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EUNN.DE vs. NS4E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. NS4E.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 Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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 19.15% return, which is significantly lower than NS4E.DE's 20.29% return. Over the past 10 years, EUNN.DE has underperformed NS4E.DE with an annualized return of 8.89%, while NS4E.DE has yielded a comparatively higher 14.29% annualized return.


EUNN.DE

1D
-0.89%
1M
1.40%
6M
13.09%
YTD
19.15%
1Y
37.78%
3Y*
17.45%
5Y*
10.10%
10Y*
8.89%

NS4E.DE

1D
-1.03%
1M
1.65%
6M
13.30%
YTD
20.29%
1Y
47.35%
3Y*
26.88%
5Y*
20.14%
10Y*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. NS4E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
19.15%13.46%12.91%15.16%-11.48%9.24%4.12%22.22%-10.32%10.42%
NS4E.DE
Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)
20.29%27.33%22.81%33.35%-4.26%10.90%7.50%17.31%-17.52%19.58%

Correlation

The correlation between EUNN.DE and NS4E.DE is 0.92, 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

0.92

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

0.86

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2015

0.84

The correlation between EUNN.DE and NS4E.DE shifts across timeframes, from 0.81 (5 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNN.DE vs. NS4E.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: 8181
Overall Rank
EUNN.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 8383
Martin Ratio Rank

NS4E.DE
NS4E.DE Risk / Return Rank: 9090
Overall Rank
NS4E.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NS4E.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
NS4E.DE Omega Ratio Rank: 8888
Omega Ratio Rank
NS4E.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
NS4E.DE Martin Ratio Rank: 9191
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. NS4E.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 Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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.

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.DENS4E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

3.92

4.91

-0.99

Martin ratioReturn relative to average drawdown

13.10

16.90

-3.80

EUNN.DE vs. NS4E.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.99, which is comparable to the NS4E.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EUNN.DE and NS4E.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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Drawdowns

EUNN.DE vs. NS4E.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum NS4E.DE drawdown of -35.32%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and NS4E.DE.


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Drawdown Indicators


EUNN.DENS4E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.56%

-35.32%

+6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-9.59%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-20.96%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-20.96%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

-35.32%

+6.76%

Current Drawdown

Current decline from peak

-2.95%

-2.02%

-0.93%

Average Drawdown

Average peak-to-trough decline

-6.83%

-8.00%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.79%

+0.09%

Volatility

EUNN.DE vs. NS4E.DE - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.DE) have volatilities of 6.09% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNN.DENS4E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

5.89%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

15.50%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

19.46%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

18.19%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

18.19%

-2.07%

EUNN.DE vs. NS4E.DE - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than NS4E.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNN.DE vs. NS4E.DE - Dividend Comparison

Neither EUNN.DE nor NS4E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, EUNN.DE and NS4E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.19% for NS4E.DE.

EUNN.DE tracks MSCI Japan IMI, while NS4E.DE tracks JPX-Nikkei Index 400. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for EUNN.DE and 0.19% for NS4E.DE.

Portfolio Optimizer

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