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EUN1.DE vs. B41J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN1.DE vs. B41J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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 stocks are quite close, with EUN1.DE having a 7.28% return and B41J.DE slightly lower at 7.25%.


EUN1.DE

1D
0.78%
1M
0.92%
YTD
7.28%
6M
9.74%
1Y
16.43%
3Y*
12.02%
5Y*
11.08%
10Y*
9.16%

B41J.DE

1D
0.02%
1M
-2.78%
YTD
7.25%
6M
8.50%
1Y
8.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN1.DE vs. B41J.DE - Yearly Performance Comparison


Correlation

The correlation between EUN1.DE and B41J.DE is 0.67, 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

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.65

The correlation between EUN1.DE and B41J.DE has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

EUN1.DE vs. B41J.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
Martin Ratio Rank

B41J.DE
B41J.DE Risk / Return Rank: 2020
Overall Rank
B41J.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 1818
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 2222
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.

EUN1.DE vs. B41J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


EUN1.DEB41J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.23

1.11

+0.11

Calmar ratioReturn relative to maximum drawdown

1.69

0.94

+0.75

Martin ratioReturn relative to average drawdown

5.92

2.70

+3.22

EUN1.DE vs. B41J.DE - Sharpe Ratio Comparison

The current EUN1.DE Sharpe Ratio is 1.21, which is higher than the B41J.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EUN1.DE and B41J.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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Sharpe Ratios by Period


EUN1.DEB41J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.58

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.12

-0.97

Drawdowns

EUN1.DE vs. B41J.DE - Drawdown Comparison

The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and B41J.DE.


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Drawdown Indicators


EUN1.DEB41J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-12.00%

-50.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.34%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

Current Drawdown

Current decline from peak

-1.72%

-4.55%

+2.83%

Average Drawdown

Average peak-to-trough decline

-20.89%

-2.45%

-18.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.24%

-0.49%

Volatility

EUN1.DE vs. B41J.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) is 4.21%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a volatility of 4.95%. This indicates that EUN1.DE experiences smaller price fluctuations and is considered to be less risky than B41J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN1.DEB41J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.95%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

12.73%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

15.27%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

16.11%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

16.11%

-0.85%

EUN1.DE vs. B41J.DE - Expense Ratio Comparison

EUN1.DE has a 0.35% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.


Dividends

EUN1.DE vs. B41J.DE - Dividend Comparison

EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, while B41J.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
B41J.DE
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
2.41%2.41%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%

Frequently Asked Questions


EUN1.DE and B41J.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN1.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN1.DE is cheaper with a 0.35% expense ratio, compared with 0.47% for B41J.DE.

EUN1.DE tracks STOXX® Europe 50, while B41J.DE tracks Mirae Asset European Infrastructure Development Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.35% for EUN1.DE and 0.47% for B41J.DE.

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