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ETSZ.DE vs. EUNK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETSZ.DE vs. EUNK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE). The values are adjusted to include any dividend payments, if applicable.

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ETSZ.DE vs. EUNK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
1.34%20.43%8.21%15.61%-10.31%24.89%-1.49%28.86%-11.18%10.63%
EUNK.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
1.32%20.34%8.22%15.78%-9.07%24.95%-3.14%27.85%-10.93%10.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with ETSZ.DE having a 1.34% return and EUNK.DE slightly lower at 1.32%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: ETSZ.DE at 8.96% and EUNK.DE at 8.96%.


ETSZ.DE

1D
-0.09%
1M
-0.85%
YTD
1.34%
6M
6.10%
1Y
14.23%
3Y*
12.25%
5Y*
9.56%
10Y*
8.96%

EUNK.DE

1D
-0.07%
1M
-0.96%
YTD
1.32%
6M
5.85%
1Y
14.14%
3Y*
12.21%
5Y*
9.86%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETSZ.DE vs. EUNK.DE - Expense Ratio Comparison

ETSZ.DE has a 0.20% expense ratio, which is higher than EUNK.DE's 0.12% 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%.


Return for Risk

ETSZ.DE vs. EUNK.DE — Risk / Return Rank

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

ETSZ.DE
ETSZ.DE Risk / Return Rank: 5353
Overall Rank
ETSZ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ETSZ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
ETSZ.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ETSZ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ETSZ.DE Martin Ratio Rank: 6262
Martin Ratio Rank

EUNK.DE
EUNK.DE Risk / Return Rank: 5252
Overall Rank
EUNK.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EUNK.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUNK.DE Omega Ratio Rank: 4848
Omega Ratio Rank
EUNK.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EUNK.DE Martin Ratio Rank: 6161
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.

ETSZ.DE vs. EUNK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.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.


ETSZ.DEEUNK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.93

+0.01

Sortino ratio

Return per unit of downside risk

1.28

1.27

+0.01

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.85

1.81

+0.04

Martin ratio

Return relative to average drawdown

7.40

7.18

+0.22

ETSZ.DE vs. EUNK.DE - Sharpe Ratio Comparison

The current ETSZ.DE Sharpe Ratio is 0.94, which is comparable to the EUNK.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ETSZ.DE and EUNK.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


ETSZ.DEEUNK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.93

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.70

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.51

-0.01

Correlation

The correlation between ETSZ.DE and EUNK.DE is 0.98, 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

ETSZ.DE vs. EUNK.DE - Dividend Comparison

Neither ETSZ.DE nor EUNK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETSZ.DE vs. EUNK.DE - Drawdown Comparison

The maximum ETSZ.DE drawdown since its inception was -35.51%, roughly equal to the maximum EUNK.DE drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for ETSZ.DE and EUNK.DE.


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Drawdown Indicators


ETSZ.DEEUNK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-35.45%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-10.08%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-19.45%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-35.45%

-0.06%

Current Drawdown

Current decline from peak

-5.39%

-5.44%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.45%

-5.34%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.40%

-0.05%

Volatility

ETSZ.DE vs. EUNK.DE - Volatility Comparison

BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) have volatilities of 5.68% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETSZ.DEEUNK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

5.63%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.09%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

15.14%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.01%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

15.46%

+0.04%