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

ISX5.L vs. IEFV.L

Last updated Jun 26, 2026

ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - ISX5.L tracks the MSCI EMU NR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, ISX5.L returned 13.42%/yr vs 12.57%/yr for IEFV.L. Their correlation of 0.83 suggests significant overlap in exposure. ISX5.L charges 0.00%/yr vs 0.25%/yr for IEFV.L.

Performance

ISX5.L vs. IEFV.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 (IEFV.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 IEFV.L is traded in GBp. To make them comparable, the IEFV.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 6.98% return, which is significantly lower than IEFV.L's 12.41% return. Over the past 10 years, ISX5.L has outperformed IEFV.L with an annualized return of 13.42%, while IEFV.L has yielded a comparatively lower 12.57% annualized return.

ISX5.L

1D
1.09%
1M
1.30%
YTD
6.98%
6M
7.17%
1Y
19.65%
3Y*
18.41%
5Y*
10.88%
10Y*
13.42%

IEFV.L

1D
1.57%
1M
-0.78%
YTD
12.41%
6M
12.75%
1Y
34.01%
3Y*
24.32%
5Y*
13.89%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		6.98%37.35%4.59%26.91%-13.63%13.94%6.81%25.61%1.58%9.70%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		12.41%52.94%3.64%17.29%-9.38%17.50%-0.79%20.35%-17.61%25.16%

Correlation

The correlation between ISX5.L and IEFV.L is 0.85, 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

0.85

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

0.84

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.83

The correlation between ISX5.L and IEFV.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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

Sectors
ISX5.L
IEFV.L

Financial Services

26.2%
23.6%

Industrials

22.2%
18.8%

Technology

16.3%
9.7%

Consumer Cyclical

9.8%
6.5%

Consumer Defensive

5.4%
8.6%

Healthcare

5.1%
13.2%

Utilities

4.8%
4.8%

Energy

4.7%
5.2%

Basic Materials

3.4%
5.5%

Communication Services

2.1%
3.6%

Real Estate

-

0.7%

Financial Services

ISX5.L
26.2%
IEFV.L
23.6%

Industrials

ISX5.L
22.2%
IEFV.L
18.8%

Technology

ISX5.L
16.3%
IEFV.L
9.7%

Consumer Cyclical

ISX5.L
9.8%
IEFV.L
6.5%

Consumer Defensive

ISX5.L
5.4%
IEFV.L
8.6%

Healthcare

ISX5.L
5.1%
IEFV.L
13.2%

Utilities

ISX5.L
4.8%
IEFV.L
4.8%

Energy

ISX5.L
4.7%
IEFV.L
5.2%

Basic Materials

ISX5.L
3.4%
IEFV.L
5.5%

Communication Services

ISX5.L
2.1%
IEFV.L
3.6%

Real Estate

ISX5.L

-

IEFV.L
0.7%

Compare stocks, funds, or ETFs

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iShares Core EURO STOXX 50 UCITS ETF

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with ISX5.L:
ISX5.L vs. ^IBEXISX5.L vs. CSX5.LISX5.L vs. VGKISX5.L vs. ISEU.LISX5.L vs. VERX.ASISX5.L vs. AME6.DEISX5.L vs. RQFI.DE
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

ISX5.L vs. IEFV.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: 3434
Overall Rank
ISX5.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 3333
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 3737
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
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. IEFV.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 (IEFV.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.

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.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
1.08
2.17

-1.09

Sortino ratioReturn per unit of downside risk
1.69
2.99

-1.31

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.18

Calmar ratioReturn relative to maximum drawdown

1.51

2.90

-1.39

Martin ratioReturn relative to average drawdown

5.10

10.29

-5.20

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

The current ISX5.L Sharpe Ratio is 1.08, which is lower than the IEFV.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ISX5.L and IEFV.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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Drawdowns

ISX5.L vs. IEFV.L - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum IEFV.L drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for ISX5.L and IEFV.L.

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Drawdown Indicators

ISX5.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-46.19%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-11.66%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-16.49%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-34.86%

-31.46%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

-46.19%

+7.57%

Current Drawdown

Current decline from peak

-2.21%

-1.08%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.32%

-10.02%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.30%

+0.55%

Volatility

ISX5.L vs. IEFV.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 4.53% and 4.48%, 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

ISX5.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.48%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

12.87%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

15.62%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

20.15%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

19.96%

+1.80%

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

ISX5.L has a 0.00% expense ratio, which is lower than IEFV.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. IEFV.L - Dividend Comparison

Neither ISX5.L nor IEFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

ISX5.L and IEFV.L have a correlation of 0.85, 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 IEFV.L.

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

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