SXRW.DE vs. CSSX5E.MI
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both Europe Equities funds from iShares - SXRW.DE tracks the FTSE 100 while CSSX5E.MI tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.60%/yr vs 11.32%/yr for CSSX5E.MI. A 0.69 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
SXRW.DE vs. CSSX5E.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 7.72% return, which is significantly lower than CSSX5E.MI's 9.31% return. Over the past 10 years, SXRW.DE has underperformed CSSX5E.MI with an annualized return of 8.60%, while CSSX5E.MI has yielded a comparatively higher 11.32% annualized return.
SXRW.DE
- 1D
- -0.30%
- 1M
- 3.56%
- YTD
- 7.72%
- 6M
- 10.52%
- 1Y
- 20.05%
- 3Y*
- 14.43%
- 5Y*
- 11.47%
- 10Y*
- 8.60%
CSSX5E.MI
- 1D
- 0.77%
- 1M
- 7.33%
- YTD
- 9.31%
- 6M
- 10.49%
- 1Y
- 20.75%
- 3Y*
- 15.51%
- 5Y*
- 11.68%
- 10Y*
- 11.32%
SXRW.DE vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 7.72% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 9.31% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between SXRW.DE and CSSX5E.MI is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.69 |
The correlation between SXRW.DE and CSSX5E.MI has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. CSSX5E.MI — Risk / Return Rank
SXRW.DE
CSSX5E.MI
SXRW.DE vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRW.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.92 | +0.61 |
| Martin ratioReturn relative to average drawdown | 9.23 | 6.58 | +2.65 |
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Drawdowns
SXRW.DE vs. CSSX5E.MI - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and CSSX5E.MI.
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Drawdown Indicators
| SXRW.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -38.50% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -10.81% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -16.36% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -23.56% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -38.50% | -1.81% |
Current DrawdownCurrent decline from peak | -1.63% | 0.00% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -7.26% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.15% | -1.00% |
Volatility
SXRW.DE vs. CSSX5E.MI - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.63%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.33%. This indicates that SXRW.DE 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
| SXRW.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.33% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 13.15% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 16.07% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 17.63% | -3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 18.32% | -1.43% |
SXRW.DE vs. CSSX5E.MI - Expense Ratio Comparison
SXRW.DE 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
SXRW.DE vs. CSSX5E.MI - Dividend Comparison
Neither SXRW.DE nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and CSSX5E.MI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSSX5E.MI.
SXRW.DE tracks FTSE 100, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.07% for SXRW.DE and 0.10% for CSSX5E.MI.
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