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^IBEX vs. ISX5.L
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IBEX and ISX5.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

^IBEX vs. ISX5.L

Last updated Jun 18, 2025

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

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX 35 Index (^IBEX) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^IBEX:

1.59

ISX5.L:

0.99

Sortino Ratio

^IBEX:

1.92

ISX5.L:

1.54

Omega Ratio

^IBEX:

1.28

ISX5.L:

1.20

Calmar Ratio

^IBEX:

0.70

ISX5.L:

1.38

Martin Ratio

^IBEX:

8.64

ISX5.L:

3.91

Ulcer Index

^IBEX:

2.84%

ISX5.L:

5.44%

Daily Std Dev

^IBEX:

16.52%

ISX5.L:

20.22%

Max Drawdown

^IBEX:

-62.65%

ISX5.L:

-37.94%

Current Drawdown

^IBEX:

-12.76%

ISX5.L:

-1.85%

Returns By Period

In the year-to-date period, ^IBEX achieves a 19.98% return, which is significantly lower than ISX5.L's 22.44% return.

^IBEX

YTD

19.98%

1M

-1.09%

6M

20.05%

1Y

26.94%

3Y*

19.53%

5Y*

13.49%

10Y*

2.43%

ISX5.L

YTD

22.44%

1M

1.23%

6M

20.21%

1Y

19.98%

3Y*

22.81%

5Y*

14.11%

10Y*

N/A

*Annualized

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IBEX 35 Index

iShares Core EURO STOXX 50 UCITS ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^IBEX vs. ISX5.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 9090
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9898
Martin Ratio Rank
ISX5.L
The Risk-Adjusted Performance Rank of ISX5.L is 7878
Overall Rank
The Sharpe Ratio Rank of ISX5.L is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ISX5.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ISX5.L is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ISX5.L is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ISX5.L is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.

The current ^IBEX Sharpe Ratio is 1.59, which is higher than the ISX5.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ^IBEX and ISX5.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -37.94%. Use the drawdown chart below to compare losses from any high point for ^IBEX and ISX5.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^IBEX vs. ISX5.L - Volatility Comparison

The current volatility for IBEX 35 Index (^IBEX) is 3.68%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 4.41%. This indicates that ^IBEX experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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