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AW1T.DE vs. EUN0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AW1T.DE vs. EUN0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). The values are adjusted to include any dividend payments, if applicable.

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AW1T.DE vs. EUN0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AW1T.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc
1.65%37.16%9.32%18.73%7.29%
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.10%12.27%11.42%10.79%-5.35%

Returns By Period

In the year-to-date period, AW1T.DE achieves a 1.65% return, which is significantly lower than EUN0.DE's 5.10% return.


AW1T.DE

1D
2.00%
1M
-1.99%
YTD
1.65%
6M
9.60%
1Y
20.12%
3Y*
18.72%
5Y*
10Y*

EUN0.DE

1D
1.01%
1M
-2.88%
YTD
5.10%
6M
7.63%
1Y
8.56%
3Y*
10.82%
5Y*
8.28%
10Y*
6.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AW1T.DE vs. EUN0.DE - Expense Ratio Comparison

Both AW1T.DE and EUN0.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AW1T.DE vs. EUN0.DE — Risk / Return Rank

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

AW1T.DE
AW1T.DE Risk / Return Rank: 6666
Overall Rank
AW1T.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AW1T.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AW1T.DE Omega Ratio Rank: 6666
Omega Ratio Rank
AW1T.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
AW1T.DE Martin Ratio Rank: 6363
Martin Ratio Rank

EUN0.DE
EUN0.DE Risk / Return Rank: 3535
Overall Rank
EUN0.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN0.DE 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.

AW1T.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.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.


AW1T.DEEUN0.DEDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.73

+0.56

Sortino ratio

Return per unit of downside risk

1.68

0.99

+0.68

Omega ratio

Gain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratio

Return relative to maximum drawdown

1.95

0.99

+0.96

Martin ratio

Return relative to average drawdown

7.06

3.07

+3.99

AW1T.DE vs. EUN0.DE - Sharpe Ratio Comparison

The current AW1T.DE Sharpe Ratio is 1.29, which is higher than the EUN0.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of AW1T.DE and EUN0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AW1T.DEEUN0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.73

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.64

+0.81

Correlation

The correlation between AW1T.DE and EUN0.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AW1T.DE vs. EUN0.DE - Dividend Comparison

Neither AW1T.DE nor EUN0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AW1T.DE vs. EUN0.DE - Drawdown Comparison

The maximum AW1T.DE drawdown since its inception was -14.81%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for AW1T.DE and EUN0.DE.


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Drawdown Indicators


AW1T.DEEUN0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-30.68%

+15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-9.34%

-3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

Current Drawdown

Current decline from peak

-4.34%

-3.58%

-0.76%

Average Drawdown

Average peak-to-trough decline

-2.18%

-4.72%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.94%

-0.04%

Volatility

AW1T.DE vs. EUN0.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) has a higher volatility of 5.34% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 4.10%. This indicates that AW1T.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


AW1T.DEEUN0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.10%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

6.51%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

11.77%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

11.00%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

12.53%

+1.22%