Best Europe Large Cap funds
Ranking of the top 20 Europe Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 01/09/2026.
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 3 years of prices, with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 30.0%)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 | LU0261948904 | FF IBERIA FUND A ACC EUR | 0.637 | 0.973 | 107.73% | 27.50% | 13.17% | 1.94 | 1.89 | 10.70% | 2.57 |
| 2 | ES0173367048 | Miralta Narval Europa A FI | 0.635 | 0.977 | 96.74% | 25.22% | 12.36% | 1.88 | 1.90 | 11.38% | 2.22 |
| 3 | LU0115765678 | IBERIA FUND E ACC EUR | 0.635 | 0.972 | 103.08% | 26.55% | 13.19% | 1.86 | 1.80 | 10.73% | 2.47 |
| 4 | LU0339661307 | Robeco QI European Conservative Equities D EUR | 0.635 | 0.968 | 49.89% | 14.40% | 9.08% | 1.37 | 1.28 | 9.38% | 1.54 |
| 5 | ES0110182039 | BBVA BOLSA ÍNDICE FI | 0.632 | 0.978 | 127.42% | 31.50% | 15.17% | 1.94 | 1.91 | 12.40% | 2.54 |
| 6 | LU1033775955 | EUROPEAN EQUITIES A EUR | 0.627 | 0.965 | 68.70% | 18.98% | 10.99% | 1.55 | 1.48 | 12.54% | 1.51 |
| 7 | LU0169528261 | JPMorgan Investment Funds - Europe Strategic Dividend Fund D (acc) - EUR | 0.624 | 0.968 | 76.53% | 20.79% | 12.19% | 1.54 | 1.41 | 12.97% | 1.60 |
| 8 | LU0840526551 | Lemanik SICAV - High Growth Capitalisation Institutional EUR | 0.623 | 0.977 | 160.97% | 37.55% | 15.07% | 2.36 | 2.23 | 16.17% | 2.32 |
| 9 | LU0210531983 | JPMorgan Funds - Europe Strategic Value Fund A (acc) - EUR | 0.620 | 0.975 | 86.55% | 23.03% | 12.45% | 1.69 | 1.57 | 14.54% | 1.58 |
| 10 | LU0117858752 | JPMorgan Funds - Europe Strategic Value Fund D (acc) EUR | 0.618 | 0.973 | 82.17% | 22.06% | 12.46% | 1.61 | 1.50 | 14.55% | 1.52 |
| 11 | LU1670707527 | M&G (Lux) European Strategic Value Fund A EUR Acc | 0.616 | 0.974 | 80.12% | 21.69% | 12.66% | 1.56 | 1.46 | 14.40% | 1.51 |
| 12 | LU0289214628 | JPMorgan Funds - Europe Equity Plus Fund D (perf) (acc) - EUR | 0.613 | 0.970 | 77.13% | 20.93% | 12.97% | 1.46 | 1.38 | 14.78% | 1.42 |
| 13 | LU0119753308 | PAN EUROPEAN STR EQ E ACC EUR | 0.612 | 0.949 | 47.50% | 13.79% | 11.21% | 1.05 | 0.95 | 12.39% | 1.11 |
| 14 | LU0714182606 | JPMorgan Investment Funds - Europe Strategic Dividend Fund D (div) - EUR | 0.608 | 0.943 | 51.99% | 14.93% | 12.44% | 1.04 | 0.94 | 12.98% | 1.15 |
| 15 | LU0234681749 | Goldman Sachs Europe CORE Equity Portfolio Base Acc EUR | 0.607 | 0.957 | 71.40% | 19.69% | 12.81% | 1.38 | 1.30 | 14.89% | 1.32 |
| 16 | ES0138494028 | DUNAS VALOR AUDAZ FI-R | 0.606 | 0.762 | 7.25% | 6.33% | 6.01% | 0.72 | 0.71 | 5.21% | 1.22 |
| 17 | IE0031574647 | BRANDES EUROPEAN VALUE FUND A ACC EUR | 0.606 | 0.961 | 73.52% | 20.10% | 11.91% | 1.52 | 1.51 | 15.69% | 1.28 |
| 18 | IE000GBN91O8 | ODEY EUROPEAN FOCUS R ACC EUR | 0.603 | 0.940 | 70.81% | 19.55% | 12.03% | 1.46 | 1.31 | 15.39% | 1.27 |
| 19 | FR0013230059 | TOCQUEVILLE VALUE EU ISR R EUR | 0.603 | 0.960 | 69.08% | 19.07% | 13.11% | 1.30 | 1.24 | 14.84% | 1.29 |
| 20 | IE000267N380 | ODEY EUROPEAN FOCUS A DIS EUR | 0.602 | 0.933 | 77.56% | 21.11% | 12.33% | 1.55 | 1.39 | 15.46% | 1.37 |
📊 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 01/09/2026.
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.