PortfoliosLab logoPortfoliosLab logo
V50A.DE vs. ISX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50A.DE vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

V50A.DE 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, V50A.DE achieves a 7.23% return, which is significantly lower than ISX5.L's 7.60% return.


V50A.DE

1D
0.74%
1M
1.92%
YTD
7.23%
6M
8.57%
1Y
15.78%
3Y*
15.63%
5Y*
11.52%
10Y*
10.46%

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)

V50A.DE vs. ISX5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.23%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.96%
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 V50A.DE and ISX5.L is 0.91, 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

0.91

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2016

0.77

The correlation between V50A.DE and ISX5.L shifts across timeframes, from 0.77 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

V50A.DE vs. ISX5.L — Risk / Return Rank

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

V50A.DE
V50A.DE Risk / Return Rank: 3030
Overall Rank
V50A.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3333
Martin Ratio Rank

ISX5.L
ISX5.L Risk / Return Rank: 2929
Overall Rank
ISX5.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 2929
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 3232
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.

V50A.DE vs. ISX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) 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.


V50A.DEISX5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.45

1.46

-0.01

Martin ratioReturn relative to average drawdown

4.92

4.93

0.00

V50A.DE vs. ISX5.L - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is comparable to the ISX5.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of V50A.DE 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.


Loading charts...

Sharpe Ratios by Period


V50A.DEISX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.93

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.65

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.66

-0.23

Drawdowns

V50A.DE vs. ISX5.L - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, 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 V50A.DE and ISX5.L.


Loading charts...

Drawdown Indicators


V50A.DEISX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-36.52%

-2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-10.77%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.22%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-24.00%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

Current Drawdown

Current decline from peak

-0.50%

0.00%

-0.50%

Average Drawdown

Average peak-to-trough decline

-7.22%

-5.38%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.20%

+0.03%

Volatility

V50A.DE vs. ISX5.L - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 4.92%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 5.58%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V50A.DEISX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.58%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

13.85%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

16.96%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

18.77%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

21.09%

-2.85%

V50A.DE vs. ISX5.L - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

V50A.DE vs. ISX5.L - Dividend Comparison

Neither V50A.DE nor ISX5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, V50A.DE and ISX5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.15% for V50A.DE.

V50A.DE tracks EURO STOXX® 50, while ISX5.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for V50A.DE and 0.00% for ISX5.L.

Portfolio Optimizer

Find the right allocation for V50A.DE and ISX5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer