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ISX5.L vs. ^IBEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ISX5.L and ^IBEX 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. ^IBEX

Last updated Jun 1, 2025

Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and IBEX 35 Index (^IBEX).

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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISX5.L or ^IBEX.

Performance

ISX5.L vs. ^IBEX - 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 IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ISX5.L:

0.77

^IBEX:

1.46

Sortino Ratio

ISX5.L:

1.22

^IBEX:

1.85

Omega Ratio

ISX5.L:

1.15

^IBEX:

1.27

Calmar Ratio

ISX5.L:

1.09

^IBEX:

0.68

Martin Ratio

ISX5.L:

2.99

^IBEX:

7.55

Ulcer Index

ISX5.L:

5.57%

^IBEX:

3.13%

Daily Std Dev

ISX5.L:

20.79%

^IBEX:

16.65%

Max Drawdown

ISX5.L:

-37.94%

^IBEX:

-62.65%

Current Drawdown

ISX5.L:

-1.54%

^IBEX:

-11.25%

Returns By Period

The year-to-date returns for both stocks are quite close, with ISX5.L having a 22.20% return and ^IBEX slightly lower at 22.05%.

ISX5.L

YTD

22.20%

1M

4.52%

6M

22.91%

1Y

16.02%

3Y*

17.94%

5Y*

15.73%

10Y*

N/A

^IBEX

YTD

22.05%

1M

6.51%

6M

21.57%

1Y

25.00%

3Y*

16.93%

5Y*

14.80%

10Y*

2.30%

*Annualized

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iShares Core EURO STOXX 50 UCITS ETF

IBEX 35 Index

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ISX5.L vs. ^IBEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISX5.L
The Risk-Adjusted Performance Rank of ISX5.L is 6969
Overall Rank
The Sharpe Ratio Rank of ISX5.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ISX5.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ISX5.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ISX5.L is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ISX5.L is 6969
Martin Ratio Rank
^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 9191
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISX5.L vs. ^IBEX - 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 IBEX 35 Index (^IBEX). 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.

The current ISX5.L Sharpe Ratio is 0.77, which is lower than the ^IBEX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ISX5.L and ^IBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ISX5.L vs. ^IBEX - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -37.94%, smaller than the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for ISX5.L and ^IBEX.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ISX5.L vs. ^IBEX - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 4.18% compared to IBEX 35 Index (^IBEX) at 3.04%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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