^IBEX vs. ISX5.L
Compare and contrast key facts about IBEX 35 Index (^IBEX) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L).
ISX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or ISX5.L.
Performance
^IBEX vs. ISX5.L - Performance Comparison
Returns By Period
In the year-to-date period, ^IBEX achieves a 15.57% return, which is significantly higher than ISX5.L's 3.73% return.
^IBEX
15.57%
-2.10%
2.96%
19.60%
4.73%
1.03%
ISX5.L
3.73%
-6.36%
-7.31%
10.27%
7.25%
N/A
Key characteristics
| ^IBEX | ISX5.L | |
|---|---|---|
| Sharpe Ratio | 1.35 | 0.60 |
| Sortino Ratio | 1.87 | 0.93 |
| Omega Ratio | 1.23 | 1.11 |
| Calmar Ratio | 0.46 | 0.83 |
| Martin Ratio | 6.64 | 2.60 |
| Ulcer Index | 2.63% | 3.64% |
| Daily Std Dev | 12.89% | 15.87% |
| Max Drawdown | -62.65% | -38.62% |
| Current Drawdown | -26.78% | -10.42% |
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Correlation
The correlation between ^IBEX and ISX5.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
^IBEX vs. ISX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). 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.
Drawdowns
^IBEX vs. ISX5.L - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, which is greater than ISX5.L's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for ^IBEX and ISX5.L. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. ISX5.L - Volatility Comparison
IBEX 35 Index (^IBEX) has a higher volatility of 6.25% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 5.84%. This indicates that ^IBEX's price experiences larger fluctuations and is considered to be riskier than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.