EUNN.DE vs. ^N225
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) is Japan Equities fund tracking the MSCI Japan IMI, while ^N225 (Nikkei 225) is an index. Over the past 10 years, EUNN.DE returned 9.52%/yr vs 10.83%/yr for ^N225. At a 0.42 correlation, their price movements are largely independent.
Performance
EUNN.DE vs. ^N225 - Performance Comparison
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Different Trading Currencies
EUNN.DE is traded in EUR, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUNN.DE achieves a 19.71% return, which is significantly lower than ^N225's 37.44% return. Over the past 10 years, EUNN.DE has underperformed ^N225 with an annualized return of 9.52%, while ^N225 has yielded a comparatively higher 10.83% annualized return.
EUNN.DE
- 1D
- 0.54%
- 1M
- 3.39%
- YTD
- 19.71%
- 6M
- 19.97%
- 1Y
- 37.65%
- 3Y*
- 17.53%
- 5Y*
- 10.23%
- 10Y*
- 9.52%
^N225
- 1D
- 0.00%
- 1M
- 7.32%
- YTD
- 37.44%
- 6M
- 37.08%
- 1Y
- 63.62%
- 3Y*
- 22.24%
- 5Y*
- 11.36%
- 10Y*
- 10.83%
EUNN.DE vs. ^N225 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 19.71% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
^N225 Nikkei 225 | 37.44% | 12.07% | 13.69% | 15.63% | -15.84% | 2.21% | 11.41% | 22.37% | -5.83% | 8.44% |
Correlation
The correlation between EUNN.DE and ^N225 is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2009 | 0.42 |
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Return for Risk
EUNN.DE vs. ^N225 — Risk / Return Rank
EUNN.DE
^N225
EUNN.DE vs. ^N225 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Nikkei 225 (^N225). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUNN.DE | ^N225 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 4.99 | -1.08 |
| Martin ratioReturn relative to average drawdown | 13.04 | 14.91 | -1.87 |
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Drawdowns
EUNN.DE vs. ^N225 - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum ^N225 drawdown of -46.14%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and ^N225.
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Drawdown Indicators
| EUNN.DE | ^N225 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -46.14% | +17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -12.80% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -23.03% | +7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -23.37% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -30.08% | +1.52% |
Current DrawdownCurrent decline from peak | -2.49% | -3.93% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -11.26% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.20% | -1.32% |
Volatility
EUNN.DE vs. ^N225 - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 5.61%, while Nikkei 225 (^N225) has a volatility of 9.45%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNN.DE | ^N225 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 9.45% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 20.99% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 25.44% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 23.04% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 20.85% | -4.75% |
Frequently Asked Questions
EUNN.DE and ^N225 have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EUNN.DE and ^N225
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