EUN1.DE vs. IUSQ.DE
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EUN1.DE returned 9.16%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUN1.DE charges 0.35%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EUN1.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, EUN1.DE has underperformed IUSQ.DE with an annualized return of 9.16%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
EUN1.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 14.83% | -1.88% | 26.01% | -6.66% | 28.44% | -10.45% | 9.14% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between EUN1.DE and IUSQ.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.81 |
The correlation between EUN1.DE and IUSQ.DE shifts across timeframes, from 0.70 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUN1.DE vs. IUSQ.DE — Risk / Return Rank
EUN1.DE
IUSQ.DE
EUN1.DE vs. IUSQ.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 iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.08 | -2.39 |
| Martin ratioReturn relative to average drawdown | 5.92 | 16.69 | -10.77 |
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
| EUN1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.31 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.88 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.76 | -0.61 |
Drawdowns
EUN1.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and IUSQ.DE.
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Drawdown Indicators
| EUN1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -33.60% | -28.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -6.48% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -21.25% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -21.25% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -33.60% | +1.10% |
Current DrawdownCurrent decline from peak | -1.72% | -0.55% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -4.19% | -16.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.59% | +1.16% |
Volatility
EUN1.DE vs. IUSQ.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.03% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 8.26% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 11.47% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 13.94% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 15.02% | +0.24% |
EUN1.DE vs. IUSQ.DE - Expense Ratio Comparison
EUN1.DE has a 0.35% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
EUN1.DE vs. IUSQ.DE - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN1.DE and IUSQ.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for EUN1.DE.
EUN1.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EUN1.DE tracks STOXX® Europe 50, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.35% for EUN1.DE and 0.20% for IUSQ.DE.
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