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EUN1.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EUN1.DE vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUN1.DE is traded in EUR, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly higher than USD=X's 1.84% return. Over the past 10 years, EUN1.DE has outperformed USD=X with an annualized return of 9.16%, while USD=X has yielded a comparatively lower -0.25% annualized return.


EUN1.DE

1D
0.78%
1M
2.62%
YTD
7.28%
6M
9.74%
1Y
15.85%
3Y*
12.02%
5Y*
11.08%
10Y*
9.16%

USD=X

1D
0.00%
1M
2.18%
YTD
1.84%
6M
0.90%
1Y
-1.05%
3Y*
-2.31%
5Y*
1.09%
10Y*
-0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN1.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USD=X
USD Cash
1.84%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between EUN1.DE and USD=X is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

-0.01

The correlation between EUN1.DE and USD=X shifts across timeframes, from -0.09 (5 years) to 0.02 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUN1.DE vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.23

0.98

+0.24

Calmar ratioReturn relative to maximum drawdown

1.69

-0.18

+1.87

Martin ratioReturn relative to average drawdown

5.92

-0.39

+6.32

EUN1.DE vs. USD=X - Sharpe Ratio Comparison

The current EUN1.DE Sharpe Ratio is 1.21, which is higher than the USD=X Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EUN1.DE and USD=X, 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.DEUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.15

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.14

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.03

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.10

+0.06

Drawdowns

EUN1.DE vs. USD=X - Drawdown Comparison

The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and USD=X.


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Drawdown Indicators


EUN1.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-20.32%

-41.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-5.33%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-15.23%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-20.32%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-20.32%

-12.18%

Current Drawdown

Current decline from peak

-1.72%

-16.81%

+15.09%

Average Drawdown

Average peak-to-trough decline

-20.89%

-9.48%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.89%

+0.86%

Volatility

EUN1.DE vs. USD=X - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to USD Cash (USD=X) at 1.33%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN1.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

1.33%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

4.59%

+6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

5.45%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

6.44%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

6.20%

+9.06%

Frequently Asked Questions


EUN1.DE and USD=X have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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