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0Y8Z.L vs. SX5S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0Y8Z.L vs. SX5S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0Y8Z.L is traded in EUR, while SX5S.L is traded in GBp. To make them comparable, the SX5S.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with 0Y8Z.L having a 11.27% return and SX5S.L slightly lower at 10.76%.


0Y8Z.L

1D
-1.02%
1M
-0.23%
6M
6.94%
YTD
11.27%
1Y
20.28%
3Y*
15.97%
5Y*
10Y*

SX5S.L

1D
-0.27%
1M
0.67%
6M
6.37%
YTD
10.76%
1Y
20.00%
3Y*
15.59%
5Y*
12.34%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0Y8Z.L vs. SX5S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
0Y8Z.L
iShares Core MSCI EMU UCITS ETF EUR (Dist)
11.27%24.83%8.63%15.41%1.14%
SX5S.L
Invesco EURO STOXX 50 UCITS ETF
10.76%21.02%11.26%22.45%6.50%

Correlation

The correlation between 0Y8Z.L and SX5S.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.45

The correlation between 0Y8Z.L and SX5S.L shifts across timeframes, from 0.45 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

0Y8Z.L vs. SX5S.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0Y8Z.L
0Y8Z.L Risk / Return Rank: 5151
Overall Rank
0Y8Z.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
0Y8Z.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
0Y8Z.L Omega Ratio Rank: 5050
Omega Ratio Rank
0Y8Z.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
0Y8Z.L Martin Ratio Rank: 5858
Martin Ratio Rank

SX5S.L
SX5S.L Risk / Return Rank: 3737
Overall Rank
SX5S.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SX5S.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SX5S.L Omega Ratio Rank: 3737
Omega Ratio Rank
SX5S.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SX5S.L Martin Ratio Rank: 3939
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.

0Y8Z.L vs. SX5S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.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.

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.


0Y8Z.LSX5S.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

2.13

1.84

+0.29

Martin ratioReturn relative to average drawdown

8.14

6.32

+1.81

0Y8Z.L vs. SX5S.L - Sharpe Ratio Comparison

The current 0Y8Z.L Sharpe Ratio is 1.35, which is comparable to the SX5S.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of 0Y8Z.L and SX5S.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0Y8Z.L vs. SX5S.L - Drawdown Comparison

The maximum 0Y8Z.L drawdown since its inception was -14.60%, smaller than the maximum SX5S.L drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for 0Y8Z.L and SX5S.L.


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Drawdown Indicators


0Y8Z.LSX5S.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-38.87%

+24.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-10.84%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-16.02%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

-2.77%

-2.19%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.23%

-6.61%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.16%

-0.56%

Volatility

0Y8Z.L vs. SX5S.L - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L) have volatilities of 4.06% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0Y8Z.LSX5S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

4.26%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

12.80%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

15.58%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

17.39%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

18.05%

+0.94%

0Y8Z.L vs. SX5S.L - Expense Ratio Comparison

0Y8Z.L has a 0.12% expense ratio, which is higher than SX5S.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0Y8Z.L vs. SX5S.L - Dividend Comparison

0Y8Z.L's dividend yield for the trailing twelve months is around 2.32%, while SX5S.L has not paid dividends to shareholders.


PositionTTM20252024
0Y8Z.L
iShares Core MSCI EMU UCITS ETF EUR (Dist)
2.32%2.53%2.41%
SX5S.L
Invesco EURO STOXX 50 UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


0Y8Z.L and SX5S.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SX5S.L is cheaper with a 0.05% expense ratio, compared with 0.12% for 0Y8Z.L.

0Y8Z.L tracks MSCI EMU Net Index (EUR), while SX5S.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for 0Y8Z.L and 0.05% for SX5S.L.

Portfolio Optimizer

Find the right allocation for 0Y8Z.L and SX5S.L

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