EUNY.DE vs. IDVY.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and iShares EURO Dividend UCITS (IDVY.L).

EUNY.DE and IDVY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNY.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend. It was launched on Nov 25, 2011. IDVY.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both EUNY.DE and IDVY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EUNY.DE vs. IDVY.L - 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 EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

EUNY.DE vs. IDVY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUNY.DE iShares Emerging Markets Dividend UCITS ETF	12.48%	13.97%	12.39%	15.37%	-26.13%	19.99%	-11.70%	18.31%	-1.55%	10.49%
IDVY.L iShares EURO Dividend UCITS	2.04%	42.20%	9.54%	5.25%	-12.03%	23.99%	-17.64%	23.29%	-10.55%	9.94%

Different Trading Currencies

EUNY.DE is traded in EUR, while IDVY.L is traded in GBp. To make them comparable, the IDVY.L 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 12.48% return, which is significantly higher than IDVY.L's 2.04% return. Over the past 10 years, EUNY.DE has underperformed IDVY.L with an annualized return of 7.25%, while IDVY.L has yielded a comparatively higher 7.95% annualized return.

EUNY.DE

• 1D: 0.87%
• 1M: 0.08%
• YTD: 12.48%
• 6M: 19.68%
• 1Y: 23.55%
• 3Y*: 18.41%
• 5Y*: 5.98%
• 10Y*: 7.25%

IDVY.L

• 1D: 3.16%
• 1M: -1.35%
• YTD: 2.04%
• 6M: 7.51%
• 1Y: 23.34%
• 3Y*: 19.79%
• 5Y*: 9.65%
• 10Y*: 7.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. IDVY.L - Expense Ratio Comparison

EUNY.DE has a 0.65% expense ratio, which is higher than IDVY.L's 0.40% expense ratio.

EUNY.DE

iShares Emerging Markets Dividend UCITS ETF

IDVY.L

iShares EURO Dividend UCITS

Return for Risk

EUNY.DE vs. IDVY.L — 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: 81
EUNY.DE Sharpe Ratio Rank: 81
EUNY.DE Sortino Ratio Rank: 79
EUNY.DE Omega Ratio Rank: 79
EUNY.DE Calmar Ratio Rank: 76
EUNY.DE Martin Ratio Rank: 88

IDVY.L

IDVY.L Risk / Return Rank: 90
IDVY.L Sharpe Ratio Rank: 91
IDVY.L Sortino Ratio Rank: 90
IDVY.L Omega Ratio Rank: 91
IDVY.L Calmar Ratio Rank: 90
IDVY.L Martin Ratio Rank: 86

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. IDVY.L - 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 EURO Dividend UCITS (IDVY.L). 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.DE	IDVY.L	Difference
Sharpe ratio Return per unit of total volatility	1.62	1.65	-0.03
Sortino ratio Return per unit of downside risk	2.13	2.11	+0.02
Omega ratio Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio Return relative to maximum drawdown	2.26	2.62	-0.36
Martin ratio Return relative to average drawdown	11.89	8.77	+3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUNY.DE vs. IDVY.L - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 1.62, which is comparable to the IDVY.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EUNY.DE and IDVY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EUNY.DE	IDVY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	1.65	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.64	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.45	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.23	0.00

Correlation

The correlation between EUNY.DE and IDVY.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EUNY.DE vs. IDVY.L - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.27%, more than IDVY.L's 4.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUNY.DE iShares Emerging Markets Dividend UCITS ETF	5.27%	5.82%	7.72%	8.04%	9.56%	6.35%	5.09%	5.57%	5.65%	4.09%	4.35%	6.37%
IDVY.L iShares EURO Dividend UCITS	4.88%	5.00%	7.04%	6.70%	5.92%	4.40%	3.97%	5.68%	5.34%	4.40%	4.63%	10.91%

Drawdowns

EUNY.DE vs. IDVY.L - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, smaller than the maximum IDVY.L drawdown of -70.07%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and IDVY.L.

Drawdown Indicators

	EUNY.DE	IDVY.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.65%	-60.84%	+20.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.81%	-8.92%	-4.89%
Max Drawdown (5Y) Largest decline over 5 years	-31.43%	-20.95%	-10.48%
Max Drawdown (10Y) Largest decline over 10 years	-36.29%	-39.08%	+2.79%
Current Drawdown Current decline from peak	-0.78%	-3.56%	+2.78%
Average Drawdown Average peak-to-trough decline	-12.47%	-12.39%	-0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.67%	-0.61%

Volatility

EUNY.DE vs. IDVY.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 4.85%, while iShares EURO Dividend UCITS (IDVY.L) has a volatility of 5.47%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUNY.DE	IDVY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	5.47%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	8.99%	+0.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	14.13%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	15.14%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.85%	17.74%	-0.89%