EUN2.DE vs. VGK
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and VGK (Vanguard FTSE Europe ETF) are both Europe Equities funds - EUN2.DE tracks the EURO STOXX® 50 while VGK tracks the FTSE Developed Europe All Cap Index. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 8.99%/yr for VGK. A 0.60 correlation means they provide meaningful diversification when combined. EUN2.DE charges 0.10%/yr vs 0.06%/yr for VGK.
Performance
EUN2.DE vs. VGK - Performance Comparison
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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%
EUN2.DE vs. VGK - 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% |
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
EUN2.DE
VGK
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.DE | VGK | Difference | |
|---|---|---|---|
| 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 |
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 | VGK | Difference | |
|---|---|---|---|
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.DE | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.57% | -1.57% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -11.74% | -7.61% |
Ulcer IndexDepth 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.DE | VGK | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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