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EUNN.DE vs. AW15.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. AW15.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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, EUNN.DE achieves a 16.53% return, which is significantly higher than AW15.DE's 8.65% return.


EUNN.DE

1D
-0.27%
1M
3.50%
YTD
16.53%
6M
16.81%
1Y
31.22%
3Y*
15.47%
5Y*
9.85%
10Y*
9.05%

AW15.DE

1D
-1.40%
1M
0.24%
YTD
8.65%
6M
7.80%
1Y
22.36%
3Y*
6.95%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. AW15.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
16.53%13.46%12.90%15.16%-11.47%2.48%
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
8.65%10.45%2.67%12.34%-19.88%2.52%

Correlation

The correlation between EUNN.DE and AW15.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.92

The correlation between EUNN.DE and AW15.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

EUNN.DE vs. AW15.DE — Risk / Return Rank

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

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
Martin Ratio Rank

AW15.DE
AW15.DE Risk / Return Rank: 3535
Overall Rank
AW15.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 3939
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.

EUNN.DE vs. AW15.DE - 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 UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


EUNN.DEAW15.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

3.14

1.87

+1.26

Martin ratioReturn relative to average drawdown

10.51

6.07

+4.44

EUNN.DE vs. AW15.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.67, which is higher than the AW15.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of EUNN.DE and AW15.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


EUNN.DEAW15.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.11

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.19

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.15

+0.38

Drawdowns

EUNN.DE vs. AW15.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.55%, which is greater than AW15.DE's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and AW15.DE.


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Drawdown Indicators


EUNN.DEAW15.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-27.14%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-11.48%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-17.61%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-27.14%

+7.73%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-0.27%

-1.40%

+1.13%

Average Drawdown

Average peak-to-trough decline

-6.85%

-12.19%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.55%

-0.69%

Volatility

EUNN.DE vs. AW15.DE - Volatility Comparison

The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) has a volatility of 4.43%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than AW15.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNN.DEAW15.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

4.43%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

15.05%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

19.33%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.47%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.42%

-0.34%

EUNN.DE vs. AW15.DE - Expense Ratio Comparison

Both EUNN.DE and AW15.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUNN.DE vs. AW15.DE - Dividend Comparison

Neither EUNN.DE nor AW15.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNN.DE and AW15.DE have a correlation of 0.87, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE and AW15.DE have the same expense ratio: 0.12% per year.

EUNN.DE tracks MSCI Japan IMI, while AW15.DE tracks MSCI Japan Climate Paris Aligned. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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