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

Performance

EUN0.DE vs. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EUN0.DE having a 7.42% return and MVEE.DE slightly higher at 7.52%.


EUN0.DE

1D
-0.01%
1M
0.71%
YTD
7.42%
6M
7.82%
1Y
10.67%
3Y*
11.66%
5Y*
7.18%
10Y*
7.39%

MVEE.DE

1D
-0.57%
1M
0.58%
YTD
7.52%
6M
8.05%
1Y
11.08%
3Y*
10.12%
5Y*
6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
7.42%12.27%11.42%10.79%-13.21%21.52%12.87%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
7.52%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between EUN0.DE and MVEE.DE is 0.72, 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

0.72

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

0.84

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

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.91

The correlation between EUN0.DE and MVEE.DE shifts across timeframes, from 0.72 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUN0.DE vs. MVEE.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: 3434
Overall Rank
EUN0.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 3333
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3434
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3737
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. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratioReturn relative to maximum drawdown

1.48

1.49

-0.01

Martin ratioReturn relative to average drawdown

4.58

5.15

-0.57

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

The current EUN0.DE Sharpe Ratio is 1.20, which is comparable to the MVEE.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EUN0.DE and MVEE.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. MVEE.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and MVEE.DE.


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Drawdown Indicators


EUN0.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-20.19%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-7.40%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-12.19%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-20.19%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

Current Drawdown

Current decline from peak

-1.45%

-0.57%

-0.88%

Average Drawdown

Average peak-to-trough decline

-4.68%

-4.49%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.15%

+0.17%

Volatility

EUN0.DE vs. MVEE.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 1.79%, while iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) has a volatility of 2.10%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than MVEE.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.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

2.10%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

8.18%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

8.85%

9.88%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

12.08%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.28%

12.46%

-0.18%

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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUN0.DE and MVEE.DE have a correlation of 0.72, 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 MVEE.DE have the same expense ratio: 0.25% per year.

EUN0.DE tracks MSCI Europe Minimum Volatility, while MVEE.DE tracks MSCI Europe NR EUR.

Portfolio Optimizer

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