y*
- 12.88%
CSSX5E.MI
- 1D
- -0.78%
- 1M
- 6.04%
- YTD
- 6.16%
- 6M
- 8.28%
- 1Y
- 15.57%
- 3Y*
- 15.01%
- 5Y*
- 11.33%
- 10Y*
- 10.41%
IWDA.AS vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.10% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 6.16% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between IWDA.AS and CSSX5E.MI is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2010 | 0.72 |
The correlation between IWDA.AS and CSSX5E.MI has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
IWDA.AS vs. CSSX5E.MI — Risk / Return Rank
IWDA.AS
CSSX5E.MI
IWDA.AS vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) 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.
| IWDA.AS | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.44 | +2.21 |
| Martin ratioReturn relative to average drawdown | 14.56 | 4.84 | +9.71 |
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
| IWDA.AS | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 0.98 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.64 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.56 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.41 | +0.41 |
Drawdowns
IWDA.AS vs. CSSX5E.MI - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and CSSX5E.MI.
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Drawdown Indicators
| IWDA.AS | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -38.50% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -10.81% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -16.36% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -23.56% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -38.50% | +4.87% |
Current DrawdownCurrent decline from peak | -0.31% | -1.24% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -7.27% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 3.21% | -1.58% |
Volatility
IWDA.AS vs. CSSX5E.MI - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.79%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 5.55%. This indicates that IWDA.AS 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
| IWDA.AS | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 5.55% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 12.88% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 15.89% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 17.52% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 18.32% | -3.32% |
IWDA.AS vs. CSSX5E.MI - Expense Ratio Comparison
IWDA.AS has a 0.20% 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
IWDA.AS vs. CSSX5E.MI - Dividend Comparison
Neither IWDA.AS nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
IWDA.AS and CSSX5E.MI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for IWDA.AS.
IWDA.AS is categorized as Global Equities, while CSSX5E.MI is Europe Equities. IWDA.AS tracks MSCI ACWI NR USD, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.20% for IWDA.AS and 0.10% for CSSX5E.MI.
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