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EUN.L vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUN.L vs. VEA

Last updated Apr 5, 2026

Compare and contrast key facts about iShares STOXX Europe 50 UCITS (EUN.L) and Vanguard FTSE Developed Markets ETF (VEA).

EUN.L and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. Both EUN.L and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EUN.L vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares STOXX Europe 50 UCITS (EUN.L) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUN.L is traded in GBp, while VEA is traded in USD. To make them comparable, the VEA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUN.L achieves a 1.51% return, which is significantly lower than VEA's 5.62% return. Both investments have delivered pretty close results over the past 10 years, with EUN.L having a 10.12% annualized return and VEA not far ahead at 10.32%.

EUN.L

1D
0.02%
1M
-0.58%
YTD
1.51%
6M
5.39%
1Y
23.38%
3Y*
10.45%
5Y*
11.64%
10Y*
10.12%

VEA

1D
-0.14%
1M
-0.57%
YTD
5.62%
6M
9.91%
1Y
38.58%
3Y*
13.69%
5Y*
9.74%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN.L vs. VEA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUN.L
iShares STOXX Europe 50 UCITS		1.51%23.34%2.83%12.45%4.23%17.70%-1.02%20.48%-9.23%13.71%
VEA
Vanguard FTSE Developed Markets ETF		5.62%25.53%4.95%12.04%-5.28%12.72%6.49%17.96%-9.69%15.49%

Correlation

The correlation between EUN.L and VEA is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

EUN.L vs. VEA - Expense Ratio Comparison

EUN.L has a 0.35% expense ratio, which is higher than VEA's 0.03% expense ratio.

EUN.L
iShares STOXX Europe 50 UCITS
VEA
Vanguard FTSE Developed Markets ETF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares STOXX Europe 50 UCITS

Vanguard FTSE Developed Markets ETF

Often compared with EUN.L:
EUN.L vs. SWDA.LEUN.L vs. VWCE.DEEUN.L vs. QDVE.DEEUN.L vs. VUAA.LEUN.L vs. EUE.LEUN.L vs. XESC.LEUN.L vs. SPY
Often compared with VEA:
VEA vs. VXUSVEA vs. VWOVEA vs. VOOVEA vs. VEUVEA vs. IEFAVEA vs. SCHFVEA vs. VTI

Return for Risk

EUN.L vs. VEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUN.L
EUN.L Risk / Return Rank: 5757
Overall Rank
EUN.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EUN.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUN.L Omega Ratio Rank: 5959
Omega Ratio Rank
EUN.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
EUN.L Martin Ratio Rank: 5555
Martin Ratio Rank
VEA
VEA Risk / Return Rank: 8181
Overall Rank
VEA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8585
Sortino Ratio Rank
VEA Omega Ratio Rank: 8484
Omega Ratio Rank
VEA Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEA Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUN.L vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS (EUN.L) and Vanguard FTSE Developed Markets ETF (VEA). 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.LVEADifference

Sharpe ratio

Return per unit of total volatility

1.15

1.82

-0.67

Sortino ratio

Return per unit of downside risk

1.53

2.49

-0.97

Omega ratio

Gain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratio

Return relative to maximum drawdown

1.75

2.60

-0.85

Martin ratio

Return relative to average drawdown

6.88

10.36

-3.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUN.L vs. VEA - Sharpe Ratio Comparison

The current EUN.L Sharpe Ratio is 1.15, which is lower than the VEA Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of EUN.L and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EUN.LVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.82

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.75

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.67

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.38

-0.03

Drawdowns

EUN.L vs. VEA - Drawdown Comparison

The maximum EUN.L drawdown since its inception was -45.10%, which is greater than VEA's maximum drawdown of -40.90%. Use the drawdown chart below to compare losses from any high point for EUN.L and VEA.

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Drawdown Indicators

EUN.LVEADifference

Max Drawdown

Largest peak-to-trough decline

-45.10%

-60.68%

+15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-11.63%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.31%

-29.71%

+16.40%

Max Drawdown (10Y)

Largest decline over 10 years

-26.13%

-35.73%

+9.60%

Current Drawdown

Current decline from peak

-6.59%

-7.91%

+1.32%

Average Drawdown

Average peak-to-trough decline

-6.72%

-13.39%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.03%

-0.31%

Volatility

EUN.L vs. VEA - Volatility Comparison

The current volatility for iShares STOXX Europe 50 UCITS (EUN.L) is 5.25%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 6.60%. This indicates that EUN.L experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUN.LVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.60%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

10.13%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

15.56%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

13.02%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

15.41%

-0.69%

Dividends

EUN.L vs. VEA - Dividend Comparison

EUN.L's dividend yield for the trailing twelve months is around 2.34%, less than VEA's 2.90% yield.

TTM20252024202320222021202020192018201720162015
EUN.L
iShares STOXX Europe 50 UCITS		2.34%2.35%2.76%2.54%2.51%2.27%2.39%3.08%3.47%3.17%3.17%2.99%
VEA
Vanguard FTSE Developed Markets ETF		2.90%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%