VWCG.DE vs. CSSX5E.MI
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both Europe Equities funds - VWCG.DE tracks the FTSE Developed Europe while CSSX5E.MI tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, VWCG.DE returned 9.96%/yr vs 11.51%/yr for CSSX5E.MI. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
VWCG.DE vs. CSSX5E.MI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VWCG.DE having a 7.34% return and CSSX5E.MI slightly lower at 7.01%.
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
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%
VWCG.DE vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | -2.59% | 11.39% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 7.01% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 11.17% |
Correlation
The correlation between VWCG.DE and CSSX5E.MI is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2019 | 0.92 |
The correlation between VWCG.DE and CSSX5E.MI has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. CSSX5E.MI — Risk / Return Rank
VWCG.DE
CSSX5E.MI
VWCG.DE vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VWCG.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.46 | +0.24 |
| Martin ratioReturn relative to average drawdown | 6.40 | 4.91 | +1.49 |
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
| VWCG.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.99 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.65 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.41 | +0.23 |
Drawdowns
VWCG.DE vs. CSSX5E.MI - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.68%, smaller than the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and CSSX5E.MI.
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Drawdown Indicators
| VWCG.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -38.50% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.81% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -16.36% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -23.56% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.51% | -0.44% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -7.27% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.21% | -0.66% |
Volatility
VWCG.DE vs. CSSX5E.MI - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 4.33%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.92%. This indicates that VWCG.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
| VWCG.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.92% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 12.90% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 15.91% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 17.52% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 18.32% | -1.23% |
VWCG.DE vs. CSSX5E.MI - Expense Ratio Comparison
Both VWCG.DE and CSSX5E.MI have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VWCG.DE vs. CSSX5E.MI - Dividend Comparison
Neither VWCG.DE nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, VWCG.DE and CSSX5E.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE and CSSX5E.MI have the same expense ratio: 0.10% per year.
VWCG.DE tracks FTSE Developed Europe, while CSSX5E.MI tracks EURO STOXX® 50. They also come from different issuers: Vanguard and iShares.
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