Correlation
The correlation between ISX5.L and ISEU.L is 0.41, 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.
ISX5.L vs. ISEU.L
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and iShares MSCI Europe UCITS Dist (ISEU.L).
ISX5.L and ISEU.L 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. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. Both ISX5.L and ISEU.L 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 ISEU.L.
Performance
ISX5.L vs. ISEU.L - Performance Comparison
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Key characteristics
ISX5.L:
0.77
ISEU.L:
0.83
ISX5.L:
1.22
ISEU.L:
1.18
ISX5.L:
1.15
ISEU.L:
1.16
ISX5.L:
1.09
ISEU.L:
0.98
ISX5.L:
2.99
ISEU.L:
2.64
ISX5.L:
5.57%
ISEU.L:
5.28%
ISX5.L:
20.79%
ISEU.L:
17.05%
ISX5.L:
-37.94%
ISEU.L:
-36.02%
ISX5.L:
-1.54%
ISEU.L:
-0.69%
Returns By Period
In the year-to-date period, ISX5.L achieves a 22.20% return, which is significantly higher than ISEU.L's 20.45% return.
ISX5.L
22.20%
5.50%
22.91%
15.88%
17.94%
15.73%
N/A
ISEU.L
20.45%
5.00%
18.05%
14.29%
12.70%
13.19%
N/A
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ISX5.L vs. ISEU.L - Expense Ratio Comparison
ISX5.L has a 0.00% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.
Risk-Adjusted Performance
ISX5.L vs. ISEU.L — Risk-Adjusted Performance Rank
ISX5.L
ISEU.L
ISX5.L vs. ISEU.L - 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 MSCI Europe UCITS Dist (ISEU.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.
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Dividends
ISX5.L vs. ISEU.L - Dividend Comparison
ISX5.L has not paid dividends to shareholders, while ISEU.L's dividend yield for the trailing twelve months is around 2.55%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
ISEU.L iShares MSCI Europe UCITS Dist | 2.55% | 3.00% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.28% | 2.48% |
Drawdowns
ISX5.L vs. ISEU.L - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -37.94%, which is greater than ISEU.L's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for ISX5.L and ISEU.L.
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Volatility
ISX5.L vs. ISEU.L - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 4.18% compared to iShares MSCI Europe UCITS Dist (ISEU.L) at 3.27%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than ISEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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