V50A.DE vs. ISX5.L
V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both Europe Equities funds - V50A.DE tracks the EURO STOXX® 50 while ISX5.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, V50A.DE returned 11.52%/yr vs 11.54%/yr for ISX5.L. A 0.77 correlation means they provide meaningful diversification when combined. V50A.DE charges 0.15%/yr vs 0.00%/yr for ISX5.L.
Performance
V50A.DE vs. ISX5.L - Performance Comparison
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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*
- —
V50A.DE vs. ISX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
V50A.DE vs. ISX5.L — Risk / Return Rank
V50A.DE
ISX5.L
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.DE | ISX5.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V50A.DE | ISX5.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| V50A.DE | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.38% | -1.84% |
Ulcer IndexDepth 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.
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Volatility by Period
| V50A.DE | ISX5.L | Difference | |
|---|---|---|---|
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.
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.
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