EUN0.DE vs. AMED.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EUN0.DE returned 6.66%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
EUN0.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, EUN0.DE has underperformed AMED.DE with an annualized return of 6.66%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
EUN0.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between EUN0.DE and AMED.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.82 |
The correlation between EUN0.DE and AMED.DE shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUN0.DE vs. AMED.DE — Risk / Return Rank
EUN0.DE
AMED.DE
EUN0.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| EUN0.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.49 | -1.73 |
| Martin ratioReturn relative to average drawdown | 1.97 | 9.40 | -7.43 |
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
| EUN0.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.74 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.47 | +0.17 |
Drawdowns
EUN0.DE vs. AMED.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and AMED.DE.
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Drawdown Indicators
| EUN0.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -38.35% | +7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -10.56% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -14.07% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -24.06% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -38.35% | +7.67% |
Current DrawdownCurrent decline from peak | -3.12% | -0.17% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -6.69% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.81% | -0.05% |
Volatility
EUN0.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN0.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 5.61% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 12.64% | -5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 15.19% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 15.87% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 17.00% | -4.49% |
EUN0.DE vs. AMED.DE - Expense Ratio Comparison
Both EUN0.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EUN0.DE vs. AMED.DE - Dividend Comparison
Neither EUN0.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and AMED.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE and AMED.DE have the same expense ratio: 0.25% per year.
EUN0.DE tracks MSCI Europe Minimum Volatility, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi.
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