ISX5.L vs. ^IBEX
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
Returns By Period
In the year-to-date period, ISX5.L achieves a 3.73% return, which is significantly lower than ^IBEX's 15.57% return.
ISX5.L
3.73%
-6.36%
-7.52%
10.27%
7.33%
N/A
^IBEX
15.57%
-2.10%
2.96%
19.60%
4.73%
1.03%
Key characteristics
| ISX5.L | ^IBEX | |
|---|---|---|
| Sharpe Ratio | 0.60 | 1.35 |
| Sortino Ratio | 0.93 | 1.87 |
| Omega Ratio | 1.11 | 1.23 |
| Calmar Ratio | 0.83 | 0.46 |
| Martin Ratio | 2.60 | 6.64 |
| Ulcer Index | 3.64% | 2.63% |
| Daily Std Dev | 15.87% | 12.89% |
| Max Drawdown | -38.62% | -62.65% |
| Current Drawdown | -10.42% | -26.78% |
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Correlation
The correlation between ISX5.L and ^IBEX is 0.81, 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.
Risk-Adjusted Performance
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.
Drawdowns
ISX5.L vs. ^IBEX - Drawdown Comparison
The maximum ISX5.L drawdown since its inception was -38.62%, 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. For additional features, visit the drawdowns tool.
Volatility
ISX5.L vs. ^IBEX - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) is 5.84%, while IBEX 35 Index (^IBEX) has a volatility of 6.32%. This indicates that ISX5.L experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.