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EUNY.DE vs. IBC4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. IBC4.DE - 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 South Africa UCITS ETF USD (Acc) (IBC4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNY.DE achieves a 12.05% return, which is significantly higher than IBC4.DE's -3.99% return. Both investments have delivered pretty close results over the past 10 years, with EUNY.DE having a 6.07% annualized return and IBC4.DE not far ahead at 6.15%.


EUNY.DE

1D
-0.12%
1M
-1.42%
6M
6.09%
YTD
12.05%
1Y
23.93%
3Y*
17.79%
5Y*
5.47%
10Y*
6.07%

IBC4.DE

1D
-0.44%
1M
-4.78%
6M
-10.04%
YTD
-3.99%
1Y
32.48%
3Y*
20.61%
5Y*
11.27%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. IBC4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
12.05%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%
IBC4.DE
iShares MSCI South Africa UCITS ETF USD (Acc)
-3.99%57.35%14.83%-3.10%1.72%12.68%-11.83%12.46%-21.79%19.74%

Correlation

The correlation between EUNY.DE and IBC4.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.58

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2011

0.68

The correlation between EUNY.DE and IBC4.DE shifts across timeframes, from 0.57 (5 years) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNY.DE vs. IBC4.DE — 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: 7878
Overall Rank
EUNY.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8080
Martin Ratio Rank

IBC4.DE
IBC4.DE Risk / Return Rank: 3333
Overall Rank
IBC4.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBC4.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBC4.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IBC4.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IBC4.DE Martin Ratio Rank: 2929
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. IBC4.DE - 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 South Africa UCITS ETF USD (Acc) (IBC4.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.


EUNY.DEIBC4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

4.41

1.50

+2.91

Martin ratioReturn relative to average drawdown

12.29

3.32

+8.97

EUNY.DE vs. IBC4.DE - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 1.91, which is higher than the IBC4.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EUNY.DE and IBC4.DE, 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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Drawdowns

EUNY.DE vs. IBC4.DE - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -50.11%, smaller than the maximum IBC4.DE drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and IBC4.DE.


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Drawdown Indicators


EUNY.DEIBC4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-55.48%

+5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-21.54%

+16.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-21.54%

+5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-29.74%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-55.48%

+19.19%

Current Drawdown

Current decline from peak

-2.29%

-18.30%

+16.01%

Average Drawdown

Average peak-to-trough decline

-20.25%

-17.45%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

9.75%

-7.81%

Volatility

EUNY.DE vs. IBC4.DE - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 3.14%, while iShares MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE) has a volatility of 6.61%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky than IBC4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEIBC4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

6.61%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

25.07%

-14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

29.91%

-17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

25.64%

-9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

27.80%

-11.15%

EUNY.DE vs. IBC4.DE - Expense Ratio Comparison

Both EUNY.DE and IBC4.DE have an expense ratio of 0.65%.


Dividends

EUNY.DE vs. IBC4.DE - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.03%, while IBC4.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.03%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%
IBC4.DE
iShares MSCI South Africa UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNY.DE and IBC4.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNY.DE and IBC4.DE have the same expense ratio: 0.65% per year.

EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while IBC4.DE tracks MSCI South Africa Capped Index.

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