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EUEA.AS vs. ESPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUEA.AS vs. ESPX.AS

Last updated Jun 5, 2026

EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and ESPX.AS (iShares S&P 500 Scored and Screened UCITS ETF USD Acc) are both exchange-traded funds - EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while ESPX.AS is a S&P 500 fund tracking the S&P 500 ESG Index Net (USD). Both are passively managed. Over the past 3 years, EUEA.AS returned 15.60%/yr vs 18.59%/yr for ESPX.AS. A 0.55 correlation means they provide meaningful diversification when combined. EUEA.AS charges 0.10%/yr vs 0.07%/yr for ESPX.AS.

Performance

EUEA.AS vs. ESPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUEA.AS is traded in EUR, while ESPX.AS is traded in USD. To make them comparable, the ESPX.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly lower than ESPX.AS's 11.26% return.

EUEA.AS

1D
0.82%
1M
4.69%
YTD
7.45%
6M
8.63%
1Y
15.80%
3Y*
15.60%
5Y*
11.52%
10Y*
10.53%

ESPX.AS

1D
0.55%
1M
5.40%
YTD
11.26%
6M
11.58%
1Y
28.70%
3Y*
18.59%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUEA.AS vs. ESPX.AS - Yearly Performance Comparison

2026 (YTD)2025202420232022
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		7.45%21.70%11.49%23.09%2.04%
ESPX.AS
iShares S&P 500 Scored and Screened UCITS ETF USD Acc		11.26%4.27%33.07%24.45%-11.49%

Correlation

The correlation between EUEA.AS and ESPX.AS is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2022

0.55

The correlation between EUEA.AS and ESPX.AS has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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iShares EURO STOXX 50 UCITS ETF

iShares S&P 500 Scored and Screened UCITS ETF USD Acc

Often compared with EUEA.AS:
EUEA.AS vs. IMAE.ASEUEA.AS vs. IESE.ASEUEA.AS vs. RWREUEA.AS vs. EGRW.LEUEA.AS vs. IDJG.ASEUEA.AS vs. FTAL.LEUEA.AS vs. EUNA.AS
Often compared with ESPX.AS:
ESPX.AS vs. USCC.TOESPX.AS vs. CSPX.LESPX.AS vs. IMAE.ASESPX.AS vs. CSPX.ASESPX.AS vs. CNDX.ASESPX.AS vs. VOOESPX.AS vs. SPY

Return for Risk

EUEA.AS vs. ESPX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUEA.AS
EUEA.AS Risk / Return Rank: 3030
Overall Rank
EUEA.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2828
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 3333
Martin Ratio Rank
ESPX.AS
ESPX.AS Risk / Return Rank: 8181
Overall Rank
ESPX.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ESPX.AS Sortino Ratio Rank: 8888
Sortino Ratio Rank
ESPX.AS Omega Ratio Rank: 8484
Omega Ratio Rank
ESPX.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
ESPX.AS Martin Ratio Rank: 8080
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.

EUEA.AS vs. ESPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS). 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.

EUEA.ASESPX.ASDifference
Sharpe ratioReturn per unit of total volatility
0.99
2.33

-1.34

Sortino ratioReturn per unit of downside risk
1.55
3.19

-1.65

Omega ratioGain probability vs. loss probability

1.18

1.43

-0.25

Calmar ratioReturn relative to maximum drawdown

1.43

4.09

-2.66

Martin ratioReturn relative to average drawdown

4.86

15.03

-10.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUEA.AS vs. ESPX.AS - Sharpe Ratio Comparison

The current EUEA.AS Sharpe Ratio is 0.99, which is lower than the ESPX.AS Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of EUEA.AS and ESPX.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EUEA.ASESPX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.33

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.96

-0.84

Drawdowns

EUEA.AS vs. ESPX.AS - Drawdown Comparison

The maximum EUEA.AS drawdown since its inception was -62.53%, which is greater than ESPX.AS's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and ESPX.AS.

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Drawdown Indicators

EUEA.ASESPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-62.53%

-22.93%

-39.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-6.92%

-3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-22.93%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

—

—

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-24.30%

-4.76%

-19.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

1.90%

+1.32%

Volatility

EUEA.AS vs. ESPX.AS - Volatility Comparison

iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 4.91% compared to iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) at 3.00%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than ESPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUEA.ASESPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

3.00%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

8.59%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

12.17%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

15.45%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

15.45%

+2.66%

EUEA.AS vs. ESPX.AS - Expense Ratio Comparison

EUEA.AS has a 0.10% expense ratio, which is higher than ESPX.AS's 0.07% 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%.

Dividends

EUEA.AS vs. ESPX.AS - Dividend Comparison

EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, while ESPX.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ESPX.AS
iShares S&P 500 Scored and Screened UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		2.55%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%

Frequently Asked Questions

EUEA.AS and ESPX.AS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESPX.AS is cheaper with a 0.07% expense ratio, compared with 0.10% for EUEA.AS.

EUEA.AS is categorized as Europe Equities, while ESPX.AS is S&P 500. EUEA.AS tracks MSCI EMU NR EUR, while ESPX.AS tracks S&P 500 ESG Index Net (USD). Their fees differ too: 0.10% for EUEA.AS and 0.07% for ESPX.AS.

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