EUN0.DE vs. IUSQ.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EUN0.DE is a Europe Equities fund tracking the MSCI Europe Minimum Volatility, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EUN0.DE returned 6.66%/yr vs 12.38%/yr for IUSQ.DE. A 0.74 correlation means they provide meaningful diversification when combined. EUN0.DE charges 0.25%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EUN0.DE vs. IUSQ.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 IUSQ.DE's 12.65% return. Over the past 10 years, EUN0.DE has underperformed IUSQ.DE with an annualized return of 6.66%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
EUN0.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between EUN0.DE and IUSQ.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.74 |
Over the past year, the correlation between EUN0.DE and IUSQ.DE has dropped to 0.46 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
EUN0.DE vs. IUSQ.DE — Risk / Return Rank
EUN0.DE
IUSQ.DE
EUN0.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 4.08 | -3.32 |
| Martin ratioReturn relative to average drawdown | 1.97 | 16.69 | -14.72 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.31 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.88 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.82 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.76 | -0.13 |
Drawdowns
EUN0.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and IUSQ.DE.
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Drawdown Indicators
| EUN0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -33.60% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -6.48% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -21.25% | +10.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -21.25% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -33.60% | +2.92% |
Current DrawdownCurrent decline from peak | -3.12% | -0.55% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.19% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.59% | +1.17% |
Volatility
EUN0.DE vs. IUSQ.DE - Volatility Comparison
iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) have volatilities of 3.03% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.03% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 8.26% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 11.47% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 13.94% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 15.02% | -2.51% |
EUN0.DE vs. IUSQ.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is higher than IUSQ.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. IUSQ.DE - Dividend Comparison
Neither EUN0.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and IUSQ.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
EUN0.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EUN0.DE tracks MSCI Europe Minimum Volatility, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.25% for EUN0.DE and 0.20% for IUSQ.DE.
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