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ISEU.L vs. SX5S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISEU.L vs. SX5S.L

Last updated Jun 5, 2026

ISEU.L (iShares MSCI Europe UCITS Dist) and SX5S.L (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - ISEU.L tracks the MSCI Europe NR EUR while SX5S.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, ISEU.L returned 8.98%/yr vs 10.33%/yr for SX5S.L. A 0.80 correlation means they provide meaningful diversification when combined. ISEU.L charges 1.00%/yr vs 0.05%/yr for SX5S.L.

Performance

ISEU.L vs. SX5S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe UCITS Dist (ISEU.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L). 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 SX5S.L is traded in GBp. To make them comparable, the SX5S.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISEU.L having a 6.49% return and SX5S.L slightly lower at 6.20%.

ISEU.L

1D
0.66%
1M
2.76%
YTD
6.49%
6M
9.55%
1Y
18.11%
3Y*
16.86%
5Y*
8.98%
10Y*
—

SX5S.L

1D
0.40%
1M
3.96%
YTD
6.20%
6M
8.31%
1Y
17.48%
3Y*
18.49%
5Y*
10.33%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISEU.L vs. SX5S.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist		6.49%35.19%2.19%19.52%-13.73%15.84%5.73%23.56%-14.38%26.22%
SX5S.L
Invesco EURO STOXX 50 UCITS ETF		6.20%37.31%4.37%26.24%-13.76%13.44%6.42%26.76%-15.68%25.23%

Correlation

The correlation between ISEU.L and SX5S.L is 0.91, 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

0.91

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

0.89

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.80

The correlation between ISEU.L and SX5S.L shifts across timeframes, from 0.80 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

ISEU.L vs. SX5S.L - Sectors Allocation Comparison

Sectors
ISEU.L
SX5S.L

Financial Services

23.3%
25.1%

Industrials

19.7%
22.1%

Healthcare

13.1%
5.4%

Technology

8.6%
16.1%

Consumer Defensive

8.4%
5.5%

Consumer Cyclical

6.3%
9.8%

Basic Materials

5.6%
3.7%

Energy

5.4%
5.2%

Utilities

5.1%
4.8%

Communication Services

3.7%
2.3%

Real Estate

0.8%

-

Financial Services

ISEU.L
23.3%
SX5S.L
25.1%

Industrials

ISEU.L
19.7%
SX5S.L
22.1%

Healthcare

ISEU.L
13.1%
SX5S.L
5.4%

Technology

ISEU.L
8.6%
SX5S.L
16.1%

Consumer Defensive

ISEU.L
8.4%
SX5S.L
5.5%

Consumer Cyclical

ISEU.L
6.3%
SX5S.L
9.8%

Basic Materials

ISEU.L
5.6%
SX5S.L
3.7%

Energy

ISEU.L
5.4%
SX5S.L
5.2%

Utilities

ISEU.L
5.1%
SX5S.L
4.8%

Communication Services

ISEU.L
3.7%
SX5S.L
2.3%

Real Estate

ISEU.L
0.8%
SX5S.L

-

Compare stocks, funds, or ETFs

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iShares MSCI Europe UCITS Dist

Invesco EURO STOXX 50 UCITS ETF

Often compared with ISEU.L:
ISEU.L vs. ISX5.LISEU.L vs. EMMISEU.L vs. MJMT.DEISEU.L vs. VEUR.LISEU.L vs. QQQISEU.L vs. CSPX.LISEU.L vs. ^GSPC
Often compared with SX5S.L:
SX5S.L vs. S600.LSX5S.L vs. VXUSSX5S.L vs. ACWXSX5S.L vs. SPYSX5S.L vs. QQQSX5S.L vs. ^SP500TRSX5S.L vs. CIBR

Return for Risk

ISEU.L vs. SX5S.L — 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: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
Martin Ratio Rank
SX5S.L
SX5S.L Risk / Return Rank: 3535
Overall Rank
SX5S.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SX5S.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SX5S.L Omega Ratio Rank: 3535
Omega Ratio Rank
SX5S.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SX5S.L Martin Ratio Rank: 3636
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. SX5S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.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.

ISEU.LSX5S.LDifference
Sharpe ratioReturn per unit of total volatility
1.19
1.02

+0.18

Sortino ratioReturn per unit of downside risk
1.77
1.57

+0.20

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

1.57

1.32

+0.25

Martin ratioReturn relative to average drawdown

5.63

4.48

+1.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISEU.L vs. SX5S.L - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.19, which is comparable to the SX5S.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ISEU.L and SX5S.L, 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

ISEU.LSX5S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.02

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.42

+0.18

Drawdowns

ISEU.L vs. SX5S.L - Drawdown Comparison

The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum SX5S.L drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for ISEU.L and SX5S.L.

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Drawdown Indicators

ISEU.LSX5S.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.02%

-39.20%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-13.21%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

-15.38%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-35.24%

+4.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.20%

—

Current Drawdown

Current decline from peak

-1.38%

-1.32%

-0.06%

Average Drawdown

Average peak-to-trough decline

-6.33%

-7.99%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.89%

-0.68%

Volatility

ISEU.L vs. SX5S.L - Volatility Comparison

iShares MSCI Europe UCITS Dist (ISEU.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L) have volatilities of 5.35% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISEU.LSX5S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.61%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

13.94%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

17.14%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

21.03%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

22.77%

-5.16%

ISEU.L vs. SX5S.L - Expense Ratio Comparison

ISEU.L has a 1.00% expense ratio, which is higher than SX5S.L's 0.05% expense ratio.

Dividends

ISEU.L vs. SX5S.L - Dividend Comparison

ISEU.L's dividend yield for the trailing twelve months is around 2.54%, while SX5S.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist		2.54%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.28%2.48%
SX5S.L
Invesco EURO STOXX 50 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, ISEU.L and SX5S.L 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.

On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SX5S.L is cheaper with a 0.05% expense ratio, compared with 1.00% for ISEU.L.

ISEU.L tracks MSCI Europe NR EUR, while SX5S.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Invesco. Their fees differ too: 1.00% for ISEU.L and 0.05% for SX5S.L.

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