ISX5.L vs. ETH-USD
ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, ISX5.L returned 13.05%/yr vs 57.05%/yr for ETH-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
ISX5.L vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ISX5.L achieves a 7.24% return, which is significantly higher than ETH-USD's -43.34% return. Over the past 10 years, ISX5.L has underperformed ETH-USD with an annualized return of 13.05%, while ETH-USD has yielded a comparatively higher 57.05% 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%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
ISX5.L vs. ETH-USD - 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% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between ISX5.L and ETH-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.10 |
The correlation between ISX5.L and ETH-USD shifts across timeframes, from 0.10 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISX5.L vs. ETH-USD — Risk / Return Rank
ISX5.L
ETH-USD
ISX5.L vs. ETH-USD - 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 Ethereum (ETH-USD). 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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.96 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.52 | +1.91 |
| Martin ratioReturn relative to average drawdown | 4.69 | -0.89 | +5.57 |
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Drawdowns
ISX5.L vs. ETH-USD - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for ISX5.L and ETH-USD.
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Drawdown Indicators
| ISX5.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -94.01% | +55.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -67.53% | +54.61% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -67.53% | +52.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.86% | -79.35% | +44.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -94.01% | +55.39% |
Current DrawdownCurrent decline from peak | -0.19% | -65.20% | +65.01% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -50.89% | +42.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 45.49% | -41.64% |
Volatility
ISX5.L vs. ETH-USD - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) is 5.29%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that ISX5.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISX5.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 17.20% | -11.91% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 46.29% | -31.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 56.08% | -37.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 59.55% | -37.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 77.88% | -55.91% |
Frequently Asked Questions
ISX5.L and ETH-USD have a correlation of 0.23, 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 ETH-USD
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