EUN1.DE vs. VYM
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, EUN1.DE returned 9.16%/yr vs 11.42%/yr for VYM. At a 0.48 correlation, their price movements are largely independent. EUN1.DE charges 0.35%/yr vs 0.04%/yr for VYM.
Performance
EUN1.DE vs. VYM - Performance Comparison
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Different Trading Currencies
EUN1.DE is traded in EUR, while VYM is traded in USD. To make them comparable, the VYM 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 lower than VYM's 12.86% return. Over the past 10 years, EUN1.DE has underperformed VYM with an annualized return of 9.16%, while VYM has yielded a comparatively higher 11.42% annualized return.
EUN1.DE
- 1D
- 0.78%
- 1M
- 2.62%
- YTD
- 7.28%
- 6M
- 9.70%
- 1Y
- 15.85%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
VYM
- 1D
- -0.19%
- 1M
- 3.93%
- YTD
- 12.86%
- 6M
- 11.58%
- 1Y
- 22.78%
- 3Y*
- 15.16%
- 5Y*
- 12.55%
- 10Y*
- 11.42%
EUN1.DE vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 12.86% | 1.73% | 25.36% | 3.38% | 5.74% | 35.64% | -7.19% | 26.87% | -1.51% | 2.11% |
Correlation
The correlation between EUN1.DE and VYM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.48 |
The correlation between EUN1.DE and VYM shifts across timeframes, from 0.34 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUN1.DE vs. VYM — Risk / Return Rank
EUN1.DE
VYM
EUN1.DE vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.72 | -3.03 |
| Martin ratioReturn relative to average drawdown | 5.92 | 16.20 | -10.27 |
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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.13 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.89 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.54 | -0.39 |
Drawdowns
EUN1.DE vs. VYM - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than VYM's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and VYM.
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Drawdown Indicators
| EUN1.DE | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -51.83% | -10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -4.85% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -19.91% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -19.91% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -34.24% | +1.74% |
Current DrawdownCurrent decline from peak | -1.72% | -1.07% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -8.16% | -12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.41% | +1.34% |
Volatility
EUN1.DE vs. VYM - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to Vanguard High Dividend Yield ETF (VYM) at 2.53%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than VYM 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 | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.53% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 7.84% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 10.75% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 14.22% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 17.09% | -1.83% |
EUN1.DE vs. VYM - Expense Ratio Comparison
EUN1.DE has a 0.35% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
EUN1.DE vs. VYM - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, more than VYM's 2.22% yield.
| 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% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
EUN1.DE and VYM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.35% for EUN1.DE.
EUN1.DE is categorized as Europe Equities, while VYM is Dividend. EUN1.DE tracks STOXX® Europe 50, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for EUN1.DE and 0.04% for VYM.
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