EUN.L vs. FEV.L
EUN.L (iShares STOXX Europe 50 UCITS) is Europe Equities fund tracking the MSCI Europe NR EUR, while FEV.L (Fidelity European Values) is a stock. Over the past 10 years, EUN.L returned 7.22%/yr vs 12.21%/yr for FEV.L. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
EUN.L vs. FEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, EUN.L achieves a 5.15% return, which is significantly higher than FEV.L's 1.81% return. Over the past 10 years, EUN.L has underperformed FEV.L with an annualized return of 7.22%, while FEV.L has yielded a comparatively higher 12.21% annualized return.
EUN.L
- 1D
- 0.84%
- 1M
- 0.04%
- YTD
- 5.15%
- 6M
- 7.47%
- 1Y
- 16.72%
- 3Y*
- 9.36%
- 5Y*
- 8.47%
- 10Y*
- 7.22%
FEV.L
- 1D
- 0.60%
- 1M
- 1.33%
- YTD
- 1.81%
- 6M
- 0.72%
- 1Y
- 4.81%
- 3Y*
- 8.42%
- 5Y*
- 9.04%
- 10Y*
- 12.21%
EUN.L vs. FEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN.L iShares STOXX Europe 50 UCITS | 5.15% | 20.23% | 0.23% | 9.58% | 1.57% | 14.92% | -3.44% | 16.69% | -12.04% | 10.12% |
FEV.L Fidelity European Values | 1.81% | 21.13% | -0.04% | 15.34% | -3.84% | 21.74% | 13.11% | 30.62% | -6.80% | 26.27% |
Correlation
The correlation between EUN.L and FEV.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2001 | 0.62 |
The correlation between EUN.L and FEV.L shifts across timeframes, from 0.62 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUN.L vs. FEV.L — Risk / Return Rank
EUN.L
FEV.L
EUN.L vs. FEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS (EUN.L) and Fidelity European Values (FEV.L). 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.
| EUN.L | FEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.07 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.34 | +1.19 |
| Martin ratioReturn relative to average drawdown | 5.12 | 1.10 | +4.02 |
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
| EUN.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.32 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.51 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.67 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.66 | -0.46 |
Drawdowns
EUN.L vs. FEV.L - Drawdown Comparison
The maximum EUN.L drawdown since its inception was -47.49%, roughly equal to the maximum FEV.L drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for EUN.L and FEV.L.
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Drawdown Indicators
| EUN.L | FEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.49% | -46.27% | -1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -14.42% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.31% | -15.71% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -13.31% | -22.46% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -26.31% | -31.10% | +4.79% |
Current DrawdownCurrent decline from peak | -3.01% | -3.96% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -8.14% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.48% | -1.27% |
Volatility
EUN.L vs. FEV.L - Volatility Comparison
iShares STOXX Europe 50 UCITS (EUN.L) and Fidelity European Values (FEV.L) have volatilities of 4.24% and 4.23%, 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
| EUN.L | FEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.23% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 12.86% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 15.20% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 17.67% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 18.18% | -3.35% |
Dividends
EUN.L vs. FEV.L - Dividend Comparison
EUN.L's dividend yield for the trailing twelve months is around 0.02%, less than FEV.L's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN.L iShares STOXX Europe 50 UCITS | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% |
FEV.L Fidelity European Values | 2.37% | 2.26% | 2.44% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 2.09% |
Frequently Asked Questions
EUN.L and FEV.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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