EUEA.AS vs. EXXV.DE
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) are both Europe Equities funds from iShares - EUEA.AS tracks the MSCI EMU NR EUR while EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 10.77%/yr for EXXV.DE. Their correlation of 0.88 suggests significant overlap in exposure. EUEA.AS charges 0.10%/yr vs 0.43%/yr for EXXV.DE.
Performance
EUEA.AS vs. EXXV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly higher than EXXV.DE's 6.78% return. Both investments have delivered pretty close results over the past 10 years, with EUEA.AS having a 10.53% annualized return and EXXV.DE not far ahead at 10.77%.
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%
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
EUEA.AS vs. EXXV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 7.45% | 21.70% | 11.49% | 23.09% | -9.29% | 24.04% | -2.55% | 27.75% | -11.10% | 9.82% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
Correlation
The correlation between EUEA.AS and EXXV.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2006 | 0.88 |
The correlation between EUEA.AS and EXXV.DE has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
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Return for Risk
EUEA.AS vs. EXXV.DE — Risk / Return Rank
EUEA.AS
EXXV.DE
EUEA.AS vs. EXXV.DE - 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 Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EUEA.AS | EXXV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.57 | -0.14 |
| Martin ratioReturn relative to average drawdown | 4.86 | 5.56 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUEA.AS | EXXV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.11 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.31 | -0.19 |
Drawdowns
EUEA.AS vs. EXXV.DE - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -62.53%, roughly equal to the maximum EXXV.DE drawdown of -59.63%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and EXXV.DE.
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Drawdown Indicators
| EUEA.AS | EXXV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.53% | -59.63% | -2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.09% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -16.06% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -28.82% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -38.00% | -0.22% |
Current DrawdownCurrent decline from peak | -0.49% | -0.86% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -24.30% | -14.86% | -9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.13% | +0.09% |
Volatility
EUEA.AS vs. EXXV.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) have volatilities of 4.91% and 5.15%, 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
| EUEA.AS | EXXV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.15% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 12.65% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.71% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 17.70% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 18.08% | +0.03% |
EUEA.AS vs. EXXV.DE - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than EXXV.DE's 0.43% expense ratio.
Dividends
EUEA.AS vs. EXXV.DE - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, more than EXXV.DE's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
Frequently Asked Questions
With a correlation of 0.93, EUEA.AS and EXXV.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.43% for EXXV.DE.
EUEA.AS tracks MSCI EMU NR EUR, while EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others. Their fees differ too: 0.10% for EUEA.AS and 0.43% for EXXV.DE.
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