PortfoliosLab logoPortfoliosLab logo
EUNJ.DE vs. DX2S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNJ.DE vs. DX2S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EUNJ.DE having a 8.50% return and DX2S.DE slightly higher at 8.70%. Over the past 10 years, EUNJ.DE has underperformed DX2S.DE with an annualized return of 7.05%, while DX2S.DE has yielded a comparatively higher 7.90% annualized return.


EUNJ.DE

1D
-0.88%
1M
-2.02%
YTD
8.50%
6M
9.74%
1Y
12.72%
3Y*
9.84%
5Y*
5.36%
10Y*
7.05%

DX2S.DE

1D
-0.78%
1M
-2.13%
YTD
8.70%
6M
10.35%
1Y
12.57%
3Y*
9.46%
5Y*
6.26%
10Y*
7.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNJ.DE vs. DX2S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
8.50%6.56%11.50%1.85%-1.18%12.54%-3.43%21.23%-6.37%10.31%
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
8.70%4.55%8.00%7.90%-3.18%19.42%0.73%25.78%-8.43%5.76%

Correlation

The correlation between EUNJ.DE and DX2S.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.93

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2009

0.92

The correlation between EUNJ.DE and DX2S.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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

EUNJ.DE vs. DX2S.DE — Risk / Return Rank

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

EUNJ.DE
EUNJ.DE Risk / Return Rank: 3636
Overall Rank
EUNJ.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EUNJ.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EUNJ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EUNJ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EUNJ.DE Martin Ratio Rank: 4040
Martin Ratio Rank

DX2S.DE
DX2S.DE Risk / Return Rank: 2828
Overall Rank
DX2S.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DX2S.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DX2S.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DX2S.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DX2S.DE Martin Ratio Rank: 3131
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.

EUNJ.DE vs. DX2S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.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.


EUNJ.DEDX2S.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

2.14

1.53

+0.61

Martin ratioReturn relative to average drawdown

6.18

4.54

+1.64

EUNJ.DE vs. DX2S.DE - Sharpe Ratio Comparison

The current EUNJ.DE Sharpe Ratio is 1.14, which is comparable to the DX2S.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of EUNJ.DE and DX2S.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


EUNJ.DEDX2S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.94

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.37

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.41

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Drawdowns

EUNJ.DE vs. DX2S.DE - Drawdown Comparison

The maximum EUNJ.DE drawdown since its inception was -36.95%, smaller than the maximum DX2S.DE drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for EUNJ.DE and DX2S.DE.


Loading charts...

Drawdown Indicators


EUNJ.DEDX2S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-55.30%

+18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-8.41%

+2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.39%

-23.42%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-23.42%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-43.65%

+6.70%

Current Drawdown

Current decline from peak

-2.02%

-2.77%

+0.75%

Average Drawdown

Average peak-to-trough decline

-6.94%

-9.14%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.84%

-0.71%

Volatility

EUNJ.DE vs. DX2S.DE - Volatility Comparison

The current volatility for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) is 3.04%, while Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) has a volatility of 4.24%. This indicates that EUNJ.DE experiences smaller price fluctuations and is considered to be less risky than DX2S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUNJ.DEDX2S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

4.24%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

10.89%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

13.68%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

16.90%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

19.26%

-2.72%

EUNJ.DE vs. DX2S.DE - Expense Ratio Comparison

EUNJ.DE has a 0.60% expense ratio, which is higher than DX2S.DE's 0.50% expense ratio.


Dividends

EUNJ.DE vs. DX2S.DE - Dividend Comparison

EUNJ.DE's dividend yield for the trailing twelve months is around 2.46%, less than DX2S.DE's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
2.52%2.75%3.13%3.81%5.44%2.05%5.01%3.62%3.60%3.63%4.04%0.00%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.46%2.95%3.35%3.56%3.92%2.79%2.64%3.52%3.78%3.41%3.31%3.34%

Frequently Asked Questions


With a correlation of 0.92, EUNJ.DE and DX2S.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DX2S.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2S.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for EUNJ.DE.

EUNJ.DE tracks MSCI Pacific ex Japan, while DX2S.DE tracks S&P/ASX 200. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.60% for EUNJ.DE and 0.50% for DX2S.DE.

Portfolio Optimizer

Find the right allocation for EUNJ.DE and DX2S.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