EUNN.DE vs. XDEW.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, EUNN.DE returned 8.53%/yr vs 11.04%/yr for XDEW.DE. A 0.63 correlation means they provide meaningful diversification when combined. EUNN.DE charges 0.12%/yr vs 0.20%/yr for XDEW.DE.
Performance
EUNN.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EUNN.DE having a 15.08% return and XDEW.DE slightly lower at 14.50%. Over the past 10 years, EUNN.DE has underperformed XDEW.DE with an annualized return of 8.53%, while XDEW.DE has yielded a comparatively higher 11.04% annualized return.
EUNN.DE
- 1D
- -2.52%
- 1M
- -5.18%
- 6M
- 8.06%
- YTD
- 15.08%
- 1Y
- 32.94%
- 3Y*
- 15.60%
- 5Y*
- 9.33%
- 10Y*
- 8.53%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.42%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 20.12%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
EUNN.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 15.08% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between EUNN.DE and XDEW.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.63 |
The correlation between EUNN.DE and XDEW.DE shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNN.DE vs. XDEW.DE — Risk / Return Rank
EUNN.DE
XDEW.DE
EUNN.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.91 | -0.64 |
| Martin ratioReturn relative to average drawdown | 10.78 | 12.05 | -1.27 |
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Drawdowns
EUNN.DE vs. XDEW.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and XDEW.DE.
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Drawdown Indicators
| EUNN.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -38.79% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -5.06% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -22.70% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -22.70% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -38.79% | +10.23% |
Current DrawdownCurrent decline from peak | -6.26% | -0.61% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -5.33% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.65% | +1.26% |
Volatility
EUNN.DE vs. XDEW.DE - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 6.29% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 2.81% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.79% | 6.82% | +8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 10.43% | +8.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 14.90% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 16.80% | -0.66% |
EUNN.DE vs. XDEW.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither EUNN.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and XDEW.DE have a correlation of 0.47, 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 0.20% for XDEW.DE.
EUNN.DE is categorized as Japan Equities, while XDEW.DE is S&P 500. EUNN.DE tracks MSCI Japan IMI, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for EUNN.DE and 0.20% for XDEW.DE.
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