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EUN0.DE vs. IS3G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN0.DE vs. IS3G.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 iShares MSCI EMU Large Cap UCITS ETF (IS3G.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 9.16% return, which is significantly lower than IS3G.DE's 10.00% return. Over the past 10 years, EUN0.DE has underperformed IS3G.DE with an annualized return of 6.97%, while IS3G.DE has yielded a comparatively higher 10.37% annualized return.


EUN0.DE

1D
0.59%
1M
2.43%
6M
7.09%
YTD
9.16%
1Y
11.91%
3Y*
12.05%
5Y*
7.18%
10Y*
6.97%

IS3G.DE

1D
-0.88%
1M
-1.96%
6M
5.81%
YTD
10.00%
1Y
19.12%
3Y*
14.86%
5Y*
10.83%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN0.DE vs. IS3G.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
9.16%12.27%11.42%10.79%-13.21%21.52%-4.02%24.18%-4.36%9.14%
IS3G.DE
iShares MSCI EMU Large Cap UCITS ETF
10.00%22.66%8.54%20.59%-11.41%23.33%-2.19%29.77%-12.62%11.55%

Correlation

The correlation between EUN0.DE and IS3G.DE is 0.59, 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

0.59

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

0.67

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

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2013

0.81

Over the past year, the correlation between EUN0.DE and IS3G.DE has dropped to 0.59 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

EUN0.DE vs. IS3G.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: 4545
Overall Rank
EUN0.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 4848
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 4040
Martin Ratio Rank

IS3G.DE
IS3G.DE Risk / Return Rank: 4747
Overall Rank
IS3G.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IS3G.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS3G.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS3G.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS3G.DE Martin Ratio Rank: 5151
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. IS3G.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 MSCI EMU Large Cap UCITS ETF (IS3G.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUN0.DEIS3G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.66

1.80

-0.15

Martin ratioReturn relative to average drawdown

5.12

6.59

-1.47

EUN0.DE vs. IS3G.DE - Sharpe Ratio Comparison

The current EUN0.DE Sharpe Ratio is 1.32, which is comparable to the IS3G.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EUN0.DE and IS3G.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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Drawdowns

EUN0.DE vs. IS3G.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum IS3G.DE drawdown of -38.65%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and IS3G.DE.


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Drawdown Indicators


EUN0.DEIS3G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-38.65%

+7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-10.55%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-15.83%

+5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-24.14%

+4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-38.65%

+7.97%

Current Drawdown

Current decline from peak

-0.01%

-3.28%

+3.27%

Average Drawdown

Average peak-to-trough decline

-4.66%

-6.12%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.89%

-0.57%

Volatility

EUN0.DE vs. IS3G.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 2.39%, while iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a volatility of 4.32%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than IS3G.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.DEIS3G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

4.32%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

13.08%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

15.41%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

16.62%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.21%

17.09%

-4.88%

EUN0.DE vs. IS3G.DE - Expense Ratio Comparison

EUN0.DE has a 0.25% expense ratio, which is lower than IS3G.DE's 0.49% expense ratio.


Dividends

EUN0.DE vs. IS3G.DE - Dividend Comparison

Neither EUN0.DE nor IS3G.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUN0.DE and IS3G.DE have a correlation of 0.59, 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 0.49% for IS3G.DE.

EUN0.DE tracks MSCI Europe Minimum Volatility, while IS3G.DE tracks MSCI EMU Large Cap. Their fees differ too: 0.25% for EUN0.DE and 0.49% for IS3G.DE.

Portfolio Optimizer

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