PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

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 11.04% return, which is significantly higher than USD=X's 2.97% return. Over the past 10 years, EUN1.DE has outperformed USD=X with an annualized return of 9.47%, while USD=X has yielded a comparatively lower -0.38% annualized return.


EUN1.DE

1D
-0.25%
1M
0.86%
6M
8.09%
YTD
11.04%
1Y
22.34%
3Y*
13.22%
5Y*
11.71%
10Y*
9.47%
ALL TIME*
5.10%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*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
11.04%17.86%7.43%14.83%-1.86%26.00%-6.67%28.44%-10.43%9.14%
USD=X
USD Cash
2.97%-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 -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.03

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 Oct 22, 2007

-0.01

The correlation between EUN1.DE and USD=X shifts across timeframes, from -0.14 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 6868
Overall Rank
EUN1.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 7070
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 6666
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUN1.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratioReturn relative to maximum drawdown

2.32

0.57

+1.75

Martin ratioReturn relative to average drawdown

8.54

1.30

+7.24

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

The current EUN1.DE Sharpe Ratio is 1.65, which is higher than the USD=X Sharpe Ratio of 0.47. 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.


Loading charts...

Drawdowns

EUN1.DE vs. USD=X - Drawdown Comparison

The maximum EUN1.DE drawdown since its inception was -57.52%, 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.


Loading charts...

Drawdown Indicators


EUN1.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-57.52%

-20.32%

-37.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-5.33%

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.39%

-15.23%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.39%

-20.32%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-20.32%

-12.18%

Current Drawdown

Current decline from peak

-1.94%

-15.88%

+13.94%

Average Drawdown

Average peak-to-trough decline

-12.67%

-9.38%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.77%

+0.84%

Volatility

EUN1.DE vs. USD=X - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 3.00% compared to USD Cash (USD=X) at 1.08%. 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.


Loading charts...

Volatility by Period


EUN1.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

1.08%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

4.62%

+6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

5.30%

+8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

6.42%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

6.14%

+8.80%

Frequently Asked Questions


EUN1.DE and USD=X have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EUN1.DE and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer