EUNL.DE vs. VVSM.DE
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and VanEck Semiconductor UCITS ETF (VVSM.DE).
EUNL.DE and VVSM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. VVSM.DE is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 10% Capped ESG Index. It was launched on Dec 1, 2020. Both EUNL.DE and VVSM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNL.DE or VVSM.DE.
Performance
EUNL.DE vs. VVSM.DE - Performance Comparison
Returns By Period
In the year-to-date period, EUNL.DE achieves a 24.48% return, which is significantly lower than VVSM.DE's 26.38% return.
EUNL.DE
24.48%
2.27%
10.68%
30.76%
13.06%
11.63%
VVSM.DE
26.38%
-2.32%
-1.25%
38.44%
N/A
N/A
Key characteristics
| EUNL.DE | VVSM.DE | |
|---|---|---|
| Sharpe Ratio | 2.71 | 1.24 |
| Sortino Ratio | 3.63 | 1.72 |
| Omega Ratio | 1.56 | 1.23 |
| Calmar Ratio | 3.63 | 1.47 |
| Martin Ratio | 17.45 | 3.75 |
| Ulcer Index | 1.69% | 9.94% |
| Daily Std Dev | 10.89% | 29.89% |
| Max Drawdown | -33.63% | -44.53% |
| Current Drawdown | -1.09% | -14.76% |
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EUNL.DE vs. VVSM.DE - Expense Ratio Comparison
EUNL.DE has a 0.20% expense ratio, which is lower than VVSM.DE's 0.35% expense ratio.
Correlation
The correlation between EUNL.DE and VVSM.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EUNL.DE vs. VVSM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and VanEck Semiconductor UCITS ETF (VVSM.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.
Dividends
EUNL.DE vs. VVSM.DE - Dividend Comparison
Neither EUNL.DE nor VVSM.DE has paid dividends to shareholders.
Drawdowns
EUNL.DE vs. VVSM.DE - Drawdown Comparison
The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum VVSM.DE drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and VVSM.DE. For additional features, visit the drawdowns tool.
Volatility
EUNL.DE vs. VVSM.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.35%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 8.00%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than VVSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.