ISEU.L vs. ISX5.L
Compare and contrast key facts about iShares MSCI Europe UCITS Dist (ISEU.L) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L).
ISEU.L and ISX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. ISX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. Both ISEU.L and ISX5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISEU.L or ISX5.L.
Key characteristics
| ISEU.L | ISX5.L | |
|---|---|---|
| YTD Return | 5.00% | 5.53% |
| 1Y Return | 16.19% | 16.98% |
| 3Y Return (Ann) | 2.44% | 3.82% |
| 5Y Return (Ann) | 6.78% | 7.73% |
| Sharpe Ratio | 1.37 | 1.16 |
| Sortino Ratio | 2.02 | 1.69 |
| Omega Ratio | 1.24 | 1.20 |
| Calmar Ratio | 2.06 | 1.94 |
| Martin Ratio | 7.11 | 5.60 |
| Ulcer Index | 2.51% | 3.28% |
| Daily Std Dev | 13.03% | 15.92% |
| Max Drawdown | -36.02% | -38.62% |
| Current Drawdown | -7.94% | -8.86% |
Correlation
The correlation between ISEU.L and ISX5.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ISEU.L vs. ISX5.L - Performance Comparison
In the year-to-date period, ISEU.L achieves a 5.00% return, which is significantly lower than ISX5.L's 5.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISEU.L vs. ISX5.L - Expense Ratio Comparison
ISEU.L has a 1.00% expense ratio, which is higher than ISX5.L's 0.00% expense ratio.
Risk-Adjusted Performance
ISEU.L vs. ISX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.
Dividends
ISEU.L vs. ISX5.L - Dividend Comparison
ISEU.L's dividend yield for the trailing twelve months is around 2.92%, while ISX5.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 2.92% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.31% | 2.48% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISEU.L vs. ISX5.L - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum ISX5.L drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for ISEU.L and ISX5.L. For additional features, visit the drawdowns tool.
Volatility
ISEU.L vs. ISX5.L - Volatility Comparison
The current volatility for iShares MSCI Europe UCITS Dist (ISEU.L) is 4.03%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 5.36%. This indicates that ISEU.L experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.