Best Europe Large Cap funds
Ranking of the top 20 Europe Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 04/06/2026.
This page ranks 20 Europe Large Cap funds, a subcategory of Equity, ordered by a composite score that rewards risk-adjusted return and curve stability while penalizing drawdowns. Use it to compare options within the same investment style before exploring each fund's history in the interactive view.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 1.0 years (365 trading days), with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.25·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.1·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 25.0%)3, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).
A higher score means better relative behavior within the analyzed set, not an investment recommendation.
🏆 Ranking
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | IE000267N380 | ODEY EUROPEAN FOCUS A DIS EUR | 0.710 | 0.948 | 35.91% | 36.76% | 10.92% | 3.18 | 2.95 | 4.13% | 8.90 |
| 2 | IE000GBN91O8 | ODEY EUROPEAN FOCUS R ACC EUR | 0.709 | 0.952 | 31.75% | 32.49% | 10.17% | 3.00 | 2.75 | 3.81% | 8.52 |
| 3 | LU1033775955 | EUROPEAN EQUITIES A EUR | 0.685 | 0.934 | 19.80% | 19.98% | 10.67% | 1.68 | 1.70 | 6.89% | 2.90 |
| 4 | LU0210531983 | JPMorgan Funds - Europe Strategic Value Fund A (acc) - EUR | 0.683 | 0.934 | 23.79% | 23.58% | 11.88% | 1.82 | 1.85 | 7.69% | 3.07 |
| 5 | ES0168799072 | GEST BOUT IV PARATIOR EQ EUR | 0.678 | 0.906 | 20.11% | 19.85% | 11.15% | 1.60 | 1.65 | 7.01% | 2.83 |
| 6 | IE00BL1GW524 | iShares UK Index Fund (IE) D Acc EUR | 0.677 | 0.928 | 19.56% | 19.64% | 12.07% | 1.46 | 1.44 | 7.52% | 2.61 |
| 7 | ES0173367048 | Miralta Narval Europa A FI | 0.677 | 0.892 | 30.41% | 29.61% | 12.45% | 2.22 | 2.23 | 7.54% | 3.92 |
| 8 | LU0289214628 | JPMorgan Funds - Europe Equity Plus Fund D (perf) (acc) - EUR | 0.666 | 0.906 | 19.44% | 19.27% | 13.02% | 1.33 | 1.35 | 8.47% | 2.28 |
| 9 | ES0110182039 | BBVA BOLSA ÍNDICE FI | 0.666 | 0.906 | 30.77% | 30.50% | 15.95% | 1.79 | 1.79 | 9.66% | 3.16 |
| 10 | LU0840526551 | Lemanik SICAV - High Growth Capitalisation Institutional EUR | 0.666 | 0.893 | 40.96% | 41.15% | 15.07% | 2.60 | 2.62 | 11.37% | 3.62 |
| 11 | LU0234681749 | Goldman Sachs Europe CORE Equity Portfolio Base Acc EUR | 0.666 | 0.897 | 21.23% | 22.30% | 12.62% | 1.61 | 1.62 | 8.60% | 2.59 |
| 12 | LU1670707527 | M&G (Lux) European Strategic Value Fund A EUR Acc | 0.665 | 0.895 | 23.95% | 24.48% | 13.32% | 1.69 | 1.58 | 9.21% | 2.66 |
| 13 | LU0836512706 | iShares Europe Equity Index Fund (LU) A2 EUR | 0.653 | 0.871 | 16.71% | 16.93% | 12.60% | 1.18 | 1.21 | 9.08% | 1.86 |
| 14 | IE00BYX5MD61 | Fidelity MSCI Europe Index Fund P-ACC-EUR | 0.652 | 0.870 | 17.09% | 16.59% | 12.27% | 1.19 | 1.25 | 9.21% | 1.80 |
| 15 | IE00BDRK7L36 | iShares Europe Index Fund (IE) D Acc EUR | 0.652 | 0.867 | 17.20% | 17.58% | 12.13% | 1.28 | 1.37 | 9.40% | 1.87 |
| 16 | LU0205352882 | Goldman Sachs Europe Equity Income - X Cap EUR | 0.652 | 0.878 | 16.20% | 15.93% | 11.83% | 1.18 | 1.17 | 9.50% | 1.68 |
| 17 | LU0339661307 | Robeco QI European Conservative Equities D EUR | 0.652 | 0.835 | 12.07% | 12.07% | 8.75% | 1.15 | 1.14 | 6.65% | 1.81 |
| 18 | IE00B4K9F548 | iShares Europe Index (IE) Instl Acc EUR | 0.651 | 0.864 | 16.95% | 17.32% | 12.13% | 1.26 | 1.34 | 9.40% | 1.84 |
| 19 | IE00BYX5ML46 | Fidelity MSCI Europe Index Fund P-ACC-EUR (hedged) | 0.651 | 0.867 | 17.03% | 16.53% | 11.89% | 1.22 | 1.27 | 9.41% | 1.76 |
| 20 | LU0389811539 | Amundi Index MSCI Europe IE-C | 0.651 | 0.869 | 17.11% | 16.82% | 12.23% | 1.21 | 1.24 | 9.59% | 1.75 |
📊 Compared evolution (base 100)
❓ Frequently asked questions
How is the fund ranking calculated?
Each fund gets a composite score from 0 to 1 that combines risk-adjusted return (excess CAGR and Sortino), curve stability (R² and inverted volatility) and drawdown control (a non-linear penalty plus the Ulcer Index). Funds are then ordered by that score.
What does the score mean for Europe Large Cap funds?
A higher score means better relative behavior within the analyzed set: more stable growth and smaller drawdowns for the return achieved. It is a comparison tool, not an investment recommendation.
How often is the data updated?
The ranking is recomputed from daily NAV data each time the site is regenerated. This page was last updated on 04/06/2026.
Is this investment advice?
No. All content is educational and based on historical data. Past performance does not guarantee future results. Consult a licensed advisor before investing.