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IEMU.L vs. ^IBEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IEMU.L vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEMU.L is traded in USD, while ^IBEX is traded in EUR. To make them comparable, the ^IBEX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEMU.L achieves a 8.00% return, which is significantly higher than ^IBEX's 4.40% return.


IEMU.L

1D
0.59%
1M
0.86%
YTD
8.00%
6M
10.61%
1Y
19.54%
3Y*
19.32%
5Y*
9.61%
10Y*

^IBEX

1D
0.67%
1M
2.73%
YTD
4.40%
6M
8.83%
1Y
31.83%
3Y*
28.72%
5Y*
13.93%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMU.L vs. ^IBEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEMU.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.00%39.99%3.03%24.18%-17.17%13.22%7.98%7.94%
^IBEX
IBEX 35 Index
4.38%69.32%7.68%26.64%-10.76%0.04%-7.97%3.01%

Correlation

The correlation between IEMU.L and ^IBEX is 0.83, 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

0.83

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

0.79

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2019

0.77

The correlation between IEMU.L and ^IBEX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

IEMU.L vs. ^IBEX — Risk / Return Rank

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

IEMU.L
IEMU.L Risk / Return Rank: 3535
Overall Rank
IEMU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IEMU.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEMU.L Omega Ratio Rank: 3434
Omega Ratio Rank
IEMU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEMU.L Martin Ratio Rank: 3838
Martin Ratio Rank

^IBEX
^IBEX Risk / Return Rank: 6868
Overall Rank
^IBEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 6969
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 6868
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.

IEMU.L vs. ^IBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) and IBEX 35 Index (^IBEX). 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.


IEMU.L^IBEXDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

1.63

2.72

-1.09

Martin ratioReturn relative to average drawdown

5.85

8.71

-2.86

IEMU.L vs. ^IBEX - Sharpe Ratio Comparison

The current IEMU.L Sharpe Ratio is 1.18, which is lower than the ^IBEX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IEMU.L and ^IBEX, 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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Sharpe Ratios by Period


IEMU.L^IBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.74

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.69

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.01

+0.56

Drawdowns

IEMU.L vs. ^IBEX - Drawdown Comparison

The maximum IEMU.L drawdown since its inception was -38.74%, smaller than the maximum ^IBEX drawdown of -71.44%. Use the drawdown chart below to compare losses from any high point for IEMU.L and ^IBEX.


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Drawdown Indicators


IEMU.L^IBEXDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-71.44%

+32.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-11.37%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-12.06%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.69%

-37.37%

+1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-49.25%

Current Drawdown

Current decline from peak

-0.31%

-9.30%

+8.99%

Average Drawdown

Average peak-to-trough decline

-6.94%

-46.73%

+39.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.60%

-0.17%

Volatility

IEMU.L vs. ^IBEX - Volatility Comparison

iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (IEMU.L) has a higher volatility of 5.66% compared to IBEX 35 Index (^IBEX) at 5.06%. This indicates that IEMU.L's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMU.L^IBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.06%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

14.76%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

17.76%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

19.63%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

20.76%

+1.23%

Frequently Asked Questions


IEMU.L and ^IBEX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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