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EUN1.DE vs. SEC0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN1.DE vs. SEC0.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 iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SEC0.DE's 98.10% 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%

SEC0.DE

1D
-2.85%
1M
18.95%
YTD
98.10%
6M
98.14%
1Y
188.23%
3Y*
56.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN1.DE vs. SEC0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
7.28%17.86%7.29%14.83%-1.88%6.68%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.11%

Correlation

The correlation between EUN1.DE and SEC0.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.56

The correlation between EUN1.DE and SEC0.DE has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

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Return for Risk

EUN1.DE vs. SEC0.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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
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. SEC0.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 Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.DESEC0.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.68

Sortino ratioReturn per unit of downside risk

-4.05

Omega ratioGain probability vs. loss probability

1.23

1.75

-0.52

Calmar ratioReturn relative to maximum drawdown

1.69

14.81

-13.12

Martin ratioReturn relative to average drawdown

5.92

52.61

-46.69

EUN1.DE vs. SEC0.DE - Sharpe Ratio Comparison

The current EUN1.DE Sharpe Ratio is 1.21, which is lower than the SEC0.DE Sharpe Ratio of 5.89. The chart below compares the historical Sharpe Ratios of EUN1.DE and SEC0.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.DESEC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

5.89

-4.68

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

1.17

-1.01

Drawdowns

EUN1.DE vs. SEC0.DE - Drawdown Comparison

The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than SEC0.DE's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and SEC0.DE.


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Drawdown Indicators


EUN1.DESEC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-39.35%

-22.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-12.90%

+3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-39.35%

+21.95%

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%

-2.85%

+1.13%

Average Drawdown

Average peak-to-trough decline

-20.89%

-11.85%

-9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.64%

-0.89%

Volatility

EUN1.DE vs. SEC0.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) is 4.21%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that EUN1.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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.DESEC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

13.13%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

25.14%

-14.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

32.42%

-18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

29.95%

-15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

29.95%

-14.69%

EUN1.DE vs. SEC0.DE - Expense Ratio Comparison

Both EUN1.DE and SEC0.DE have an expense ratio of 0.35%.


Dividends

EUN1.DE vs. SEC0.DE - Dividend Comparison

EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, while SEC0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (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 SEC0.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUN1.DE and SEC0.DE have the same expense ratio: 0.35% per year.

EUN1.DE is categorized as Europe Equities, while SEC0.DE is Semiconductors. EUN1.DE tracks STOXX® Europe 50, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped.

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