PortfoliosLab logoPortfoliosLab logo
EUN2.DE vs. VUKE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN2.DE vs. VUKE.DE - 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 100 UCITS ETF Distributing (VUKE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUN2.DE achieves a 7.12% return, which is significantly higher than VUKE.DE's 6.44% return.


EUN2.DE

1D
0.76%
1M
1.87%
YTD
7.12%
6M
8.50%
1Y
15.68%
3Y*
15.61%
5Y*
11.50%
10Y*
10.53%

VUKE.DE

1D
0.15%
1M
-0.44%
YTD
6.44%
6M
9.43%
1Y
17.71%
3Y*
14.60%
5Y*
11.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN2.DE vs. VUKE.DE - 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%-3.22%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
6.44%20.50%14.00%9.66%-1.10%24.91%-15.71%25.58%-10.37%3.27%

Correlation

The correlation between EUN2.DE and VUKE.DE is 0.68, 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

0.68

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

0.67

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

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.78

The correlation between EUN2.DE and VUKE.DE shifts across timeframes, from 0.67 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUN2.DE vs. VUKE.DE — 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

VUKE.DE
VUKE.DE Risk / Return Rank: 4545
Overall Rank
VUKE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VUKE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUKE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
VUKE.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
VUKE.DE 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. VUKE.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 Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.DEVUKE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.43

2.28

-0.85

Martin ratioReturn relative to average drawdown

4.86

8.03

-3.18

EUN2.DE vs. VUKE.DE - Sharpe Ratio Comparison

The current EUN2.DE Sharpe Ratio is 0.99, which is lower than the VUKE.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EUN2.DE and VUKE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EUN2.DEVUKE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.47

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.81

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.47

-0.31

Drawdowns

EUN2.DE vs. VUKE.DE - Drawdown Comparison

The maximum EUN2.DE drawdown since its inception was -65.11%, which is greater than VUKE.DE's maximum drawdown of -40.16%. Use the drawdown chart below to compare losses from any high point for EUN2.DE and VUKE.DE.


Loading charts...

Drawdown Indicators


EUN2.DEVUKE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.11%

-40.16%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-7.78%

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-16.78%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-16.78%

-6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

Current Drawdown

Current decline from peak

-0.57%

-2.81%

+2.24%

Average Drawdown

Average peak-to-trough decline

-19.35%

-5.47%

-13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.21%

+1.03%

Volatility

EUN2.DE vs. VUKE.DE - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a higher volatility of 4.96% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) at 4.43%. This indicates that EUN2.DE's price experiences larger fluctuations and is considered to be riskier than VUKE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUN2.DEVUKE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.43%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

10.08%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

12.03%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

14.06%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

16.90%

+1.33%

EUN2.DE vs. VUKE.DE - Expense Ratio Comparison

EUN2.DE has a 0.10% expense ratio, which is higher than VUKE.DE's 0.09% 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. VUKE.DE - Dividend Comparison

EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, less than VUKE.DE's 3.01% 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%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
3.01%3.18%3.70%3.84%4.08%3.81%2.95%4.49%4.74%0.65%0.00%0.00%

Frequently Asked Questions


EUN2.DE and VUKE.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUKE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUKE.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for EUN2.DE.

EUN2.DE tracks EURO STOXX® 50, while VUKE.DE tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for EUN2.DE and 0.09% for VUKE.DE.

Portfolio Optimizer

Find the right allocation for EUN2.DE and VUKE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer