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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in IBEX 35 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^IBEX is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
IBEX 35 Index (^IBEX) has returned -1.49% so far this year and 29.80% over the past 12 months. Over the last ten years, ^IBEX has returned 7.08% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
IBEX 35 Index
- 1D
- 0.47%
- 1M
- -7.14%
- YTD
- -1.49%
- 6M
- 10.18%
- 1Y
- 29.80%
- 3Y*
- 22.69%
- 5Y*
- 14.73%
- 10Y*
- 7.08%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Sep 6, 1991, ^IBEX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +25.2%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^IBEX closed higher 53% of trading days. The best single day was May 10, 2010 with a return of +14.4%, while the worst single day was Mar 12, 2020 at -14.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.31% | 2.68% | -7.14% | -1.49% | |||||||||
| 2025 | 6.67% | 7.91% | -1.59% | 1.16% | 6.51% | -1.13% | 2.90% | 3.74% | 3.61% | 3.60% | 2.11% | 5.72% | 49.27% |
| 2024 | -0.24% | -0.76% | 10.73% | -1.99% | 4.31% | -3.34% | 1.11% | 3.04% | 4.17% | -1.72% | -0.27% | -0.40% | 14.78% |
| 2023 | 9.78% | 3.99% | -1.73% | 0.09% | -2.06% | 6.00% | 0.51% | -1.41% | -0.82% | -4.36% | 11.54% | 0.44% | 22.76% |
| 2022 | -1.16% | -1.55% | -0.40% | 1.65% | 3.11% | -8.50% | 0.71% | -3.31% | -6.59% | 8.00% | 5.11% | -1.60% | -5.56% |
| 2021 | -3.92% | 6.03% | 4.32% | 2.74% | 3.79% | -3.58% | -1.65% | 1.97% | -0.57% | 2.97% | -8.31% | 4.92% | 7.93% |
Benchmark Metrics
IBEX 35 Index has an annualized alpha of -1.89%, beta of 0.50, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 09, 1991.
- This index participated in 75.02% of S&P 500 Index downside but only 44.70% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R² of 0.19 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.19 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.89%
- Beta
- 0.50
- R²
- 0.19
- Upside Capture
- 44.70%
- Downside Capture
- 75.02%
Return for Risk
Risk / Return Rank
^IBEX ranks 93 for risk / return — in the top 93% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and compare them to a chosen benchmark (S&P 500 Index).
| ^IBEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.43 | +1.25 |
Sortino ratioReturn per unit of downside risk | 2.14 | 0.73 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 4.63 | 0.67 | +3.97 |
Martin ratioReturn relative to average drawdown | 16.91 | 2.80 | +14.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^IBEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IBEX 35 Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IBEX 35 Index was 62.65%, occurring on Jul 24, 2012. Recovery took 3395 trading sessions.
The current IBEX 35 Index drawdown is 7.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.65% | Nov 9, 2007 | 1198 | Jul 24, 2012 | 3395 | Oct 27, 2025 | 4593 |
| -58.14% | Mar 7, 2000 | 652 | Oct 9, 2002 | 999 | Sep 27, 2006 | 1651 |
| -34.87% | Jul 20, 1998 | 54 | Oct 1, 1998 | 290 | Nov 26, 1999 | 344 |
| -34.44% | Sep 24, 1991 | 259 | Oct 5, 1992 | 158 | May 27, 1993 | 417 |
| -28.02% | Feb 1, 1994 | 286 | Mar 23, 1995 | 265 | Apr 18, 1996 | 551 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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