MELE.BR vs. ISX5.L

Last updated Jun 5, 2026

MELE.BR (Melexis NV) is a stock, while ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR. Over the past 5 years, MELE.BR returned 3.71%/yr vs 11.54%/yr for ISX5.L. At a 0.45 correlation, their price movements are largely independent.

Performance

MELE.BR vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Melexis NV (MELE.BR) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MELE.BR is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MELE.BR achieves a 51.43% return, which is significantly higher than ISX5.L's 7.60% return.

MELE.BR

• 1D: -1.63%
• 1M: 13.52%
• YTD: 51.43%
• 6M: 41.69%
• 1Y: 35.62%
• 3Y*: 4.33%
• 5Y*: 3.71%
• 10Y*: 8.22%

ISX5.L

• 1D: 0.79%
• 1M: 4.63%
• YTD: 7.60%
• 6M: 8.66%
• 1Y: 15.81%
• 3Y*: 15.29%
• 5Y*: 11.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MELE.BR vs. ISX5.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MELE.BR Melexis NV	51.43%	8.23%	-35.08%	17.47%	-19.89%	34.50%	23.45%	36.43%	-37.75%	35.83%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	7.61%	21.05%	12.08%	22.35%	-8.29%	23.18%	-2.40%	28.37%	-11.58%	10.47%

Correlation

The correlation between MELE.BR and ISX5.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Nov 30, 2016	0.45

The correlation between MELE.BR and ISX5.L shifts across timeframes, from 0.45 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

MELE.BR vs. ISX5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MELE.BR

MELE.BR Risk / Return Rank: 68
MELE.BR Sharpe Ratio Rank: 74
MELE.BR Sortino Ratio Rank: 70
MELE.BR Omega Ratio Rank: 67
MELE.BR Calmar Ratio Rank: 65
MELE.BR Martin Ratio Rank: 62

ISX5.L

ISX5.L Risk / Return Rank: 29
ISX5.L Sharpe Ratio Rank: 28
ISX5.L Sortino Ratio Rank: 29
ISX5.L Omega Ratio Rank: 29
ISX5.L Calmar Ratio Rank: 29
ISX5.L Martin Ratio Rank: 32

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.

MELE.BR vs. ISX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Melexis NV (MELE.BR) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.

	MELE.BR	ISX5.L	Difference
Sharpe ratio: Return per unit of total volatility	1.11	0.93	+0.18
Sortino ratio: Return per unit of downside risk	1.75	1.46	+0.29
Omega ratio: Gain probability vs. loss probability	1.21	1.18	+0.03
Calmar ratio: Return relative to maximum drawdown	1.21	1.46	-0.25
Martin ratio: Return relative to average drawdown	2.27	4.93	-2.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MELE.BR vs. ISX5.L - Sharpe Ratio Comparison

The current MELE.BR Sharpe Ratio is 1.11, which is comparable to the ISX5.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MELE.BR and ISX5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MELE.BR	ISX5.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.93	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.65	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.66	-0.20

Drawdowns

MELE.BR vs. ISX5.L - Drawdown Comparison

The maximum MELE.BR drawdown since its inception was -72.81%, which is greater than ISX5.L's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for MELE.BR and ISX5.L.

Drawdown Indicators

	MELE.BR	ISX5.L	Difference
Max Drawdown Largest peak-to-trough decline	-72.81%	-36.52%	-36.29%
Max Drawdown (1Y) Largest decline over 1 year	-33.29%	-10.77%	-22.52%
Max Drawdown (3Y) Largest decline over 3 years	-53.15%	-16.22%	-36.93%
Max Drawdown (5Y) Largest decline over 5 years	-54.62%	-24.00%	-30.62%
Max Drawdown (10Y) Largest decline over 10 years	-54.62%	—	—
Current Drawdown Current decline from peak	-4.85%	0.00%	-4.85%
Average Drawdown Average peak-to-trough decline	-17.50%	-5.38%	-12.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.88%	3.20%	+14.68%

Volatility

MELE.BR vs. ISX5.L - Volatility Comparison

Melexis NV (MELE.BR) has a higher volatility of 12.72% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 5.58%. This indicates that MELE.BR's price experiences larger fluctuations and is considered to be riskier than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MELE.BR	ISX5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	5.58%	+7.14%
Volatility (6M) Calculated over the trailing 6-month period	29.23%	13.85%	+15.38%
Volatility (1Y) Calculated over the trailing 1-year period	36.82%	16.96%	+19.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.09%	18.77%	+16.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.81%	21.09%	+14.72%

Dividends

MELE.BR vs. ISX5.L - Dividend Comparison

MELE.BR's dividend yield for the trailing twelve months is around 4.38%, while ISX5.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MELE.BR Melexis NV	4.38%	6.43%	6.55%	3.84%	3.21%	2.10%	2.75%	3.28%	4.13%	2.37%	2.99%	2.55%

Frequently Asked Questions

Can I hold both MELE.BR and ISX5.L in my portfolio?

MELE.BR and ISX5.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.