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EUNM.DE vs. AYEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNM.DE vs. AYEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNM.DE achieves a 27.21% return, which is significantly higher than AYEW.DE's 24.61% return.


EUNM.DE

1D
-1.60%
1M
3.61%
YTD
27.21%
6M
27.83%
1Y
48.65%
3Y*
20.75%
5Y*
8.41%
10Y*
9.83%

AYEW.DE

1D
-1.67%
1M
13.12%
YTD
24.61%
6M
22.76%
1Y
44.30%
3Y*
27.99%
5Y*
21.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNM.DE vs. AYEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
27.21%19.18%14.09%5.71%-14.47%4.68%6.84%8.74%
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
24.61%9.65%33.73%55.77%-29.69%41.89%30.99%12.00%

Correlation

The correlation between EUNM.DE and AYEW.DE is 0.70, 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

0.70

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

0.59

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.61

The correlation between EUNM.DE and AYEW.DE shifts across timeframes, from 0.58 (5 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNM.DE vs. AYEW.DE — Risk / Return Rank

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

EUNM.DE
EUNM.DE Risk / Return Rank: 8585
Overall Rank
EUNM.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 8484
Martin Ratio Rank

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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.

EUNM.DE vs. AYEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.


EUNM.DEAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

4.72

3.01

+1.71

Martin ratioReturn relative to average drawdown

17.07

8.00

+9.07

EUNM.DE vs. AYEW.DE - Sharpe Ratio Comparison

The current EUNM.DE Sharpe Ratio is 2.78, which is comparable to the AYEW.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EUNM.DE and AYEW.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


EUNM.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.26

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.93

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.02

-0.63

Drawdowns

EUNM.DE vs. AYEW.DE - Drawdown Comparison

The maximum EUNM.DE drawdown since its inception was -35.91%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for EUNM.DE and AYEW.DE.


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Drawdown Indicators


EUNM.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-31.36%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-14.98%

+4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-29.01%

+10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-30.10%

+6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.86%

Current Drawdown

Current decline from peak

-2.61%

-2.13%

-0.48%

Average Drawdown

Average peak-to-trough decline

-10.55%

-7.74%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

5.64%

-2.74%

Volatility

EUNM.DE vs. AYEW.DE - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a higher volatility of 7.30% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that EUNM.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNM.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

6.77%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

14.89%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

19.98%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

22.77%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

23.48%

-5.29%

EUNM.DE vs. AYEW.DE - Expense Ratio Comparison

Both EUNM.DE and AYEW.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUNM.DE vs. AYEW.DE - Dividend Comparison

EUNM.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.25%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNM.DE and AYEW.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNM.DE and AYEW.DE have the same expense ratio: 0.18% per year.

EUNM.DE is categorized as Emerging Markets Equities, while AYEW.DE is Technology Equities. EUNM.DE tracks MSCI Emerging Markets, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped.

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