ISX5.L vs. ^STOXX
ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, ISX5.L returned 13.05%/yr vs 7.39%/yr for ^STOXX. Their correlation of 0.85 suggests significant overlap in exposure.
Performance
ISX5.L vs. ^STOXX - Performance Comparison
Loading charts...
Different Trading Currencies
ISX5.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, ISX5.L achieves a 7.24% return, which is significantly higher than ^STOXX's 5.17% return. Over the past 10 years, ISX5.L has outperformed ^STOXX with an annualized return of 13.05%, while ^STOXX has yielded a comparatively lower 7.39% annualized return.
ISX5.L
- 1D
- 2.46%
- 1M
- 3.59%
- YTD
- 7.24%
- 6M
- 8.56%
- 1Y
- 19.84%
- 3Y*
- 18.31%
- 5Y*
- 10.63%
- 10Y*
- 13.05%
^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%
ISX5.L vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 7.24% | 37.35% | 4.59% | 26.91% | -13.63% | 13.94% | 6.81% | 25.61% | 1.58% | 9.70% |
^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 ISX5.L and ^STOXX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2010 | 0.85 |
The correlation between ISX5.L and ^STOXX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISX5.L vs. ^STOXX — Risk / Return Rank
ISX5.L
^STOXX
ISX5.L vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.
| ISX5.L | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.31 | +0.08 |
| Martin ratioReturn relative to average drawdown | 4.69 | 4.43 | +0.26 |
Loading charts...
Drawdowns
ISX5.L vs. ^STOXX - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum ^STOXX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for ISX5.L and ^STOXX.
Loading charts...
Drawdown Indicators
| ISX5.L | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -64.60% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -11.59% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -15.22% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.86% | -33.96% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -39.58% | +0.96% |
Current DrawdownCurrent decline from peak | -0.19% | -2.22% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -22.90% | +14.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.43% | +0.42% |
Volatility
ISX5.L vs. ^STOXX - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 5.29% compared to STOXX Europe 600 Index (^STOXX) at 3.90%. This indicates that ISX5.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.
Loading charts...
Volatility by Period
| ISX5.L | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.90% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 12.00% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 14.51% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 17.52% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 17.76% | +4.21% |
Frequently Asked Questions
ISX5.L and ^STOXX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ISX5.L and ^STOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer