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EUN0.DE vs. FLXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN0.DE vs. FLXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.DE). The values are adjusted to include any dividend payments, if applicable.

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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 FLXD.DE's 10.13% 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%

FLXD.DE

1D
0.23%
1M
-0.76%
YTD
10.13%
6M
13.48%
1Y
16.10%
3Y*
17.99%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN0.DE vs. FLXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%2.29%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
10.13%24.53%12.30%10.31%-0.48%16.07%-3.54%23.52%-7.81%0.44%

Correlation

The correlation between EUN0.DE and FLXD.DE is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2017

0.78

The correlation between EUN0.DE and FLXD.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

EUN0.DE vs. FLXD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUN0.DE
EUN0.DE Risk / Return Rank: 1919
Overall Rank
EUN0.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 1919
Martin Ratio Rank

FLXD.DE
FLXD.DE Risk / Return Rank: 6363
Overall Rank
FLXD.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 5656
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 6363
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.

EUN0.DE vs. FLXD.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 Franklin European Quality Dividend UCITS ETF (FLXD.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.DEFLXD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.23

Calmar ratioReturn relative to maximum drawdown

0.76

4.09

-3.33

Martin ratioReturn relative to average drawdown

1.97

11.21

-9.24

EUN0.DE vs. FLXD.DE - Sharpe Ratio Comparison

The current EUN0.DE Sharpe Ratio is 0.62, which is lower than the FLXD.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EUN0.DE and FLXD.DE, 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


EUN0.DEFLXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.89

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.03

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.65

-0.02

Drawdowns

EUN0.DE vs. FLXD.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum FLXD.DE drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and FLXD.DE.


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Drawdown Indicators


EUN0.DEFLXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-35.10%

+4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-4.02%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-10.07%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-14.19%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

Current Drawdown

Current decline from peak

-3.12%

-3.80%

+0.68%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.88%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.47%

+1.29%

Volatility

EUN0.DE vs. FLXD.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Franklin European Quality Dividend UCITS ETF (FLXD.DE) has a volatility of 3.50%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than FLXD.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.DEFLXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.50%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

7.02%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

8.70%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

11.66%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.51%

14.11%

-1.60%

EUN0.DE vs. FLXD.DE - Expense Ratio Comparison

Both EUN0.DE and FLXD.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. FLXD.DE - Dividend Comparison

EUN0.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.78%.


PositionTTM202520242023202220212020201920182017
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%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.78%4.28%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%

Frequently Asked Questions


EUN0.DE and FLXD.DE have a correlation of 0.77, 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 FLXD.DE have the same expense ratio: 0.25% per year.

EUN0.DE tracks MSCI Europe Minimum Volatility, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and Franklin Templeton.

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