EUN0.DE vs. EXSH.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds from iShares - EUN0.DE tracks the MSCI Europe Minimum Volatility while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EUN0.DE returned 6.66%/yr vs 10.31%/yr for EXSH.DE. A 0.78 correlation means they provide meaningful diversification when combined. EUN0.DE charges 0.25%/yr vs 0.32%/yr for EXSH.DE.
Performance
EUN0.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, EUN0.DE has underperformed EXSH.DE with an annualized return of 6.66%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
EUN0.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between EUN0.DE and EXSH.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.78 |
The correlation between EUN0.DE and EXSH.DE shifts across timeframes, from 0.66 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUN0.DE vs. EXSH.DE — Risk / Return Rank
EUN0.DE
EXSH.DE
EUN0.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.48 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 4.85 | -4.09 |
| Martin ratioReturn relative to average drawdown | 1.97 | 16.10 | -14.13 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.69 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.86 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.32 | +0.31 |
Drawdowns
EUN0.DE vs. EXSH.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and EXSH.DE.
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Drawdown Indicators
| EUN0.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -70.20% | +39.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -6.65% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -14.43% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -22.98% | +3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -40.34% | +9.66% |
Current DrawdownCurrent decline from peak | -3.12% | -1.87% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -22.15% | +17.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.01% | +0.75% |
Volatility
EUN0.DE vs. EXSH.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.90% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 9.77% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 11.99% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 14.61% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 17.15% | -4.64% |
EUN0.DE vs. EXSH.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
EUN0.DE vs. EXSH.DE - Dividend Comparison
EUN0.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
EUN0.DE and EXSH.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for EXSH.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while EXSH.DE tracks STOXX® Europe Select Dividend 30. Their fees differ too: 0.25% for EUN0.DE and 0.32% for EXSH.DE.
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