EUN0.DE vs. DX2G.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and DX2G.DE (Xtrackers CAC 40 UCITS ETF) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while DX2G.DE tracks the CAC 40®. Both are passively managed. Over the past 10 years, EUN0.DE returned 6.66%/yr vs 9.43%/yr for DX2G.DE. Their correlation of 0.80 suggests significant overlap in exposure. EUN0.DE charges 0.25%/yr vs 0.20%/yr for DX2G.DE.
Performance
EUN0.DE vs. DX2G.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 higher than DX2G.DE's 3.56% return. Over the past 10 years, EUN0.DE has underperformed DX2G.DE with an annualized return of 6.66%, while DX2G.DE has yielded a comparatively higher 9.43% 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%
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
EUN0.DE vs. DX2G.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% |
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
Correlation
The correlation between EUN0.DE and DX2G.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.80 |
The correlation between EUN0.DE and DX2G.DE shifts across timeframes, from 0.67 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUN0.DE vs. DX2G.DE — Risk / Return Rank
EUN0.DE
DX2G.DE
EUN0.DE vs. DX2G.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 Xtrackers CAC 40 UCITS ETF (DX2G.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 | DX2G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.82 | -0.06 |
| Martin ratioReturn relative to average drawdown | 1.97 | 2.51 | -0.54 |
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 | DX2G.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.47 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.48 | +0.15 |
Drawdowns
EUN0.DE vs. DX2G.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum DX2G.DE drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and DX2G.DE.
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Drawdown Indicators
| EUN0.DE | DX2G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -38.70% | +8.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -10.92% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -16.22% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -20.89% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -38.70% | +8.02% |
Current DrawdownCurrent decline from peak | -3.12% | -2.30% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -6.46% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.56% | -0.80% |
Volatility
EUN0.DE vs. DX2G.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a volatility of 4.71%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than DX2G.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 | DX2G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.71% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 11.25% | -4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 14.42% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 16.76% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 17.95% | -5.44% |
EUN0.DE vs. DX2G.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is higher than DX2G.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUN0.DE vs. DX2G.DE - Dividend Comparison
EUN0.DE has not paid dividends to shareholders, while DX2G.DE's dividend yield for the trailing twelve months is around 2.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN0.DE and DX2G.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while DX2G.DE tracks CAC 40®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for EUN0.DE and 0.20% for DX2G.DE.
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