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EUNY.DE vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. EWP - 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 MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUNY.DE achieves a 11.46% return, which is significantly higher than EWP's 7.04% return. Over the past 10 years, EUNY.DE has underperformed EWP with an annualized return of 7.14%, while EWP has yielded a comparatively higher 11.22% annualized return.


EUNY.DE

1D
-0.55%
1M
-2.33%
YTD
11.46%
6M
12.72%
1Y
25.16%
3Y*
17.26%
5Y*
5.28%
10Y*
7.14%

EWP

1D
-0.34%
1M
1.16%
YTD
7.04%
6M
10.81%
1Y
31.51%
3Y*
27.83%
5Y*
18.02%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
11.46%13.97%12.39%15.37%-26.13%19.99%-11.70%18.31%-1.55%10.49%
EWP
iShares MSCI Spain ETF
7.04%56.90%12.68%26.35%0.70%7.75%-11.86%14.46%-11.35%11.38%

Correlation

The correlation between EUNY.DE and EWP is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.34

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

0.34

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2012

0.41

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Return for Risk

EUNY.DE vs. EWP — 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: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 5959
Overall Rank
EWP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5656
Sortino Ratio Rank
EWP Omega Ratio Rank: 5555
Omega Ratio Rank
EWP Calmar Ratio Rank: 6565
Calmar Ratio Rank
EWP Martin Ratio Rank: 6363
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. EWP - 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 MSCI Spain ETF (EWP). 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.DEEWPDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

6.17

3.32

+2.85

Martin ratioReturn relative to average drawdown

16.86

12.40

+4.46

EUNY.DE vs. EWP - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 2.13, which is comparable to the EWP Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of EUNY.DE and EWP, 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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Sharpe Ratios by Period


EUNY.DEEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.90

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.05

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.55

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.20

+0.02

Drawdowns

EUNY.DE vs. EWP - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, smaller than the maximum EWP drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and EWP.


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Drawdown Indicators


EUNY.DEEWPDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-54.88%

+14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-9.54%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-13.29%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-17.81%

-13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-42.07%

+5.78%

Current Drawdown

Current decline from peak

-2.82%

-1.16%

-1.66%

Average Drawdown

Average peak-to-trough decline

-12.34%

-16.44%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.56%

-1.05%

Volatility

EUNY.DE vs. EWP - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.52% compared to iShares MSCI Spain ETF (EWP) at 4.15%. This indicates that EUNY.DE's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.15%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

13.94%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

16.73%

-4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

17.22%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

20.43%

-3.70%

EUNY.DE vs. EWP - Expense Ratio Comparison

EUNY.DE has a 0.65% expense ratio, which is higher than EWP's 0.50% expense ratio.


Dividends

EUNY.DE vs. EWP - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, more than EWP's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
EWP
iShares MSCI Spain ETF
2.16%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Frequently Asked Questions


EUNY.DE and EWP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EWP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWP is cheaper with a 0.50% expense ratio, compared with 0.65% for EUNY.DE.

EUNY.DE is categorized as Emerging Markets Equities, while EWP is Europe Equities. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while EWP tracks MSCI Spain Index. Their fees differ too: 0.65% for EUNY.DE and 0.50% for EWP.

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