FEV.L vs. ISX5.L
Compare and contrast key facts about Fidelity European Values (FEV.L) 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: FEV.L or ISX5.L.
Key characteristics
| FEV.L | ISX5.L | |
|---|---|---|
| YTD Return | 8.59% | 9.97% |
| 1Y Return | 14.72% | 22.17% |
| 3Y Return (Ann) | 9.08% | 6.84% |
| 5Y Return (Ann) | 11.79% | 9.48% |
| Sharpe Ratio | 1.04 | 1.30 |
| Daily Std Dev | 13.58% | 15.90% |
| Max Drawdown | -46.27% | -38.62% |
| Current Drawdown | -6.08% | -2.38% |
Correlation
The correlation between FEV.L and ISX5.L is 0.75, 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.
Performance
FEV.L vs. ISX5.L - Performance Comparison
In the year-to-date period, FEV.L achieves a 8.59% return, which is significantly lower than ISX5.L's 9.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FEV.L vs. ISX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity European Values (FEV.L) 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.
Dividends
FEV.L vs. ISX5.L - Dividend Comparison
FEV.L's dividend yield for the trailing twelve months is around 3.07%, while ISX5.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEV.L Fidelity European Values | 3.07% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEV.L vs. ISX5.L - Drawdown Comparison
The maximum FEV.L drawdown since its inception was -46.27%, 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 FEV.L and ISX5.L. For additional features, visit the drawdowns tool.
Volatility
FEV.L vs. ISX5.L - Volatility Comparison
Fidelity European Values (FEV.L) has a higher volatility of 4.53% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 3.69%. This indicates that FEV.L'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.