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EUN2.DE vs. VGK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN2.DE vs. VGK - 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 Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUN2.DE is traded in EUR, while VGK is traded in USD. To make them comparable, the VGK values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EUN2.DE having a 7.12% return and VGK slightly lower at 6.89%. Over the past 10 years, EUN2.DE has outperformed VGK with an annualized return of 10.53%, while VGK has yielded a comparatively lower 8.99% 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%

VGK

1D
0.00%
1M
1.92%
YTD
6.89%
6M
9.08%
1Y
15.33%
3Y*
13.52%
5Y*
9.26%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN2.DE vs. VGK - 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%
VGK
Vanguard FTSE Europe ETF
8.03%19.71%8.60%16.58%-10.77%25.63%-3.26%27.67%-10.89%11.38%

Correlation

The correlation between EUN2.DE and VGK is 0.71, 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

0.71

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

0.70

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.60

The correlation between EUN2.DE and VGK shifts across timeframes, from 0.60 (all time) to 0.74 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUN2.DE vs. VGK — 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

VGK
VGK Risk / Return Rank: 3434
Overall Rank
VGK Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3535
Sortino Ratio Rank
VGK Omega Ratio Rank: 3333
Omega Ratio Rank
VGK Calmar Ratio Rank: 3232
Calmar Ratio Rank
VGK Martin Ratio Rank: 3838
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. VGK - 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 Europe ETF (VGK). 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.DEVGKDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.43

1.50

-0.07

Martin ratioReturn relative to average drawdown

4.86

6.02

-1.16

EUN2.DE vs. VGK - Sharpe Ratio Comparison

The current EUN2.DE Sharpe Ratio is 0.99, which is comparable to the VGK Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EUN2.DE and VGK, 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.DEVGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.15

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.62

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.52

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.28

-0.11

Drawdowns

EUN2.DE vs. VGK - Drawdown Comparison

The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than VGK's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and VGK.


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Drawdown Indicators


EUN2.DEVGKDifference

Max Drawdown

Largest peak-to-trough decline

-65.11%

-58.19%

-6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-10.30%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-15.24%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-21.12%

-2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

-37.21%

-1.14%

Current Drawdown

Current decline from peak

-0.57%

-1.57%

+1.00%

Average Drawdown

Average peak-to-trough decline

-19.35%

-11.74%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.56%

+0.68%

Volatility

EUN2.DE vs. VGK - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a higher volatility of 4.96% compared to Vanguard FTSE Europe ETF (VGK) at 4.68%. This indicates that EUN2.DE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN2.DEVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.68%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

11.05%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

13.34%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

14.89%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.22%

+1.01%

EUN2.DE vs. VGK - Expense Ratio Comparison

EUN2.DE has a 0.10% expense ratio, which is higher than VGK's 0.06% expense ratio. However, 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. VGK - Dividend Comparison

EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, less than VGK's 2.79% 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%
VGK
Vanguard FTSE Europe ETF
2.79%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


EUN2.DE and VGK have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.10% for EUN2.DE.

EUN2.DE tracks EURO STOXX® 50, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for EUN2.DE and 0.06% for VGK.

Portfolio Optimizer

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