EUNN.DE vs. IUS4.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - EUNN.DE tracks the MSCI Japan IMI while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.05%/yr vs 7.46%/yr for IUS4.DE. Their correlation of 0.87 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.58%/yr for IUS4.DE.
Performance
EUNN.DE vs. IUS4.DE - Performance Comparison
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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 IUS4.DE's 14.74% return. Over the past 10 years, EUNN.DE has outperformed IUS4.DE with an annualized return of 9.05%, while IUS4.DE has yielded a comparatively lower 7.46% annualized 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%
IUS4.DE
- 1D
- 0.43%
- 1M
- 4.46%
- YTD
- 14.74%
- 6M
- 15.83%
- 1Y
- 27.46%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
EUNN.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 9.42% | -7.69% | 5.35% | -2.06% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between EUNN.DE and IUS4.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.87 |
The correlation between EUNN.DE and IUS4.DE has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. IUS4.DE — Risk / Return Rank
EUNN.DE
IUS4.DE
EUNN.DE vs. IUS4.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 iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.67 | +0.47 |
| Martin ratioReturn relative to average drawdown | 10.51 | 9.26 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNN.DE | IUS4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.69 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.55 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.47 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.56 | -0.02 |
Drawdowns
EUNN.DE vs. IUS4.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum IUS4.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and IUS4.DE.
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Drawdown Indicators
| EUNN.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -32.63% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.12% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -12.92% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -21.47% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -32.63% | +4.08% |
Current DrawdownCurrent decline from peak | -0.27% | -0.73% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -6.41% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.92% | -0.06% |
Volatility
EUNN.DE vs. IUS4.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) has a volatility of 3.47%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than IUS4.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.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.47% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 13.58% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 15.94% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 14.91% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.94% | +0.14% |
EUNN.DE vs. IUS4.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
EUNN.DE vs. IUS4.DE - Dividend Comparison
EUNN.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
Frequently Asked Questions
EUNN.DE and IUS4.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.58% for IUS4.DE.
EUNN.DE tracks MSCI Japan IMI, while IUS4.DE tracks MSCI Japan Small Cap. Their fees differ too: 0.12% for EUNN.DE and 0.58% for IUS4.DE.
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