EUN2.DE vs. EXW1.DE
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) are both Europe Equities funds from iShares tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 10.49%/yr for EXW1.DE. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
EUN2.DE vs. EXW1.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EUN2.DE having a 7.12% return and EXW1.DE slightly higher at 7.31%. Both investments have delivered pretty close results over the past 10 years, with EUN2.DE having a 10.53% annualized return and EXW1.DE not far behind at 10.49%.
EUN2.DE
- 1D
- 0.76%
- 1M
- 4.55%
- YTD
- 7.12%
- 6M
- 8.58%
- 1Y
- 15.76%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
EUN2.DE vs. EXW1.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% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
Correlation
The correlation between EUN2.DE and EXW1.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2001 | 0.84 |
The correlation between EUN2.DE and EXW1.DE shifts across timeframes, from 0.84 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUN2.DE vs. EXW1.DE — Risk / Return Rank
EUN2.DE
EXW1.DE
EUN2.DE vs. EXW1.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 iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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 | EXW1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.46 | -0.03 |
| Martin ratioReturn relative to average drawdown | 4.86 | 4.97 | -0.11 |
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
| EUN2.DE | EXW1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.00 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.66 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.21 | -0.05 |
Drawdowns
EUN2.DE vs. EXW1.DE - Drawdown Comparison
The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than EXW1.DE's maximum drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and EXW1.DE.
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Drawdown Indicators
| EUN2.DE | EXW1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.11% | -57.82% | -7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -10.76% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -16.59% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -23.32% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -38.49% | +0.14% |
Current DrawdownCurrent decline from peak | -0.57% | -0.54% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -15.74% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.18% | +0.06% |
Volatility
EUN2.DE vs. EXW1.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) and iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) have volatilities of 4.96% and 4.90%, 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.
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Volatility by Period
| EUN2.DE | EXW1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.90% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.72% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 15.68% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 17.35% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 18.20% | +0.03% |
EUN2.DE vs. EXW1.DE - Expense Ratio Comparison
Both EUN2.DE and EXW1.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EUN2.DE vs. EXW1.DE - Dividend Comparison
EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, more than EXW1.DE's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
Frequently Asked Questions
With a correlation of 1.00, EUN2.DE and EXW1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUN2.DE and EXW1.DE have the same expense ratio: 0.10% per year.
Both ETFs track EURO STOXX® 50.
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