ISX5.L vs. IJR
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares Core S&P Small-Cap ETF (IJR).
ISX5.L and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both ISX5.L and IJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISX5.L or IJR.
Performance
ISX5.L vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, ISX5.L achieves a 3.73% return, which is significantly lower than IJR's 12.64% return.
ISX5.L
3.73%
-6.36%
-7.52%
10.27%
7.33%
N/A
IJR
12.64%
2.07%
10.29%
27.11%
10.16%
9.63%
Key characteristics
| ISX5.L | IJR | |
|---|---|---|
| Sharpe Ratio | 0.60 | 1.43 |
| Sortino Ratio | 0.93 | 2.14 |
| Omega Ratio | 1.11 | 1.25 |
| Calmar Ratio | 0.83 | 1.58 |
| Martin Ratio | 2.60 | 8.03 |
| Ulcer Index | 3.64% | 3.55% |
| Daily Std Dev | 15.87% | 19.97% |
| Max Drawdown | -38.62% | -58.15% |
| Current Drawdown | -10.42% | -4.49% |
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ISX5.L vs. IJR - Expense Ratio Comparison
ISX5.L has a 0.00% expense ratio, which is lower than IJR's 0.07% 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%.
Correlation
The correlation between ISX5.L and IJR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ISX5.L vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
ISX5.L vs. IJR - Dividend Comparison
ISX5.L has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
ISX5.L vs. IJR - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for ISX5.L and IJR. For additional features, visit the drawdowns tool.
Volatility
ISX5.L vs. IJR - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) is 5.84%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.72%. This indicates that ISX5.L experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.