6PSC.DE vs. EUN0.DE
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - 6PSC.DE tracks the FTSE RAFI Europe while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, 6PSC.DE returned 10.23%/yr vs 6.66%/yr for EUN0.DE. A 0.77 correlation means they provide meaningful diversification when combined. 6PSC.DE charges 0.39%/yr vs 0.25%/yr for EUN0.DE.
Performance
6PSC.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly higher than EUN0.DE's 5.60% return. Over the past 10 years, 6PSC.DE has outperformed EUN0.DE with an annualized return of 10.23%, while EUN0.DE has yielded a comparatively lower 6.66% annualized return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
6PSC.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between 6PSC.DE and EUN0.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.77 |
The correlation between 6PSC.DE and EUN0.DE has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.
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Return for Risk
6PSC.DE vs. EUN0.DE — Risk / Return Rank
6PSC.DE
EUN0.DE
6PSC.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). 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.
| 6PSC.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.76 | +1.90 |
| Martin ratioReturn relative to average drawdown | 9.93 | 1.97 | +7.96 |
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
| 6PSC.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.62 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.66 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.63 | -0.11 |
Drawdowns
6PSC.DE vs. EUN0.DE - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and EUN0.DE.
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Drawdown Indicators
| 6PSC.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -30.68% | -8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -7.16% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -10.73% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -19.64% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -30.68% | -8.84% |
Current DrawdownCurrent decline from peak | -1.23% | -3.12% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -4.69% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.76% | -0.55% |
Volatility
6PSC.DE vs. EUN0.DE - Volatility Comparison
Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) has a higher volatility of 3.45% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that 6PSC.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSC.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.03% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 7.20% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 8.77% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.02% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 12.51% | +4.83% |
6PSC.DE vs. EUN0.DE - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Dividends
6PSC.DE vs. EUN0.DE - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSC.DE and EUN0.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for 6PSC.DE.
6PSC.DE tracks FTSE RAFI Europe, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for 6PSC.DE and 0.25% for EUN0.DE.
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