EUN2.DE vs. D5BL.DE
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EUN2.DE tracks the EURO STOXX® 50 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 10.77%/yr for D5BL.DE. A 0.78 correlation means they provide meaningful diversification when combined. EUN2.DE charges 0.10%/yr vs 0.15%/yr for D5BL.DE.
Performance
EUN2.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUN2.DE achieves a 7.12% return, which is significantly lower than D5BL.DE's 13.85% return. Both investments have delivered pretty close results over the past 10 years, with EUN2.DE having a 10.53% annualized return and D5BL.DE not far ahead at 10.77%.
EUN2.DE
- 1D
- 0.76%
- 1M
- 1.87%
- YTD
- 7.12%
- 6M
- 8.50%
- 1Y
- 15.68%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
EUN2.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 7.12% | 22.24% | 10.97% | 22.70% | -8.84% | 23.49% | -3.00% | 30.05% | -12.00% | 10.20% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between EUN2.DE and D5BL.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.78 |
The correlation between EUN2.DE and D5BL.DE shifts across timeframes, from 0.78 (all time) to 0.89 (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
EUN2.DE vs. D5BL.DE — Risk / Return Rank
EUN2.DE
D5BL.DE
EUN2.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| EUN2.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.28 | -1.85 |
| Martin ratioReturn relative to average drawdown | 4.86 | 12.52 | -7.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUN2.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.28 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.48 | -0.32 |
Drawdowns
EUN2.DE vs. D5BL.DE - Drawdown Comparison
The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| EUN2.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.11% | -40.40% | -24.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -10.02% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -17.36% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -19.58% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -40.40% | +2.05% |
Current DrawdownCurrent decline from peak | -0.57% | -1.22% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -7.23% | -12.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.63% | +0.61% |
Volatility
EUN2.DE vs. D5BL.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) have volatilities of 4.96% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUN2.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.83% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 11.54% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 14.44% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 15.59% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 17.76% | +0.47% |
EUN2.DE vs. D5BL.DE - Expense Ratio Comparison
EUN2.DE has a 0.10% expense ratio, which is lower than D5BL.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUN2.DE vs. D5BL.DE - Dividend Comparison
EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.55% | 2.51% | 3.02% | 3.02% | 2.92% | 2.05% | 2.15% | 3.02% | 3.70% | 2.85% | 3.38% | 2.93% |
Frequently Asked Questions
EUN2.DE and D5BL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN2.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BL.DE.
EUN2.DE tracks EURO STOXX® 50, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for EUN2.DE and 0.15% for D5BL.DE.
Find the right allocation for EUN2.DE and D5BL.DE
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