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ISX5.L vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISX5.L vs. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). 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 XSX6.DE is traded in EUR. To make them comparable, the XSX6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISX5.L having a 6.38% return and XSX6.DE slightly lower at 6.14%.


ISX5.L

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

XSX6.DE

1D
0.70%
1M
-0.31%
YTD
6.14%
6M
9.73%
1Y
17.88%
3Y*
17.05%
5Y*
8.68%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISX5.L vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-15.55%27.04%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
6.14%36.49%2.16%19.19%-15.55%15.02%7.76%25.96%-15.51%26.59%

Correlation

The correlation between ISX5.L and XSX6.DE is 0.87, 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

0.87

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2016

0.75

The correlation between ISX5.L and XSX6.DE shifts across timeframes, from 0.75 (all time) to 0.87 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISX5.L vs. XSX6.DE — 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

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). 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.LXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.37

1.62

-0.25

Martin ratioReturn relative to average drawdown

4.62

5.78

-1.16

ISX5.L vs. XSX6.DE - Sharpe Ratio Comparison

The current ISX5.L Sharpe Ratio is 0.98, which is comparable to the XSX6.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ISX5.L and XSX6.DE, 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.LXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.23

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.48

+0.18

Drawdowns

ISX5.L vs. XSX6.DE - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -37.94%, which is greater than XSX6.DE's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for ISX5.L and XSX6.DE.


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Drawdown Indicators


ISX5.LXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-35.81%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-11.35%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-15.03%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-34.86%

-32.32%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

Current Drawdown

Current decline from peak

-0.99%

-1.84%

+0.85%

Average Drawdown

Average peak-to-trough decline

-7.53%

-8.05%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

3.18%

+0.66%

Volatility

ISX5.L vs. XSX6.DE - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 6.08% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.86%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISX5.LXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

4.86%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

12.43%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

14.93%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

17.68%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

17.84%

+5.10%

ISX5.L vs. XSX6.DE - Expense Ratio Comparison

ISX5.L has a 0.00% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison

Neither ISX5.L nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISX5.L and XSX6.DE have a correlation of 0.87, 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 0.20% for XSX6.DE.

ISX5.L tracks MSCI EMU NR EUR, while XSX6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.00% for ISX5.L and 0.20% for XSX6.DE.

Portfolio Optimizer

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