EUE.L vs. INAA.L
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) and iShares MSCI North America UCITS (INAA.L).
EUE.L and INAA.L 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. INAA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 2, 2006. Both EUE.L and INAA.L 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 INAA.L.
Key characteristics
| EUE.L | INAA.L | |
|---|---|---|
| YTD Return | -0.09% | 26.14% |
| 1Y Return | 5.18% | 31.80% |
| 3Y Return (Ann) | 1.86% | 10.89% |
| 5Y Return (Ann) | 4.48% | 15.53% |
| 10Y Return (Ann) | 5.01% | 14.83% |
| Sharpe Ratio | 0.37 | 2.82 |
| Sortino Ratio | 0.60 | 3.99 |
| Omega Ratio | 1.07 | 1.55 |
| Calmar Ratio | 0.42 | 4.94 |
| Martin Ratio | 0.95 | 20.05 |
| Ulcer Index | 5.07% | 1.56% |
| Daily Std Dev | 13.03% | 11.07% |
| Max Drawdown | -50.20% | -35.34% |
| Current Drawdown | -11.44% | 0.00% |
Correlation
The correlation between EUE.L and INAA.L is 0.74, 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.
Performance
EUE.L vs. INAA.L - Performance Comparison
In the year-to-date period, EUE.L achieves a -0.09% return, which is significantly lower than INAA.L's 26.14% return. Over the past 10 years, EUE.L has underperformed INAA.L with an annualized return of 5.01%, while INAA.L has yielded a comparatively higher 14.83% annualized 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. INAA.L - Expense Ratio Comparison
EUE.L has a 0.10% expense ratio, which is lower than INAA.L's 0.40% expense ratio.
Risk-Adjusted Performance
EUE.L vs. INAA.L - 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 iShares MSCI North America UCITS (INAA.L). 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. INAA.L - Dividend Comparison
EUE.L's dividend yield for the trailing twelve months is around 3.15%, more than INAA.L's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUE.L iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 3.15% | 3.00% | 2.78% | 2.09% | 2.13% | 3.20% | 3.64% | 2.84% | 3.32% | 2.85% | 2.89% | 2.59% |
INAA.L iShares MSCI North America UCITS | 0.76% | 0.98% | 1.11% | 0.74% | 1.09% | 1.26% | 1.40% | 1.32% | 1.30% | 1.51% | 1.21% | 1.49% |
Drawdowns
EUE.L vs. INAA.L - Drawdown Comparison
The maximum EUE.L drawdown since its inception was -50.20%, which is greater than INAA.L's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for EUE.L and INAA.L. For additional features, visit the drawdowns tool.
Volatility
EUE.L vs. INAA.L - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) has a higher volatility of 5.60% compared to iShares MSCI North America UCITS (INAA.L) at 3.18%. This indicates that EUE.L's price experiences larger fluctuations and is considered to be riskier than INAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.