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IEUR vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IEUR vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Europe ETF (IEUR) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEUR achieves a 7.65% return, which is significantly higher than ^STOXX's 5.17% return. Over the past 10 years, IEUR has outperformed ^STOXX with an annualized return of 10.11%, while ^STOXX has yielded a comparatively lower 7.39% annualized return.


IEUR

1D
0.14%
1M
2.40%
YTD
7.65%
6M
9.78%
1Y
19.09%
3Y*
16.42%
5Y*
8.26%
10Y*
10.11%

^STOXX

1D
1.77%
1M
2.27%
YTD
5.17%
6M
7.89%
1Y
16.36%
3Y*
13.57%
5Y*
5.74%
10Y*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUR vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEUR
iShares Core MSCI Europe ETF
7.65%35.67%1.40%19.71%-15.90%16.71%5.31%24.95%-14.86%26.70%
^STOXX
STOXX Europe 600 Index
5.17%32.56%-0.63%16.30%-17.85%12.47%5.57%21.16%-17.67%22.91%

Correlation

The correlation between IEUR and ^STOXX is 0.82, 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

0.82

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

0.81

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

0.83

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.80

The correlation between IEUR and ^STOXX has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

IEUR vs. ^STOXX — Risk / Return Rank

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

IEUR
IEUR Risk / Return Rank: 3535
Overall Rank
IEUR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3333
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3939
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 4444
Overall Rank
^STOXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4545
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4040
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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.

IEUR vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) 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.


IEUR^STOXXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.20

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.44

1.31

+0.13

Martin ratioReturn relative to average drawdown

5.40

4.43

+0.98

IEUR vs. ^STOXX - Sharpe Ratio Comparison

The current IEUR Sharpe Ratio is 1.10, which is comparable to the ^STOXX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IEUR 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.


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Drawdowns

IEUR vs. ^STOXX - Drawdown Comparison

The maximum IEUR drawdown since its inception was -36.96%, smaller than the maximum ^STOXX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for IEUR and ^STOXX.


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Drawdown Indicators


IEUR^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-64.60%

+27.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-11.59%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-15.22%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.75%

-33.96%

+1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-39.58%

+2.62%

Current Drawdown

Current decline from peak

-0.44%

-2.22%

+1.78%

Average Drawdown

Average peak-to-trough decline

-8.21%

-22.90%

+14.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.43%

-0.21%

Volatility

IEUR vs. ^STOXX - Volatility Comparison

iShares Core MSCI Europe ETF (IEUR) has a higher volatility of 5.70% compared to STOXX Europe 600 Index (^STOXX) at 3.90%. This indicates that IEUR'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.


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Volatility by Period


IEUR^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.90%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

12.00%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

14.51%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

17.52%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

17.76%

+0.92%

Frequently Asked Questions


IEUR and ^STOXX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEUR has higher volatility (5.70%) compared to ^STOXX (3.90%). In terms of maximum drawdown, IEUR dropped -36.96% vs ^STOXX's -64.60%.

IEUR currently has the higher Sharpe Ratio (1.10 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IEUR and ^STOXX

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