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EUN2.DE vs. IDVY.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUN2.DE vs. IDVY.AS

Last updated Jun 5, 2026

EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and IDVY.AS (iShares Euro Dividend UCITS ETF) are both Europe Equities funds from iShares - EUN2.DE tracks the EURO STOXX® 50 while IDVY.AS tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 7.33%/yr for IDVY.AS. A 0.73 correlation means they provide meaningful diversification when combined. EUN2.DE charges 0.10%/yr vs 0.40%/yr for IDVY.AS.

Performance

EUN2.DE vs. IDVY.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) and iShares Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUN2.DE achieves a 7.12% return, which is significantly lower than IDVY.AS's 8.21% return. Over the past 10 years, EUN2.DE has outperformed IDVY.AS with an annualized return of 10.53%, while IDVY.AS has yielded a comparatively lower 7.33% annualized return.

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%

IDVY.AS

1D
0.33%
1M
3.43%
YTD
8.21%
6M
11.08%
1Y
21.10%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN2.DE vs. IDVY.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IDVY.AS
iShares Euro Dividend UCITS ETF		8.21%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Correlation

The correlation between EUN2.DE and IDVY.AS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.77

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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2005

0.73

The correlation between EUN2.DE and IDVY.AS shifts across timeframes, from 0.73 (all time) to 0.84 (10 years), reflecting how their relationship changes across market environments.

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iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)

iShares Euro Dividend UCITS ETF

Often compared with EUN2.DE:
EUN2.DE vs. EXW1.DEEUN2.DE vs. VEUR.ASEUN2.DE vs. SXR8.DEEUN2.DE vs. VOOEUN2.DE vs. EUNL.DEEUN2.DE vs. MEUD.LEUN2.DE vs. VGK
Often compared with IDVY.AS:
IDVY.AS vs. VHYL.ASIDVY.AS vs. SPYW.DEIDVY.AS vs. DIVIDVY.AS vs. SCHDIDVY.AS vs. HDVIDVY.AS vs. DECD.DEIDVY.AS vs. HPRD.L

Return for Risk

EUN2.DE vs. IDVY.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUN2.DE
EUN2.DE Risk / Return Rank: 3030
Overall Rank
EUN2.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUN2.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUN2.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EUN2.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUN2.DE Martin Ratio Rank: 3333
Martin Ratio Rank
IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
Martin Ratio Rank
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.

EUN2.DE vs. IDVY.AS - 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 Dividend UCITS ETF (IDVY.AS). 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.DEIDVY.ASDifference
Sharpe ratioReturn per unit of total volatility
0.99
1.77

-0.78

Sortino ratioReturn per unit of downside risk
1.55
2.47

-0.93

Omega ratioGain probability vs. loss probability

1.18

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

1.43

2.61

-1.19

Martin ratioReturn relative to average drawdown

4.86

8.13

-3.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUN2.DE vs. IDVY.AS - Sharpe Ratio Comparison

The current EUN2.DE Sharpe Ratio is 0.99, which is lower than the IDVY.AS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EUN2.DE and IDVY.AS, 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

EUN2.DEIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.77

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.60

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.42

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.23

-0.07

Drawdowns

EUN2.DE vs. IDVY.AS - Drawdown Comparison

The maximum EUN2.DE drawdown since its inception was -65.11%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and IDVY.AS.

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Drawdown Indicators

EUN2.DEIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-65.11%

-71.33%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-7.97%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-12.81%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-24.57%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

-42.34%

+3.99%

Current Drawdown

Current decline from peak

-0.57%

-1.42%

+0.85%

Average Drawdown

Average peak-to-trough decline

-19.35%

-22.54%

+3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.57%

+0.67%

Volatility

EUN2.DE vs. IDVY.AS - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a higher volatility of 4.96% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 3.54%. This indicates that EUN2.DE's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUN2.DEIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

3.54%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

9.62%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

11.77%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

14.80%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.26%

+0.97%

EUN2.DE vs. IDVY.AS - Expense Ratio Comparison

EUN2.DE has a 0.10% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.

Dividends

EUN2.DE vs. IDVY.AS - Dividend Comparison

EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, less than IDVY.AS's 3.99% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IDVY.AS
iShares Euro Dividend UCITS ETF		3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Frequently Asked Questions

EUN2.DE and IDVY.AS have a correlation of 0.77, 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 0.40% for IDVY.AS.

EUN2.DE tracks EURO STOXX® 50, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.10% for EUN2.DE and 0.40% for IDVY.AS.

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