PortfoliosLab logoPortfoliosLab logo
EUN0.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN0.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly lower than SELD.DE's 14.08% return. Over the past 10 years, EUN0.DE has underperformed SELD.DE with an annualized return of 6.66%, while SELD.DE has yielded a comparatively higher 9.59% 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%

SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN0.DE vs. SELD.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%9.14%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%

Correlation

The correlation between EUN0.DE and SELD.DE is 0.65, 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

0.65

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

0.68

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

0.69

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 SELD.DE shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUN0.DE vs. SELD.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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
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. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.11

1.49

-0.37

Calmar ratioReturn relative to maximum drawdown

0.76

4.79

-4.03

Martin ratioReturn relative to average drawdown

1.97

16.20

-14.23

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

The current EUN0.DE Sharpe Ratio is 0.62, which is lower than the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of EUN0.DE and SELD.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.


Loading charts...

Sharpe Ratios by Period


EUN0.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.73

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.75

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.55

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.18

+0.46

Drawdowns

EUN0.DE vs. SELD.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and SELD.DE.


Loading charts...

Drawdown Indicators


EUN0.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-70.30%

+39.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-6.72%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-14.13%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-23.02%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-40.65%

+9.97%

Current Drawdown

Current decline from peak

-3.12%

-1.80%

-1.32%

Average Drawdown

Average peak-to-trough decline

-4.69%

-25.32%

+20.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.99%

+0.77%

Volatility

EUN0.DE vs. SELD.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a volatility of 3.83%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUN0.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.83%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

9.59%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

11.81%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

14.87%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.51%

17.42%

-4.91%

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

EUN0.DE has a 0.25% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.


Dividends

EUN0.DE vs. SELD.DE - Dividend Comparison

EUN0.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


EUN0.DE and SELD.DE have a correlation of 0.65, 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 0.30% for SELD.DE.

EUN0.DE tracks MSCI Europe Minimum Volatility, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for EUN0.DE and 0.30% for SELD.DE.

Portfolio Optimizer

Find the right allocation for EUN0.DE and SELD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer