EUEA.AS vs. IQQY.DE
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and IQQY.DE (iShares Core MSCI Europe UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - EUEA.AS tracks the MSCI EMU NR EUR while IQQY.DE tracks the MSCI Europe. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 9.17%/yr for IQQY.DE. Their correlation of 0.88 suggests significant overlap in exposure. EUEA.AS charges 0.10%/yr vs 0.12%/yr for IQQY.DE.
Performance
EUEA.AS vs. IQQY.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EUEA.AS having a 7.45% return and IQQY.DE slightly lower at 7.35%. Over the past 10 years, EUEA.AS has outperformed IQQY.DE with an annualized return of 10.53%, while IQQY.DE has yielded a comparatively lower 9.17% 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%
IQQY.DE
- 1D
- 0.55%
- 1M
- 3.35%
- YTD
- 7.35%
- 6M
- 9.81%
- 1Y
- 16.19%
- 3Y*
- 13.71%
- 5Y*
- 9.99%
- 10Y*
- 9.17%
EUEA.AS vs. IQQY.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% |
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 7.35% | 20.51% | 8.32% | 15.43% | -9.13% | 25.32% | -3.28% | 27.76% | -10.88% | 10.56% |
Correlation
The correlation between EUEA.AS and IQQY.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2007 | 0.88 |
The correlation between EUEA.AS and IQQY.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
EUEA.AS vs. IQQY.DE — Risk / Return Rank
EUEA.AS
IQQY.DE
EUEA.AS vs. IQQY.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 Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.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 | IQQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.69 | -0.26 |
| Martin ratioReturn relative to average drawdown | 4.86 | 6.35 | -1.49 |
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 | IQQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.26 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.32 | -0.20 |
Drawdowns
EUEA.AS vs. IQQY.DE - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -62.53%, which is greater than IQQY.DE's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and IQQY.DE.
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Drawdown Indicators
| EUEA.AS | IQQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.53% | -56.18% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -9.52% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -16.53% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -19.30% | -4.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -35.47% | -2.75% |
Current DrawdownCurrent decline from peak | -0.49% | -1.60% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -24.30% | -10.76% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.54% | +0.68% |
Volatility
EUEA.AS vs. IQQY.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 4.91% compared to iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) at 4.34%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than IQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUEA.AS | IQQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.34% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 10.54% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 12.79% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 14.20% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 15.62% | +2.49% |
EUEA.AS vs. IQQY.DE - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than IQQY.DE's 0.12% 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%.
Dividends
EUEA.AS vs. IQQY.DE - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, which matches IQQY.DE's 2.54% 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% |
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 2.54% | 2.54% | 2.88% | 2.87% | 2.92% | 2.24% | 2.06% | 3.04% | 3.26% | 2.63% | 2.85% | 2.65% |
Frequently Asked Questions
With a correlation of 0.94, EUEA.AS and IQQY.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 0.12% for IQQY.DE.
EUEA.AS tracks MSCI EMU NR EUR, while IQQY.DE tracks MSCI Europe. Their fees differ too: 0.10% for EUEA.AS and 0.12% for IQQY.DE.
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