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

Performance

EUN0.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.10%12.27%11.42%10.79%-13.21%21.54%-4.02%7.54%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.36%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Returns By Period

In the year-to-date period, EUN0.DE achieves a 5.10% return, which is significantly higher than VWCE.DE's -0.36% return.


EUN0.DE

1D
1.01%
1M
-2.88%
YTD
5.10%
6M
7.63%
1Y
8.56%
3Y*
10.82%
5Y*
8.28%
10Y*
6.99%

VWCE.DE

1D
2.17%
1M
-3.41%
YTD
-0.36%
6M
3.13%
1Y
13.63%
3Y*
14.97%
5Y*
9.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EUN0.DE has a 0.25% expense ratio, which is higher than VWCE.DE's 0.22% 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%.


Return for Risk

EUN0.DE vs. VWCE.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: 3535
Overall Rank
EUN0.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 3232
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 5252
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 6868
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.DEVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.86

-0.14

Sortino ratio

Return per unit of downside risk

0.99

1.23

-0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.99

1.55

-0.56

Martin ratio

Return relative to average drawdown

3.07

7.13

-4.06

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

The current EUN0.DE Sharpe Ratio is 0.73, which is comparable to the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of EUN0.DE and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUN0.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.86

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.72

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.68

-0.04

Correlation

The correlation between EUN0.DE and VWCE.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EUN0.DE vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EUN0.DE vs. VWCE.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and VWCE.DE.


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Drawdown Indicators


EUN0.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-33.43%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-13.20%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-21.07%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

Current Drawdown

Current decline from peak

-3.58%

-3.95%

+0.37%

Average Drawdown

Average peak-to-trough decline

-4.72%

-4.80%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.94%

+1.00%

Volatility

EUN0.DE vs. VWCE.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 4.10%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.57%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.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.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.57%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

8.56%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

15.81%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.00%

13.72%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

16.25%

-3.72%