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iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) Sharpe Ratio: 0.95

ETF · Currency in USD · Last updated Jul 18, 2026

iShares Core EURO STOXX 50 UCITS ETF is an exchange traded fund launched by BlackRock Asset Management Ireland Limited. It is managed by BlackRock Advisors (UK) Limited. The fund invests in the public equity markets of the Euro zone. It seeks to invest in stocks of companies operating across diversified sectors. It invests in the stocks of large-cap companies. The fund seeks to replicate the performance of the EURO STOXX 50 Index, by investing in the stocks of companies as per their weightings in the index. It was formerly known as iShares EURO STOXX 50 - B UCITS ETF (Acc). iShares Core EURO STOXX 50 UCITS ETF was formed on January 26, 2010 and is domiciled in Ireland.

ISX5.L's Sharpe Ratio of 0.95 indicates that for each unit of volatility, it generates 0.95 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ISX5.L Sharpe Ratio Rank

ISX5.L Sharpe Ratio Rank: 31.932
Below Average

ISX5.L ranks above 31.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

ISX5.L Sharpe Ratio Market Positioning

The chart shows ISX5.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.68 or lower
  • Yellow zone (middle 50%): 0.68 to 1.80
  • Green zone (top 25%): 1.80 or higher
  • Top 1%: 6.48+
  • Median: 1.31 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Core EURO STOXX 50 UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how ISX5.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LDEU.LL&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)2.52
EEI.LWisdomTree Europe Equity Income UCITS ETF2.49
HDEU.LPowerShares EURO STOXX High Dividend Low Volatility UCITS2.45
EEIP.LWisdomTree Europe Equity Income UCITS ETF Acc2.41
CS1.LAmundi ETF MSCI Spain UCITS ETF EUR (C)2.40
LCPE.LOssiam Shiller Barclays Cape Europe Sector Value TR UCITS2.39
IEDL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)2.34
IEVL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating2.33
FRXD.LFranklin European Quality Dividend UCITS ETF EUR (Dist)2.33
EVAL.LSPDR MSCI Europe Value UCITS ETF2.30
ISX5.LiShares Core EURO STOXX 50 UCITS ETF0.95

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ISX5.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ISX5.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ISX5.L fit in your portfolio?

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