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SX5S.L vs. ISEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SX5S.L vs. ISEU.L

Last updated Jun 5, 2026

SX5S.L (Invesco EURO STOXX 50 UCITS ETF) and ISEU.L (iShares MSCI Europe UCITS Dist) are both Europe Equities funds - SX5S.L tracks the MSCI EMU NR EUR while ISEU.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, SX5S.L returned 11.51%/yr vs 10.16%/yr for ISEU.L. A 0.75 correlation means they provide meaningful diversification when combined. SX5S.L charges 0.05%/yr vs 1.00%/yr for ISEU.L.

Performance

SX5S.L vs. ISEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco EURO STOXX 50 UCITS ETF (SX5S.L) and iShares MSCI Europe UCITS Dist (ISEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SX5S.L is traded in GBp, while ISEU.L is traded in USD. To make them comparable, the ISEU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SX5S.L achieves a 6.46% return, which is significantly lower than ISEU.L's 6.92% return.

SX5S.L

1D
0.35%
1M
4.85%
YTD
6.46%
6M
7.51%
1Y
18.61%
3Y*
15.51%
5Y*
11.51%
10Y*
11.41%

ISEU.L

1D
0.66%
1M
3.70%
YTD
6.92%
6M
8.79%
1Y
19.25%
3Y*
13.92%
5Y*
10.16%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SX5S.L vs. ISEU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SX5S.L
Invesco EURO STOXX 50 UCITS ETF		6.46%27.68%6.13%19.91%-3.67%14.48%2.12%23.51%-10.62%14.35%
ISEU.L
iShares MSCI Europe UCITS Dist		6.92%25.56%3.97%13.55%-3.47%16.94%2.62%18.86%-9.30%15.31%

Correlation

The correlation between SX5S.L and ISEU.L is 0.88, 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

0.88

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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.75

The correlation between SX5S.L and ISEU.L shifts across timeframes, from 0.75 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.

SX5S.L vs. ISEU.L - Sectors Allocation Comparison

Sectors
SX5S.L
ISEU.L

Financial Services

25.1%
23.3%

Industrials

22.1%
19.7%

Technology

16.1%
8.6%

Consumer Cyclical

9.8%
6.3%

Consumer Defensive

5.5%
8.4%

Healthcare

5.4%
13.1%

Energy

5.2%
5.4%

Utilities

4.8%
5.1%

Basic Materials

3.7%
5.6%

Communication Services

2.3%
3.7%

Real Estate

-

0.8%

Financial Services

SX5S.L
25.1%
ISEU.L
23.3%

Industrials

SX5S.L
22.1%
ISEU.L
19.7%

Technology

SX5S.L
16.1%
ISEU.L
8.6%

Consumer Cyclical

SX5S.L
9.8%
ISEU.L
6.3%

Consumer Defensive

SX5S.L
5.5%
ISEU.L
8.4%

Healthcare

SX5S.L
5.4%
ISEU.L
13.1%

Energy

SX5S.L
5.2%
ISEU.L
5.4%

Utilities

SX5S.L
4.8%
ISEU.L
5.1%

Basic Materials

SX5S.L
3.7%
ISEU.L
5.6%

Communication Services

SX5S.L
2.3%
ISEU.L
3.7%

Real Estate

SX5S.L

-

ISEU.L
0.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco EURO STOXX 50 UCITS ETF

iShares MSCI Europe UCITS Dist

Often compared with SX5S.L:
SX5S.L vs. S600.LSX5S.L vs. VXUSSX5S.L vs. ACWXSX5S.L vs. SPYSX5S.L vs. QQQSX5S.L vs. ^SP500TRSX5S.L vs. CIBR
Often compared with ISEU.L:
ISEU.L vs. ISX5.LISEU.L vs. EMMISEU.L vs. MJMT.DEISEU.L vs. VEUR.LISEU.L vs. QQQISEU.L vs. CSPX.LISEU.L vs. ^GSPC

Return for Risk

SX5S.L vs. ISEU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SX5S.L
SX5S.L Risk / Return Rank: 3535
Overall Rank
SX5S.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SX5S.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SX5S.L Omega Ratio Rank: 3535
Omega Ratio Rank
SX5S.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SX5S.L Martin Ratio Rank: 3636
Martin Ratio Rank
ISEU.L
ISEU.L Risk / Return Rank: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
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.

SX5S.L vs. ISEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SX5S.L) and iShares MSCI Europe UCITS Dist (ISEU.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.

SX5S.LISEU.LDifference
Sharpe ratioReturn per unit of total volatility
1.23
1.41

-0.18

Sortino ratioReturn per unit of downside risk
1.83
2.01

-0.18

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.62

1.82

-0.20

Martin ratioReturn relative to average drawdown

5.40

6.62

-1.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SX5S.L vs. ISEU.L - Sharpe Ratio Comparison

The current SX5S.L Sharpe Ratio is 1.23, which is comparable to the ISEU.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SX5S.L and ISEU.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.

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Sharpe Ratios by Period

SX5S.LISEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.41

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.68

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.61

-0.02

Drawdowns

SX5S.L vs. ISEU.L - Drawdown Comparison

The maximum SX5S.L drawdown since its inception was -32.54%, which is greater than ISEU.L's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for SX5S.L and ISEU.L.

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Drawdown Indicators

SX5S.LISEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.54%

-28.58%

-3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-10.55%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-13.18%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-15.74%

-5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

—

—

Current Drawdown

Current decline from peak

-0.57%

-0.91%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.44%

-3.92%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.90%

+0.54%

Volatility

SX5S.L vs. ISEU.L - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF (SX5S.L) and iShares MSCI Europe UCITS Dist (ISEU.L) have volatilities of 4.90% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SX5S.LISEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.86%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

11.63%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

13.64%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

15.03%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

16.00%

+3.88%

SX5S.L vs. ISEU.L - Expense Ratio Comparison

SX5S.L has a 0.05% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.

Dividends

SX5S.L vs. ISEU.L - Dividend Comparison

SX5S.L has not paid dividends to shareholders, while ISEU.L's dividend yield for the trailing twelve months is around 2.54%.

PositionTTM202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist		2.54%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.28%2.48%
SX5S.L
Invesco 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%

Frequently Asked Questions

SX5S.L and ISEU.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SX5S.L is cheaper with a 0.05% expense ratio, compared with 1.00% for ISEU.L.

SX5S.L tracks MSCI EMU NR EUR, while ISEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SX5S.L and 1.00% for ISEU.L.

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