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EUNK.DE vs. ETSZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNK.DE vs. ETSZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EUNK.DE having a 7.32% return and ETSZ.DE slightly lower at 7.24%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: EUNK.DE at 9.16% and ETSZ.DE at 9.16%.


EUNK.DE

1D
0.60%
1M
1.11%
YTD
7.32%
6M
9.84%
1Y
15.90%
3Y*
13.70%
5Y*
9.96%
10Y*
9.16%

ETSZ.DE

1D
0.59%
1M
0.81%
YTD
7.24%
6M
9.81%
1Y
15.98%
3Y*
13.72%
5Y*
9.62%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNK.DE vs. ETSZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNK.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
7.32%20.34%8.22%15.78%-9.07%24.95%-3.14%27.85%-10.93%10.51%
ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
7.24%20.43%8.21%15.61%-10.31%24.89%-1.49%28.86%-11.18%10.63%

Correlation

The correlation between EUNK.DE and ETSZ.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

0.98

The correlation between EUNK.DE and ETSZ.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

EUNK.DE vs. ETSZ.DE — Risk / Return Rank

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

EUNK.DE
EUNK.DE Risk / Return Rank: 3636
Overall Rank
EUNK.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUNK.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EUNK.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EUNK.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUNK.DE Martin Ratio Rank: 4040
Martin Ratio Rank

ETSZ.DE
ETSZ.DE Risk / Return Rank: 3737
Overall Rank
ETSZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ETSZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
ETSZ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
ETSZ.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
ETSZ.DE Martin Ratio Rank: 4141
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.

EUNK.DE vs. ETSZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.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.


EUNK.DEETSZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.69

1.72

-0.03

Martin ratioReturn relative to average drawdown

6.26

6.45

-0.19

EUNK.DE vs. ETSZ.DE - Sharpe Ratio Comparison

The current EUNK.DE Sharpe Ratio is 1.25, which is comparable to the ETSZ.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EUNK.DE and ETSZ.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.


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Sharpe Ratios by Period


EUNK.DEETSZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.26

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.66

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.59

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.52

0.00

Drawdowns

EUNK.DE vs. ETSZ.DE - Drawdown Comparison

The maximum EUNK.DE drawdown since its inception was -35.45%, roughly equal to the maximum ETSZ.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for EUNK.DE and ETSZ.DE.


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Drawdown Indicators


EUNK.DEETSZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.45%

-35.51%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.52%

-9.39%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-16.35%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-20.55%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

-35.51%

+0.06%

Current Drawdown

Current decline from peak

-1.68%

-1.70%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.31%

-5.41%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.51%

+0.06%

Volatility

EUNK.DE vs. ETSZ.DE - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) have volatilities of 4.33% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNK.DEETSZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.34%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

10.64%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

12.84%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.39%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

15.54%

-0.05%

EUNK.DE vs. ETSZ.DE - Expense Ratio Comparison

EUNK.DE has a 0.12% expense ratio, which is lower than ETSZ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNK.DE vs. ETSZ.DE - Dividend Comparison

Neither EUNK.DE nor ETSZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, EUNK.DE and ETSZ.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, EUNK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNK.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for ETSZ.DE.

EUNK.DE tracks MSCI Europe, while ETSZ.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.12% for EUNK.DE and 0.20% for ETSZ.DE.

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