EUNN.DE vs. WTDX.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - EUNN.DE tracks the MSCI Japan IMI while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.05%/yr vs 17.65%/yr for WTDX.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.48%/yr for WTDX.DE.
Performance
EUNN.DE vs. WTDX.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 lower than WTDX.DE's 21.75% return. Over the past 10 years, EUNN.DE has underperformed WTDX.DE with an annualized return of 9.05%, while WTDX.DE has yielded a comparatively higher 17.65% 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
EUNN.DE vs. WTDX.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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between EUNN.DE and WTDX.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.81 |
The correlation between EUNN.DE and WTDX.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. WTDX.DE — Risk / Return Rank
EUNN.DE
WTDX.DE
EUNN.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 6.61 | -3.48 |
| Martin ratioReturn relative to average drawdown | 10.51 | 22.15 | -11.64 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.79 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.37 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.88 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.06 |
Drawdowns
EUNN.DE vs. WTDX.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and WTDX.DE.
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Drawdown Indicators
| EUNN.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -34.50% | +5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -8.09% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -23.63% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -23.63% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -32.85% | +4.30% |
Current DrawdownCurrent decline from peak | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.95% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.42% | +0.44% |
Volatility
EUNN.DE vs. WTDX.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.75% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 14.17% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 19.25% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 19.43% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 20.00% | -3.92% |
EUNN.DE vs. WTDX.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
EUNN.DE vs. WTDX.DE - Dividend Comparison
EUNN.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.
| 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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
EUNN.DE and WTDX.DE have a correlation of 0.82, 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 0.48% for WTDX.DE.
EUNN.DE tracks MSCI Japan IMI, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for EUNN.DE and 0.48% for WTDX.DE.
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