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

Performance

EUNM.DE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNM.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNM.DE achieves a 29.28% return, which is significantly higher than VXUS's 15.62% return. Over the past 10 years, EUNM.DE has outperformed VXUS with an annualized return of 10.15%, while VXUS has yielded a comparatively lower 9.52% annualized return.


EUNM.DE

1D
-1.02%
1M
9.85%
YTD
29.28%
6M
31.52%
1Y
53.48%
3Y*
21.35%
5Y*
8.76%
10Y*
10.15%

VXUS

1D
-0.77%
1M
5.43%
YTD
15.62%
6M
17.56%
1Y
29.38%
3Y*
16.14%
5Y*
9.48%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNM.DE vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
29.28%19.18%14.09%5.71%-14.47%4.68%6.84%20.91%-10.84%19.89%
VXUS
Vanguard Total International Stock ETF
15.62%16.64%12.01%12.39%-10.88%17.14%1.54%24.50%-10.41%11.79%

Correlation

The correlation between EUNM.DE and VXUS is 0.69, 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

0.69

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

0.68

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

0.67

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2011

0.69

The correlation between EUNM.DE and VXUS has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

EUNM.DE vs. VXUS — 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: 8787
Overall Rank
EUNM.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 8686
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Vanguard Total International Stock ETF (VXUS). 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.DEVXUSDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.54

1.42

+0.12

Calmar ratioReturn relative to maximum drawdown

5.09

3.16

+1.92

Martin ratioReturn relative to average drawdown

18.42

13.29

+5.13

EUNM.DE vs. VXUS - Sharpe Ratio Comparison

The current EUNM.DE Sharpe Ratio is 3.01, which is higher than the VXUS Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EUNM.DE and VXUS, 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.DEVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.01

2.20

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Drawdowns

EUNM.DE vs. VXUS - Drawdown Comparison

The maximum EUNM.DE drawdown since its inception was -35.91%, which is greater than VXUS's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for EUNM.DE and VXUS.


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Drawdown Indicators


EUNM.DEVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-33.67%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-9.33%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-16.06%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-16.80%

-6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-31.86%

-33.67%

+1.81%

Current Drawdown

Current decline from peak

-1.02%

-0.77%

-0.25%

Average Drawdown

Average peak-to-trough decline

-10.55%

-5.65%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.22%

+0.68%

Volatility

EUNM.DE vs. VXUS - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a higher volatility of 7.33% compared to Vanguard Total International Stock ETF (VXUS) at 4.73%. This indicates that EUNM.DE's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNM.DEVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

4.73%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

11.29%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

13.41%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

13.70%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

16.01%

+2.18%

EUNM.DE vs. VXUS - Expense Ratio Comparison

EUNM.DE has a 0.18% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNM.DE vs. VXUS - Dividend Comparison

EUNM.DE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM20252024202320222021202020192018201720162015
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


EUNM.DE and VXUS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.18% for EUNM.DE.

EUNM.DE is categorized as Emerging Markets Equities, while VXUS is Global Equities. EUNM.DE tracks MSCI Emerging Markets, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for EUNM.DE and 0.05% for VXUS.

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