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ISEU.L vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

ISEU.L vs. ^STOXX - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISEU.L vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

ISEU.L
ISEU.L Risk / Return Rank: 4343
Overall Rank
ISEU.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 4343
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 4545
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 5353
Overall Rank
^STOXX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 5858
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 6161
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4646
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4848
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.

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^STOXXDifference
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

ISEU.L vs. ^STOXX - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.27, which is comparable to the ^STOXX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ISEU.L 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

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^STOXXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.60%

-2.10%

+0.50%

Average Drawdown

Average peak-to-trough decline

-13.91%

-22.93%

+9.02%

Ulcer Index

Depth 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^STOXXDifference

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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