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EUNY.DE vs. MLPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. MLPD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L). 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 MLPD.L is traded in USD. To make them comparable, the MLPD.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 11.46% return, which is significantly lower than MLPD.L's 21.02% return. Both investments have delivered pretty close results over the past 10 years, with EUNY.DE having a 7.14% annualized return and MLPD.L not far behind at 6.84%.


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%

MLPD.L

1D
-0.61%
1M
3.57%
YTD
21.02%
6M
15.65%
1Y
14.20%
3Y*
16.09%
5Y*
17.73%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. MLPD.L - 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%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
21.02%-9.81%30.62%16.11%39.99%47.14%-37.04%9.64%-10.92%-19.89%

Correlation

The correlation between EUNY.DE and MLPD.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.22

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

0.29

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.40

Over the past year, the correlation between EUNY.DE and MLPD.L has dropped to 0.12 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

EUNY.DE vs. MLPD.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: 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

MLPD.L
MLPD.L Risk / Return Rank: 3434
Overall Rank
MLPD.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MLPD.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPD.L Omega Ratio Rank: 3131
Omega Ratio Rank
MLPD.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
MLPD.L Martin Ratio Rank: 3434
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. MLPD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.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.DEMLPD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratioReturn relative to maximum drawdown

6.17

1.45

+4.72

Martin ratioReturn relative to average drawdown

16.86

3.19

+13.67

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

The current EUNY.DE Sharpe Ratio is 2.13, which is higher than the MLPD.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of EUNY.DE and MLPD.L, 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.DEMLPD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.89

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.85

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.24

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.15

+0.07

Drawdowns

EUNY.DE vs. MLPD.L - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, smaller than the maximum MLPD.L drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and MLPD.L.


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Drawdown Indicators


EUNY.DEMLPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-79.38%

+38.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-9.76%

+5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-22.59%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-22.59%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-76.44%

+40.15%

Current Drawdown

Current decline from peak

-2.82%

-2.55%

-0.27%

Average Drawdown

Average peak-to-trough decline

-12.34%

-23.12%

+10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

4.44%

-2.93%

Volatility

EUNY.DE vs. MLPD.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 4.52%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) has a volatility of 5.09%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky than MLPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEMLPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.09%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

12.18%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

15.88%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

20.77%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

28.84%

-12.11%

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

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


Dividends

EUNY.DE vs. MLPD.L - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, less than MLPD.L's 7.56% 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%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
7.56%8.21%8.18%8.60%7.98%8.57%11.03%10.06%9.87%8.15%8.14%9.96%

Frequently Asked Questions


EUNY.DE and MLPD.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EUNY.DE is categorized as Emerging Markets Equities, while MLPD.L is Energy Equities. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while MLPD.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.65% for EUNY.DE and 0.50% for MLPD.L.

Portfolio Optimizer

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