ES50.DE vs. ^STOXX

Last updated Jun 26, 2026

ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) is Europe Equities fund tracking the EURO STOXX 50 ESG Index, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past year, ES50.DE returned 25.15% vs 18.28% for ^STOXX. Their correlation of 0.89 suggests significant overlap in exposure.

Performance

ES50.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ES50.DE achieves a 10.80% return, which is significantly higher than ^STOXX's 7.15% return.

ES50.DE

• 1D: 0.00%
• 1M: 2.94%
• YTD: 10.80%
• 6M: 11.79%
• 1Y: 25.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^STOXX

• 1D: 0.08%
• 1M: 1.14%
• YTD: 7.15%
• 6M: 7.89%
• 1Y: 18.28%
• 3Y*: 11.91%
• 5Y*: 6.78%
• 10Y*: 7.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ES50.DE vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)	10.80%	25.72%	13.20%	6.66%
^STOXX STOXX Europe 600 Index	7.15%	17.42%	5.39%	2.37%

Correlation

The correlation between ES50.DE and ^STOXX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 26, 2023	0.89

The correlation between ES50.DE and ^STOXX has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

Return for Risk

ES50.DE vs. ^STOXX — Risk / Return Rank

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

ES50.DE

ES50.DE Risk / Return Rank: 49
ES50.DE Sharpe Ratio Rank: 47
ES50.DE Sortino Ratio Rank: 51
ES50.DE Omega Ratio Rank: 47
ES50.DE Calmar Ratio Rank: 48
ES50.DE Martin Ratio Rank: 50

^STOXX

^STOXX Risk / Return Rank: 51
^STOXX Sharpe Ratio Rank: 50
^STOXX Sortino Ratio Rank: 55
^STOXX Omega Ratio Rank: 56
^STOXX Calmar Ratio Rank: 43
^STOXX Martin Ratio Rank: 51

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.

ES50.DE vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and STOXX Europe 600 Index (^STOXX). 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.

	ES50.DE	^STOXX	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.45	+0.03
Sortino ratio: Return per unit of downside risk	2.24	2.15	+0.08
Omega ratio: Gain probability vs. loss probability	1.27	1.27	0.00
Calmar ratio: Return relative to maximum drawdown	2.14	1.85	+0.29
Martin ratio: Return relative to average drawdown	7.62	6.73	+0.89

ES50.DE vs. ^STOXX - Sharpe Ratio Comparison

The current ES50.DE Sharpe Ratio is 1.48, which is comparable to the ^STOXX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ES50.DE and ^STOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ES50.DE vs. ^STOXX - Drawdown Comparison

The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for ES50.DE and ^STOXX.

Drawdown Indicators

	ES50.DE	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-15.53%	-60.54%	+45.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.70%	-9.56%	-2.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.55%	—
Current Drawdown Current decline from peak	-1.75%	-0.65%	-1.10%
Average Drawdown Average peak-to-trough decline	-2.34%	-14.59%	+12.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	2.61%	+0.68%

Volatility

ES50.DE vs. ^STOXX - Volatility Comparison

iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 3.94% compared to STOXX Europe 600 Index (^STOXX) at 2.80%. This indicates that ES50.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ES50.DE	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	2.80%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	13.98%	10.28%	+3.70%
Volatility (1Y) Calculated over the trailing 1-year period	16.95%	12.23%	+4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	14.20%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.71%	15.27%	+0.44%

Frequently Asked Questions

Can I hold both ES50.DE and ^STOXX in my portfolio?

ES50.DE and ^STOXX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.