EUE.L vs. GSJY
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) and Goldman Sachs ActiveBeta Japan Equity ETF (GSJY).
EUE.L and GSJY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUE.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. GSJY is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Japan Equity Index. It was launched on Mar 2, 2016. Both EUE.L and GSJY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUE.L or GSJY.
Key characteristics
| EUE.L | GSJY | |
|---|---|---|
| YTD Return | 1.89% | 10.49% |
| 1Y Return | 9.32% | 17.60% |
| 3Y Return (Ann) | 2.54% | 2.24% |
| 5Y Return (Ann) | 4.91% | 4.89% |
| Sharpe Ratio | 0.67 | 1.08 |
| Sortino Ratio | 1.00 | 1.51 |
| Omega Ratio | 1.12 | 1.20 |
| Calmar Ratio | 0.81 | 1.27 |
| Martin Ratio | 1.77 | 5.04 |
| Ulcer Index | 4.92% | 3.67% |
| Daily Std Dev | 13.03% | 17.19% |
| Max Drawdown | -50.04% | -32.53% |
| Current Drawdown | -9.69% | -4.55% |
Correlation
The correlation between EUE.L and GSJY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EUE.L vs. GSJY - Performance Comparison
In the year-to-date period, EUE.L achieves a 1.89% return, which is significantly lower than GSJY's 10.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUE.L vs. GSJY - Expense Ratio Comparison
EUE.L has a 0.10% expense ratio, which is lower than GSJY's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EUE.L vs. GSJY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) and Goldman Sachs ActiveBeta Japan Equity ETF (GSJY). 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.
Dividends
EUE.L vs. GSJY - Dividend Comparison
EUE.L's dividend yield for the trailing twelve months is around 2.65%, more than GSJY's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUE.L iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.65% | 2.60% | 2.36% | 1.79% | 1.90% | 2.87% | 3.23% | 2.51% | 2.80% | 2.02% | 2.30% | 2.23% |
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 1.92% | 2.12% | 2.13% | 1.73% | 1.12% | 2.79% | 3.28% | 1.70% | 2.09% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUE.L vs. GSJY - Drawdown Comparison
The maximum EUE.L drawdown since its inception was -50.04%, which is greater than GSJY's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for EUE.L and GSJY. For additional features, visit the drawdowns tool.
Volatility
EUE.L vs. GSJY - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) has a higher volatility of 5.50% compared to Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) at 4.63%. This indicates that EUE.L's price experiences larger fluctuations and is considered to be riskier than GSJY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.