ISEU.L vs. ^STOXX
ISEU.L (iShares MSCI Europe UCITS Dist) is Europe Equities fund tracking the MSCI Europe NR EUR, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, ISEU.L returned 10.91%/yr vs 7.00%/yr for ^STOXX. Their correlation of 0.87 suggests significant overlap in exposure.
Performance
ISEU.L vs. ^STOXX - Performance Comparison
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Different Trading Currencies
ISEU.L 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, ISEU.L achieves a 8.22% return, which is significantly higher than ^STOXX's 5.30% return. Over the past 10 years, ISEU.L has outperformed ^STOXX with an annualized return of 10.91%, while ^STOXX has yielded a comparatively lower 7.00% annualized return.
ISEU.L
- 1D
- 0.11%
- 1M
- 0.22%
- 6M
- 5.52%
- YTD
- 8.22%
- 1Y
- 19.54%
- 3Y*
- 15.50%
- 5Y*
- 9.84%
- 10Y*
- 10.91%
^STOXX
- 1D
- 0.53%
- 1M
- -0.26%
- 6M
- 2.97%
- YTD
- 5.30%
- 1Y
- 15.98%
- 3Y*
- 12.34%
- 5Y*
- 6.36%
- 10Y*
- 7.00%
ISEU.L vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 8.22% | 35.20% | 2.21% | 19.49% | -13.72% | 15.83% | 5.72% | 23.55% | -14.36% | 26.22% |
^STOXX STOXX Europe 600 Index | 5.30% | 32.56% | -0.63% | 16.30% | -17.85% | 12.47% | 5.57% | 21.16% | -17.67% | 22.91% |
Correlation
The correlation between ISEU.L and ^STOXX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.87 |
The correlation between ISEU.L and ^STOXX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
ISEU.L vs. ^STOXX — Risk / Return Rank
ISEU.L
^STOXX
ISEU.L vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) 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.
| ISEU.L | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.30 | +0.39 |
| Martin ratioReturn relative to average drawdown | 6.04 | 4.34 | +1.71 |
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Drawdowns
ISEU.L vs. ^STOXX - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -55.91%, smaller than the maximum ^STOXX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for ISEU.L and ^STOXX.
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Drawdown Indicators
| ISEU.L | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.91% | -64.60% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.59% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -15.22% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -33.96% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.02% | -39.58% | +3.56% |
Current DrawdownCurrent decline from peak | -1.60% | -2.10% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -22.93% | +9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.48% | -0.25% |
Volatility
ISEU.L vs. ^STOXX - Volatility Comparison
iShares MSCI Europe UCITS Dist (ISEU.L) has a higher volatility of 4.13% compared to STOXX Europe 600 Index (^STOXX) at 3.76%. This indicates that ISEU.L'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
| ISEU.L | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.76% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 12.31% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 14.60% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 17.50% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 17.26% | +0.17% |
Frequently Asked Questions
With a correlation of 0.92, ISEU.L and ^STOXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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