EUN2.DE vs. VUKE.DE
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and VUKE.DE (Vanguard FTSE 100 UCITS ETF Distributing) are both Europe Equities funds - EUN2.DE tracks the EURO STOXX® 50 while VUKE.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, EUN2.DE returned 11.50%/yr vs 11.56%/yr for VUKE.DE. A 0.78 correlation means they provide meaningful diversification when combined. EUN2.DE charges 0.10%/yr vs 0.09%/yr for VUKE.DE.
Performance
EUN2.DE vs. VUKE.DE - Performance Comparison
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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*
- —
EUN2.DE vs. VUKE.DE - 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% | -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.
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Return for Risk
EUN2.DE vs. VUKE.DE — Risk / Return Rank
EUN2.DE
VUKE.DE
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.DE | VUKE.DE | Difference | |
|---|---|---|---|
| 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 |
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 | VUKE.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| EUN2.DE | VUKE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.57% | -2.81% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -5.47% | -13.88% |
Ulcer IndexDepth 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.
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Volatility by Period
| EUN2.DE | VUKE.DE | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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