EUEA.AS vs. INAA.AS
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and INAA.AS (iShares MSCI North America UCITS ETF) are both exchange-traded funds - EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while INAA.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 14.24%/yr for INAA.AS. A 0.63 correlation means they provide meaningful diversification when combined. EUEA.AS charges 0.10%/yr vs 0.40%/yr for INAA.AS.
Performance
EUEA.AS vs. INAA.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly lower than INAA.AS's 11.24% return. Over the past 10 years, EUEA.AS has underperformed INAA.AS with an annualized return of 10.53%, while INAA.AS has yielded a comparatively higher 14.24% annualized 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%
INAA.AS
- 1D
- -0.06%
- 1M
- 5.16%
- YTD
- 11.24%
- 6M
- 11.07%
- 1Y
- 24.92%
- 3Y*
- 18.57%
- 5Y*
- 13.87%
- 10Y*
- 14.24%
EUEA.AS vs. INAA.AS - 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% |
INAA.AS iShares MSCI North America UCITS ETF | 11.24% | 4.00% | 32.96% | 20.94% | -14.85% | 37.53% | 9.22% | 32.33% | -1.61% | 6.00% |
Correlation
The correlation between EUEA.AS and INAA.AS is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2006 | 0.63 |
The correlation between EUEA.AS and INAA.AS shifts across timeframes, from 0.56 (3 years) to 0.67 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUEA.AS vs. INAA.AS — Risk / Return Rank
EUEA.AS
INAA.AS
EUEA.AS vs. INAA.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 MSCI North America UCITS ETF (INAA.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.AS | INAA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.39 | -1.96 |
| Martin ratioReturn relative to average drawdown | 4.86 | 12.06 | -7.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUEA.AS | INAA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.18 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.89 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.87 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.63 | -0.51 |
Drawdowns
EUEA.AS vs. INAA.AS - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -62.53%, which is greater than INAA.AS's maximum drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and INAA.AS.
Loading charts...
Drawdown Indicators
| EUEA.AS | INAA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.53% | -51.35% | -11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -7.25% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -23.43% | +7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -23.43% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -34.42% | -3.80% |
Current DrawdownCurrent decline from peak | -0.49% | -0.40% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -24.30% | -8.31% | -15.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.05% | +1.17% |
Volatility
EUEA.AS vs. INAA.AS - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 4.91% compared to iShares MSCI North America UCITS ETF (INAA.AS) at 2.67%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than INAA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUEA.AS | INAA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 2.67% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 7.44% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 11.30% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 15.31% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 16.17% | +1.94% |
EUEA.AS vs. INAA.AS - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than INAA.AS's 0.40% expense ratio.
Dividends
EUEA.AS vs. INAA.AS - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, more than INAA.AS's 0.52% 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% |
INAA.AS iShares MSCI North America UCITS ETF | 0.52% | 0.59% | 0.69% | 0.92% | 1.08% | 0.62% | 0.94% | 1.10% | 1.21% | 1.18% | 1.25% | 1.39% |
Frequently Asked Questions
EUEA.AS and INAA.AS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.40% for INAA.AS.
EUEA.AS is categorized as Europe Equities, while INAA.AS is Large Cap Blend Equities. EUEA.AS tracks MSCI EMU NR EUR, while INAA.AS tracks Russell 1000 TR USD. Their fees differ too: 0.10% for EUEA.AS and 0.40% for INAA.AS.
Find the right allocation for EUEA.AS and INAA.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer