EUNN.DE vs. SXRV.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.05%/yr vs 21.24%/yr for SXRV.DE. A 0.56 correlation means they provide meaningful diversification when combined. EUNN.DE charges 0.12%/yr vs 0.36%/yr for SXRV.DE.
Performance
EUNN.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.53% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EUNN.DE has underperformed SXRV.DE with an annualized return of 9.05%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EUNN.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between EUNN.DE and SXRV.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.56 |
The correlation between EUNN.DE and SXRV.DE shifts across timeframes, from 0.46 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUNN.DE vs. SXRV.DE — Risk / Return Rank
EUNN.DE
SXRV.DE
EUNN.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.75 | -0.62 |
| Martin ratioReturn relative to average drawdown | 10.51 | 11.16 | -0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUNN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.40 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.07 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.91 | -0.37 |
Drawdowns
EUNN.DE vs. SXRV.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| EUNN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -32.80% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.03% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -26.69% | +10.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -31.33% | +11.92% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -31.33% | +2.78% |
Current DrawdownCurrent decline from peak | -0.27% | -0.83% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -6.56% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.38% | -0.52% |
Volatility
EUNN.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUNN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 4.26% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 10.98% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 15.67% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 19.84% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 19.65% | -3.57% |
EUNN.DE vs. SXRV.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EUNN.DE vs. SXRV.DE - Dividend Comparison
Neither EUNN.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and SXRV.DE have a correlation of 0.46, 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 0.36% for SXRV.DE.
EUNN.DE is categorized as Japan Equities, while SXRV.DE is Nasdaq-100. EUNN.DE tracks MSCI Japan IMI, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for EUNN.DE and 0.36% for SXRV.DE.
Find the right allocation for EUNN.DE and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer