SOL-USD vs. ISX5.L

Last updated Jun 14, 2026

SOL-USD (Solana) is a cryptocurrency, 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, SOL-USD returned 12.17%/yr vs 10.63%/yr for ISX5.L. At a 0.13 correlation, their price movements are largely independent.

Performance

SOL-USD vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOL-USD achieves a -44.76% return, which is significantly lower than ISX5.L's 7.24% return.

SOL-USD

• 1D: 0.85%
• 1M: -25.39%
• YTD: -44.76%
• 6M: -48.38%
• 1Y: -53.76%
• 3Y*: 68.07%
• 5Y*: 12.17%
• 10Y*: —

ISX5.L

• 1D: 2.46%
• 1M: 3.59%
• YTD: 7.24%
• 6M: 8.56%
• 1Y: 19.84%
• 3Y*: 18.31%
• 5Y*: 10.63%
• 10Y*: 13.05%

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

SOL-USD vs. ISX5.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SOL-USD Solana	-44.76%	-34.09%	85.68%	919.96%	-94.13%	11,143.63%	81.60%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	7.24%	37.35%	4.59%	26.91%	-13.63%	13.94%	40.88%

Correlation

The correlation between SOL-USD and ISX5.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020	0.13

Return for Risk

SOL-USD vs. ISX5.L — Risk / Return Rank

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

SOL-USD

SOL-USD Risk / Return Rank: 51
SOL-USD Sharpe Ratio Rank: 44
SOL-USD Sortino Ratio Rank: 51
SOL-USD Omega Ratio Rank: 52
SOL-USD Calmar Ratio Rank: 60
SOL-USD Martin Ratio Rank: 51

ISX5.L

ISX5.L Risk / Return Rank: 32
ISX5.L Sharpe Ratio Rank: 31
ISX5.L Sortino Ratio Rank: 32
ISX5.L Omega Ratio Rank: 31
ISX5.L Calmar Ratio Rank: 32
ISX5.L Martin Ratio Rank: 35

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.

SOL-USD vs. ISX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SOL-USD	ISX5.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.74	0.98	-1.73
Sortino ratio: Return per unit of downside risk	-0.98	1.55	-2.53
Omega ratio: Gain probability vs. loss probability	0.91	1.19	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.72	1.39	-2.11
Martin ratio: Return relative to average drawdown	-1.16	4.69	-5.84

SOL-USD vs. ISX5.L - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.74, which is lower than the ISX5.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SOL-USD 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.

Drawdowns

SOL-USD vs. ISX5.L - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than ISX5.L's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ISX5.L.

Drawdown Indicators

	SOL-USD	ISX5.L	Difference
Max Drawdown Largest peak-to-trough decline	-96.27%	-38.62%	-57.65%
Max Drawdown (1Y) Largest decline over 1 year	-74.89%	-12.92%	-61.97%
Max Drawdown (3Y) Largest decline over 3 years	-76.28%	-15.36%	-60.92%
Max Drawdown (5Y) Largest decline over 5 years	-96.27%	-34.86%	-61.41%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.62%	—
Current Drawdown Current decline from peak	-73.76%	-0.19%	-73.57%
Average Drawdown Average peak-to-trough decline	-51.42%	-8.34%	-43.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	53.06%	3.85%	+49.21%

Volatility

SOL-USD vs. ISX5.L - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 17.62% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 5.29%. This indicates that SOL-USD'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

	SOL-USD	ISX5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.62%	5.29%	+12.33%
Volatility (6M) Calculated over the trailing 6-month period	46.90%	15.25%	+31.65%
Volatility (1Y) Calculated over the trailing 1-year period	60.08%	18.30%	+41.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	82.35%	21.91%	+60.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.82%	21.97%	+77.85%

Frequently Asked Questions

Can I hold both SOL-USD and ISX5.L in my portfolio?

SOL-USD and ISX5.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.