EUN0.DE vs. VWCG.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while VWCG.DE tracks the FTSE Developed Europe. Both are passively managed. Over the past 5 years, EUN0.DE returned 7.36%/yr vs 9.96%/yr for VWCG.DE. Their correlation of 0.84 suggests significant overlap in exposure. EUN0.DE charges 0.25%/yr vs 0.10%/yr for VWCG.DE.
Performance
EUN0.DE vs. VWCG.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 VWCG.DE's 7.34% 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%
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
EUN0.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 8.97% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | -2.59% | 11.39% |
Correlation
The correlation between EUN0.DE and VWCG.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2019 | 0.84 |
The correlation between EUN0.DE and VWCG.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
EUN0.DE vs. VWCG.DE — Risk / Return Rank
EUN0.DE
VWCG.DE
EUN0.DE vs. VWCG.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 Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.70 | -0.94 |
| Martin ratioReturn relative to average drawdown | 1.97 | 6.40 | -4.43 |
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 | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.26 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.64 | -0.01 |
Drawdowns
EUN0.DE vs. VWCG.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum VWCG.DE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and VWCG.DE.
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Drawdown Indicators
| EUN0.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -35.68% | +5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -9.58% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -16.07% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -20.10% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | — | — |
Current DrawdownCurrent decline from peak | -3.12% | -1.51% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.10% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.55% | +0.21% |
Volatility
EUN0.DE vs. VWCG.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.33%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.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.DE | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.33% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 10.64% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 12.91% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 14.29% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 17.09% | -4.58% |
EUN0.DE vs. VWCG.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is higher than VWCG.DE's 0.10% 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. VWCG.DE - Dividend Comparison
Neither EUN0.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and VWCG.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for EUN0.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for EUN0.DE and 0.10% for VWCG.DE.
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