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ISX5.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISX5.L vs. IEDL.L

Last updated Jun 5, 2026

ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - ISX5.L tracks the MSCI EMU NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, ISX5.L returned 10.52%/yr vs 13.39%/yr for IEDL.L. A 0.79 correlation means they provide meaningful diversification when combined. ISX5.L charges 0.00%/yr vs 0.25%/yr for IEDL.L.

Performance

ISX5.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISX5.L is traded in USD, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L 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 6.38% return, which is significantly lower than IEDL.L's 12.73% return.

ISX5.L

1D
0.93%
1M
0.69%
YTD
6.38%
6M
8.51%
1Y
17.46%
3Y*
18.45%
5Y*
10.52%
10Y*
—

IEDL.L

1D
0.03%
1M
3.90%
YTD
12.73%
6M
16.66%
1Y
35.02%
3Y*
24.89%
5Y*
13.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISX5.L vs. IEDL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		6.38%37.35%4.89%27.49%-14.22%13.65%7.93%24.55%-16.87%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		12.71%53.13%3.63%17.09%-9.53%18.08%-0.69%19.41%-17.80%

Correlation

The correlation between ISX5.L and IEDL.L 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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.79

The correlation between ISX5.L and IEDL.L has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

ISX5.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
ISX5.L
IEDL.L

Financial Services

25.0%
22.6%

Industrials

21.4%
17.0%

Technology

17.0%
12.2%

Consumer Cyclical

9.8%
6.2%

Consumer Defensive

5.6%
8.6%

Energy

5.3%
5.1%

Healthcare

5.3%
12.3%

Utilities

4.7%
4.5%

Basic Materials

3.5%
6.2%

Communication Services

2.5%
3.7%

Real Estate

-

0.6%

Financial Services

ISX5.L
25.0%
IEDL.L
22.6%

Industrials

ISX5.L
21.4%
IEDL.L
17.0%

Technology

ISX5.L
17.0%
IEDL.L
12.2%

Consumer Cyclical

ISX5.L
9.8%
IEDL.L
6.2%

Consumer Defensive

ISX5.L
5.6%
IEDL.L
8.6%

Energy

ISX5.L
5.3%
IEDL.L
5.1%

Healthcare

ISX5.L
5.3%
IEDL.L
12.3%

Utilities

ISX5.L
4.7%
IEDL.L
4.5%

Basic Materials

ISX5.L
3.5%
IEDL.L
6.2%

Communication Services

ISX5.L
2.5%
IEDL.L
3.7%

Real Estate

ISX5.L

-

IEDL.L
0.6%

Compare stocks, funds, or ETFs

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iShares Core EURO STOXX 50 UCITS ETF

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with ISX5.L:
ISX5.L vs. CSX5.LISX5.L vs. ^IBEXISX5.L vs. VGKISX5.L vs. VERX.ASISX5.L vs. ISEU.LISX5.L vs. AME6.DEISX5.L vs. RQFI.DE
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. EUMD.LIEDL.L vs. T3KE.DEIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

ISX5.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISX5.L
ISX5.L Risk / Return Rank: 2929
Overall Rank
ISX5.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 2929
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 3232
Martin Ratio Rank
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

ISX5.L vs. IEDL.L - 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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

ISX5.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.98
2.23

-1.25

Sortino ratioReturn per unit of downside risk
1.54
3.01

-1.47

Omega ratioGain probability vs. loss probability

1.19

1.40

-0.22

Calmar ratioReturn relative to maximum drawdown

1.37

3.02

-1.65

Martin ratioReturn relative to average drawdown

4.62

10.80

-6.18

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

ISX5.L vs. IEDL.L - Sharpe Ratio Comparison

The current ISX5.L Sharpe Ratio is 0.98, which is lower than the IEDL.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ISX5.L and IEDL.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

ISX5.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.23

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.72

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.49

+0.17

Drawdowns

ISX5.L vs. IEDL.L - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -37.94%, smaller than the maximum IEDL.L drawdown of -43.17%. Use the drawdown chart below to compare losses from any high point for ISX5.L and IEDL.L.

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Drawdown Indicators

ISX5.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-43.17%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-11.53%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-17.39%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.86%

-31.20%

-3.66%

Current Drawdown

Current decline from peak

-0.99%

-0.86%

-0.13%

Average Drawdown

Average peak-to-trough decline

-7.53%

-8.50%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

3.23%

+0.61%

Volatility

ISX5.L vs. IEDL.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 6.08% compared to iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) at 5.40%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISX5.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.40%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

12.50%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

15.64%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

18.58%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

20.11%

+2.83%

ISX5.L vs. IEDL.L - Expense Ratio Comparison

ISX5.L has a 0.00% expense ratio, which is lower than IEDL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISX5.L vs. IEDL.L - Dividend Comparison

ISX5.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.

PositionTTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%
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%0.00%

Frequently Asked Questions

ISX5.L and IEDL.L 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.

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.25% for IEDL.L.

ISX5.L tracks MSCI EMU NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.00% for ISX5.L and 0.25% for IEDL.L.

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