ISX5.L vs. VGK
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and Vanguard FTSE Europe ETF (VGK).
ISX5.L and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both ISX5.L and VGK 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 VGK.
Key characteristics
| ISX5.L | VGK | |
|---|---|---|
| YTD Return | 9.70% | 10.43% |
| 1Y Return | 20.80% | 19.50% |
| 3Y Return (Ann) | 5.91% | 3.83% |
| 5Y Return (Ann) | 9.37% | 8.38% |
| Sharpe Ratio | 1.28 | 1.56 |
| Daily Std Dev | 15.93% | 13.38% |
| Max Drawdown | -38.62% | -63.61% |
| Current Drawdown | -2.62% | -1.66% |
Correlation
The correlation between ISX5.L and VGK is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ISX5.L vs. VGK - Performance Comparison
In the year-to-date period, ISX5.L achieves a 9.70% return, which is significantly lower than VGK's 10.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISX5.L vs. VGK - Expense Ratio Comparison
ISX5.L has a 0.00% expense ratio, which is lower than VGK's 0.08% 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%.
Risk-Adjusted Performance
ISX5.L vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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. VGK - Dividend Comparison
ISX5.L has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 3.04%.
| 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% |
VGK Vanguard FTSE Europe ETF | 3.04% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
ISX5.L vs. VGK - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for ISX5.L and VGK. For additional features, visit the drawdowns tool.
Volatility
ISX5.L vs. VGK - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and Vanguard FTSE Europe ETF (VGK) have volatilities of 3.86% and 3.73%, 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.