EUN.L vs. EXX7.DE
Compare and contrast key facts about iShares STOXX Europe 50 UCITS (EUN.L) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE).
EUN.L and EXX7.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000. EXX7.DE is a passively managed fund by iShares that tracks the performance of the Nikkei 225®. It was launched on Jul 5, 2006. Both EUN.L and EXX7.DE 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: EUN.L or EXX7.DE.
Key characteristics
| EUN.L | EXX7.DE | |
|---|---|---|
| YTD Return | 1.52% | 11.79% |
| 1Y Return | 6.71% | 18.13% |
| 3Y Return (Ann) | 5.91% | 2.20% |
| 5Y Return (Ann) | 7.10% | 5.09% |
| 10Y Return (Ann) | 7.15% | 8.11% |
| Sharpe Ratio | 0.61 | 0.97 |
| Sortino Ratio | 0.92 | 1.40 |
| Omega Ratio | 1.11 | 1.19 |
| Calmar Ratio | 0.70 | 1.14 |
| Martin Ratio | 2.21 | 3.12 |
| Ulcer Index | 2.84% | 5.58% |
| Daily Std Dev | 10.23% | 17.75% |
| Max Drawdown | -45.11% | -50.57% |
| Current Drawdown | -8.96% | -3.87% |
Correlation
The correlation between EUN.L and EXX7.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EUN.L vs. EXX7.DE - Performance Comparison
In the year-to-date period, EUN.L achieves a 1.52% return, which is significantly lower than EXX7.DE's 11.79% return. Over the past 10 years, EUN.L has underperformed EXX7.DE with an annualized return of 7.15%, while EXX7.DE has yielded a comparatively higher 8.11% 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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EUN.L vs. EXX7.DE - Expense Ratio Comparison
EUN.L has a 0.35% expense ratio, which is lower than EXX7.DE's 0.51% expense ratio.
Risk-Adjusted Performance
EUN.L vs. EXX7.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS (EUN.L) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.
Dividends
EUN.L vs. EXX7.DE - Dividend Comparison
EUN.L's dividend yield for the trailing twelve months is around 2.83%, while EXX7.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN.L iShares STOXX Europe 50 UCITS | 2.83% | 2.54% | 2.51% | 2.27% | 2.39% | 3.08% | 3.47% | 3.17% | 3.17% | 2.99% | 2.87% | 2.81% |
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 0.00% | 0.42% | 1.31% | 0.81% | 1.00% | 1.21% | 0.53% | 1.19% | 1.35% | 1.29% | 0.86% | 0.96% |
Drawdowns
EUN.L vs. EXX7.DE - Drawdown Comparison
The maximum EUN.L drawdown since its inception was -45.11%, smaller than the maximum EXX7.DE drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for EUN.L and EXX7.DE. For additional features, visit the drawdowns tool.
Volatility
EUN.L vs. EXX7.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 50 UCITS (EUN.L) is 4.72%, while iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a volatility of 5.25%. This indicates that EUN.L experiences smaller price fluctuations and is considered to be less risky than EXX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.