EUN.L vs. XESC.L
Compare and contrast key facts about iShares STOXX Europe 50 UCITS (EUN.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L).
EUN.L and XESC.L 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. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. Both EUN.L and XESC.L 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 XESC.L.
Key characteristics
| EUN.L | XESC.L | |
|---|---|---|
| YTD Return | 3.19% | 5.17% |
| 1Y Return | 9.10% | 13.91% |
| 3Y Return (Ann) | 6.56% | 5.80% |
| 5Y Return (Ann) | 7.28% | 7.74% |
| 10Y Return (Ann) | 7.48% | 8.40% |
| Sharpe Ratio | 0.80 | 0.95 |
| Sortino Ratio | 1.19 | 1.39 |
| Omega Ratio | 1.14 | 1.17 |
| Calmar Ratio | 1.05 | 1.26 |
| Martin Ratio | 3.02 | 3.28 |
| Ulcer Index | 2.69% | 3.77% |
| Daily Std Dev | 10.15% | 13.02% |
| Max Drawdown | -45.11% | -34.48% |
| Current Drawdown | -7.47% | -7.16% |
Correlation
The correlation between EUN.L and XESC.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EUN.L vs. XESC.L - Performance Comparison
In the year-to-date period, EUN.L achieves a 3.19% return, which is significantly lower than XESC.L's 5.17% return. Over the past 10 years, EUN.L has underperformed XESC.L with an annualized return of 7.48%, while XESC.L has yielded a comparatively higher 8.40% 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. XESC.L - Expense Ratio Comparison
EUN.L has a 0.35% expense ratio, which is higher than XESC.L's 0.09% expense ratio.
Risk-Adjusted Performance
EUN.L vs. XESC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS (EUN.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Dividends
EUN.L vs. XESC.L - Dividend Comparison
EUN.L's dividend yield for the trailing twelve months is around 2.78%, while XESC.L 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 | 2.78% | 2.54% | 2.51% | 2.27% | 2.39% | 3.08% | 3.47% | 3.17% | 3.17% | 2.99% | 2.87% | 2.81% |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUN.L vs. XESC.L - Drawdown Comparison
The maximum EUN.L drawdown since its inception was -45.11%, which is greater than XESC.L's maximum drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for EUN.L and XESC.L. For additional features, visit the drawdowns tool.
Volatility
EUN.L vs. XESC.L - Volatility Comparison
The current volatility for iShares STOXX Europe 50 UCITS (EUN.L) is 4.24%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) has a volatility of 5.40%. This indicates that EUN.L experiences smaller price fluctuations and is considered to be less risky than XESC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.