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Performance

^IBEX Performance Chart

IBEX 35 Index (^IBEX) is up 12.9% since the beginning of the year. ^IBEX is currently trading at €19,542 per share. Investors who bought €1,000 worth of ^IBEX shares 5 years ago would now be looking at an investment worth €2,153.


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S&P 500 Index

Returns By Period

IBEX 35 Index (^IBEX) has returned 12.91% so far this year and 41.21% over the past 12 months. Over the last ten years, ^IBEX has returned 9.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.45% annually.


IBEX 35 Index

1D
0.00%
1M
8.66%
YTD
12.91%
6M
13.73%
1Y
41.21%
3Y*
28.24%
5Y*
16.58%
10Y*
9.64%

Benchmark (S&P 500 Index)

1D
-0.99%
1M
0.52%
YTD
11.12%
6M
10.53%
1Y
24.44%
3Y*
17.50%
5Y*
12.61%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^IBEX Monthly Returns History

Based on dividend-adjusted daily data since Jul 12, 1993, ^IBEX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 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 8 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.31%2.68%-7.14%4.29%3.27%6.42%12.91%
20256.67%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%
20239.78%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 -1.20%, beta of 0.50, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since July 12, 1993.

  • This index participated in 74.29% of S&P 500 Index downside but only 46.60% 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
-1.20%
Beta
0.50
0.19
Upside Capture
46.60%
Downside Capture
74.29%

Return for Risk

Risk / Return Rank

^IBEX ranks 90 for risk / return — in the top 90% 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.


^IBEX Risk / Return Rank: 9090
Overall Rank
^IBEX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 9292
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 9393
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and compare them to S&P 500 Index.

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.


^IBEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.46

1.36

+0.10

Calmar ratioReturn relative to maximum drawdown

4.22

3.24

+0.97

Martin ratioReturn relative to average drawdown

14.27

12.01

+2.26

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 3390 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2012 bear market2012
-62.65%Jul 2012
4y 8mo13y 3mo
17y 11moNov 2007 - Oct 2025
Dot-com crash2000–2002
-58.14%Oct 2002
2y 7mo3y 11mo
6y 6moMar 2000 - Sep 2006
1998 bear market1998
-34.76%Oct 1998
2mo 17d1y 1mo
1y 4moJul 1998 - Nov 1999
1995 bear market1995
-28.02%Mar 1995
1y 1mo1y 27d
2y 2moFeb 1994 - Apr 1996
1997 correction1997
-17.49%Oct 1997
26d2mo 3d
2mo 29dOct 1997 - Dec 1997

Drawdown Indicators


^IBEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-51.62%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-7.57%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-23.99%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-23.99%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

-33.42%

-11.74%

Current Drawdown

Current decline from peak

0.00%

-1.04%

+1.04%

Average Drawdown

Average peak-to-trough decline

-29.27%

-9.08%

-20.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.04%

+0.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^IBEX

Add IBEX 35 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^IBEX