EUNA.AS vs. ^NDX

Last updated Jul 21, 2026

EUNA.AS (iShares STOXX Europe 50 UCITS ETF) is Europe Equities fund tracking the MSCI Europe NR EUR, while ^NDX (NASDAQ 100 Index) is an index.

Performance

EUNA.AS vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (EUNA.AS) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EUNA.AS is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

EUNA.AS

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

^NDX

• 1D: 0.25%
• 1M: -5.54%
• 6M: 13.85%
• YTD: 16.57%
• 1Y: 26.27%
• 3Y*: 21.81%
• 5Y*: 14.77%
• 10Y*: 19.41%
• ALL TIME*: 16.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNA.AS vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025
EUNA.AS iShares STOXX Europe 50 UCITS ETF	0.00%	0.00%
^NDX NASDAQ 100 Index	16.57%	0.47%

Return for Risk

EUNA.AS vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNA.AS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^NDX

^NDX Risk / Return Rank: 51
^NDX Sharpe Ratio Rank: 46
^NDX Sortino Ratio Rank: 44
^NDX Omega Ratio Rank: 47
^NDX Calmar Ratio Rank: 60
^NDX Martin Ratio Rank: 59

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.

EUNA.AS vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUNA.AS) and NASDAQ 100 Index (^NDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EUNA.AS	^NDX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.43	—
Sortino ratio: Return per unit of downside risk	—	1.92	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	2.36	—
Martin ratio: Return relative to average drawdown	—	7.04	—

Drawdowns

Drawdown Indicators

	EUNA.AS	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	—	-46.44%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.19%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.53%	—
Current Drawdown Current decline from peak	—	-5.66%	—
Average Drawdown Average peak-to-trough decline	—	-8.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.74%	—

Volatility

Volatility by Period

	EUNA.AS	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.48%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.58%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.99%	—