PortfoliosLab logoPortfoliosLab logo
EUNY.DE vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EUNY.DE is traded in EUR, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EUNY.DE having a 10.09% return and DGRO slightly higher at 10.47%. Over the past 10 years, EUNY.DE has underperformed DGRO with an annualized return of 7.02%, while DGRO has yielded a comparatively higher 12.98% annualized return.


EUNY.DE

1D
0.82%
1M
-3.54%
YTD
10.09%
6M
11.35%
1Y
23.68%
3Y*
16.16%
5Y*
4.88%
10Y*
7.02%

DGRO

1D
-0.41%
1M
4.91%
YTD
10.47%
6M
10.25%
1Y
20.42%
3Y*
13.94%
5Y*
11.85%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
10.09%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%
DGRO
iShares Core Dividend Growth ETF
10.47%1.96%24.32%7.16%-2.20%36.12%0.47%32.80%2.20%7.88%

Correlation

The correlation between EUNY.DE and DGRO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.28

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

0.29

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.42

The correlation between EUNY.DE and DGRO shifts across timeframes, from 0.28 (3 years) to 0.42 (all time), 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

EUNY.DE vs. DGRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNY.DE
EUNY.DE Risk / Return Rank: 7373
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8383
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
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.

EUNY.DE vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and iShares Core Dividend Growth ETF (DGRO). 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.


EUNY.DEDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

4.87

3.96

+0.91

Martin ratioReturn relative to average drawdown

14.81

13.95

+0.87

EUNY.DE vs. DGRO - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 1.91, which is comparable to the DGRO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EUNY.DE and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EUNY.DEDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.05

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.85

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.75

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.79

-0.65

Drawdowns

EUNY.DE vs. DGRO - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -50.11%, which is greater than DGRO's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and DGRO.


Loading charts...

Drawdown Indicators


EUNY.DEDGRODifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-34.35%

-15.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-5.18%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-19.19%

+3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-19.19%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-34.35%

-1.94%

Current Drawdown

Current decline from peak

-3.99%

-0.41%

-3.58%

Average Drawdown

Average peak-to-trough decline

-20.36%

-4.31%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.47%

+0.10%

Volatility

EUNY.DE vs. DGRO - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.74% compared to iShares Core Dividend Growth ETF (DGRO) at 2.31%. This indicates that EUNY.DE's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUNY.DEDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

2.31%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

7.27%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

10.04%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

13.94%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

17.32%

-0.59%

EUNY.DE vs. DGRO - Expense Ratio Comparison

EUNY.DE has a 0.65% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

EUNY.DE vs. DGRO - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.39%, more than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.39%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%

Frequently Asked Questions


EUNY.DE and DGRO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.65% for EUNY.DE.

EUNY.DE is categorized as Emerging Markets Equities, while DGRO is Large Cap Growth Equities. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.65% for EUNY.DE and 0.08% for DGRO.

Portfolio Optimizer

Find the right allocation for EUNY.DE and DGRO

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