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IAEX.L vs. MIBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAEX.L vs. MIBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAEX.L achieves a 13.77% return, which is significantly lower than MIBX.L's 18.63% return. Over the past 10 years, IAEX.L has underperformed MIBX.L with an annualized return of 12.05%, while MIBX.L has yielded a comparatively higher 16.42% annualized return.


IAEX.L

1D
-0.08%
1M
0.06%
6M
9.13%
YTD
13.77%
1Y
18.77%
3Y*
14.19%
5Y*
10.42%
10Y*
12.05%

MIBX.L

1D
0.50%
1M
1.17%
6M
17.18%
YTD
18.63%
1Y
35.91%
3Y*
28.13%
5Y*
21.70%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAEX.L vs. MIBX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAEX.L
iShares AEX UCITS ETF EUR (Dist)
13.77%16.14%8.60%14.11%-6.28%21.00%10.97%21.66%-7.74%20.82%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
18.63%43.78%13.17%30.61%-3.53%18.16%1.49%25.15%-12.72%21.14%

Correlation

The correlation between IAEX.L and MIBX.L is 0.59, 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

0.59

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.66

The correlation between IAEX.L and MIBX.L shifts across timeframes, from 0.59 (1 year) to 0.75 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IAEX.L vs. MIBX.L — Risk / Return Rank

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

IAEX.L
IAEX.L Risk / Return Rank: 5353
Overall Rank
IAEX.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IAEX.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IAEX.L Omega Ratio Rank: 5050
Omega Ratio Rank
IAEX.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IAEX.L Martin Ratio Rank: 5353
Martin Ratio Rank

MIBX.L
MIBX.L Risk / Return Rank: 8383
Overall Rank
MIBX.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MIBX.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
MIBX.L Omega Ratio Rank: 8484
Omega Ratio Rank
MIBX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MIBX.L Martin Ratio Rank: 7979
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.

IAEX.L vs. MIBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.


IAEX.LMIBX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratioReturn relative to maximum drawdown

2.48

3.38

-0.90

Martin ratioReturn relative to average drawdown

7.33

12.08

-4.75

IAEX.L vs. MIBX.L - Sharpe Ratio Comparison

The current IAEX.L Sharpe Ratio is 1.45, which is lower than the MIBX.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of IAEX.L and MIBX.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

IAEX.L vs. MIBX.L - Drawdown Comparison

The maximum IAEX.L drawdown since its inception was -63.74%, smaller than the maximum MIBX.L drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for IAEX.L and MIBX.L.


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Drawdown Indicators


IAEX.LMIBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.74%

-67.93%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-10.26%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.80%

-15.64%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

-24.06%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-28.85%

-35.10%

+6.25%

Current Drawdown

Current decline from peak

-0.80%

-1.36%

+0.56%

Average Drawdown

Average peak-to-trough decline

-16.56%

-39.74%

+23.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.88%

-0.32%

Volatility

IAEX.L vs. MIBX.L - Volatility Comparison

The current volatility for iShares AEX UCITS ETF EUR (Dist) (IAEX.L) is 3.29%, while Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) has a volatility of 3.87%. This indicates that IAEX.L experiences smaller price fluctuations and is considered to be less risky than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAEX.LMIBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

3.87%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

12.60%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

15.16%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

17.93%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

18.83%

-2.73%

IAEX.L vs. MIBX.L - Expense Ratio Comparison

IAEX.L has a 0.30% expense ratio, which is lower than MIBX.L's 0.35% expense ratio.


Dividends

IAEX.L vs. MIBX.L - Dividend Comparison

IAEX.L's dividend yield for the trailing twelve months is around 1.95%, less than MIBX.L's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IAEX.L
iShares AEX UCITS ETF EUR (Dist)
1.95%2.03%2.16%2.09%2.20%1.57%1.41%2.89%3.11%2.70%2.73%2.85%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.11%3.68%3.93%3.73%3.88%2.09%1.55%4.02%4.05%2.75%3.56%3.05%

Frequently Asked Questions


IAEX.L and MIBX.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAEX.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAEX.L is cheaper with a 0.30% expense ratio, compared with 0.35% for MIBX.L.

IAEX.L tracks Euronext AEX All Share TR EUR, while MIBX.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IAEX.L and 0.35% for MIBX.L.

Portfolio Optimizer

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