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

Performance

EUN2.DE vs. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS). The values are adjusted to include any dividend payments, if applicable.

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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 VEUR.AS slightly higher at 7.16%. Over the past 10 years, EUN2.DE has outperformed VEUR.AS with an annualized return of 10.53%, while VEUR.AS has yielded a comparatively lower 9.23% 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%

VEUR.AS

1D
0.57%
1M
3.20%
YTD
7.16%
6M
9.88%
1Y
16.32%
3Y*
14.06%
5Y*
9.93%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN2.DE vs. VEUR.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%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
7.16%19.69%10.27%16.15%-10.11%25.55%-2.72%25.95%-10.04%10.80%

Correlation

The correlation between EUN2.DE and VEUR.AS is 0.94, 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

0.94

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

0.93

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.89

The correlation between EUN2.DE and VEUR.AS has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

EUN2.DE vs. VEUR.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

VEUR.AS
VEUR.AS Risk / Return Rank: 3737
Overall Rank
VEUR.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VEUR.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
VEUR.AS Omega Ratio Rank: 3636
Omega Ratio Rank
VEUR.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEUR.AS Martin Ratio Rank: 4141
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. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.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.DEVEUR.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.43

1.68

-0.25

Martin ratioReturn relative to average drawdown

4.86

6.34

-1.48

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

The current EUN2.DE Sharpe Ratio is 0.99, which is comparable to the VEUR.AS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EUN2.DE and VEUR.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.DEVEUR.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.26

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.69

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.59

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.53

-0.36

Drawdowns

EUN2.DE vs. VEUR.AS - Drawdown Comparison

The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than VEUR.AS's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and VEUR.AS.


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Drawdown Indicators


EUN2.DEVEUR.ASDifference

Max Drawdown

Largest peak-to-trough decline

-65.11%

-35.63%

-29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.59%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-16.41%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-20.19%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

-35.63%

-2.72%

Current Drawdown

Current decline from peak

-0.57%

-1.62%

+1.05%

Average Drawdown

Average peak-to-trough decline

-19.35%

-5.29%

-14.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.55%

+0.69%

Volatility

EUN2.DE vs. VEUR.AS - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a higher volatility of 4.96% compared to Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) at 4.38%. This indicates that EUN2.DE's price experiences larger fluctuations and is considered to be riskier than VEUR.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.DEVEUR.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.38%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

10.62%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

12.81%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

14.22%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

15.51%

+2.72%

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

Both EUN2.DE and VEUR.AS 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. VEUR.AS - Dividend Comparison

EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, less than VEUR.AS's 2.60% 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%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
2.60%2.79%3.04%3.00%3.32%2.66%2.24%3.24%3.62%3.05%3.19%3.10%

Frequently Asked Questions


With a correlation of 0.94, EUN2.DE and VEUR.AS 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 VEUR.AS have the same expense ratio: 0.10% per year.

EUN2.DE tracks EURO STOXX® 50, while VEUR.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard.

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