PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EUNY.DE vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUNY.DE vs. MU

Last updated Jun 5, 2026

EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) is Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend, while MU (Micron Technology, Inc.) is a stock. Over the past 10 years, EUNY.DE returned 7.14%/yr vs 54.64%/yr for MU. At a 0.30 correlation, their price movements are largely independent.

Performance

EUNY.DE vs. MU - Performance Comparison

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

Loading charts...

Different Trading Currencies

EUNY.DE is traded in EUR, while MU is traded in USD. To make them comparable, the MU 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 MU's 238.88% return. Over the past 10 years, EUNY.DE has underperformed MU with an annualized return of 7.14%, while MU has yielded a comparatively higher 54.64% 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%

MU

1D
9.74%
1M
29.88%
YTD
238.88%
6M
288.21%
1Y
765.83%
3Y*
139.28%
5Y*
67.20%
10Y*
54.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. MU - 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%
MU
Micron Technology, Inc.		238.88%199.86%5.58%66.78%-42.58%33.50%28.27%73.32%-19.21%64.54%

Correlation

The correlation between EUNY.DE and MU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.34

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

0.29

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

0.27

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

0.30

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

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Emerging Markets Dividend UCITS ETF

Micron Technology, Inc.

Often compared with EUNY.DE:
EUNY.DE vs. HDEM.LEUNY.DE vs. SPYV.DEEUNY.DE vs. QDVE.DEEUNY.DE vs. IDVY.LEUNY.DE vs. ISPA.DEEUNY.DE vs. ESRI.DEEUNY.DE vs. EMSM.DE
Often compared with MU:
MU vs. SNDKMU vs. AMDMU vs. WDCMU vs. 000660.KSMU vs. MRVLMU vs. LRCXMU vs. GOOG

Return for Risk

EUNY.DE vs. MU — 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
MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
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. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Micron Technology, Inc. (MU). 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.DEMUDifference
Sharpe ratioReturn per unit of total volatility
2.13
11.32

-9.18

Sortino ratioReturn per unit of downside risk
2.98
6.28

-3.31

Omega ratioGain probability vs. loss probability

1.38

1.80

-0.42

Calmar ratioReturn relative to maximum drawdown

6.17

25.57

-19.40

Martin ratioReturn relative to average drawdown

16.86

97.41

-80.56

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. MU - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 2.13, which is lower than the MU Sharpe Ratio of 11.32. The chart below compares the historical Sharpe Ratios of EUNY.DE and MU, 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.DEMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

11.32

-9.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.29

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

1.10

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.52

-0.29

Drawdowns

EUNY.DE vs. MU - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, smaller than the maximum MU drawdown of -84.08%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and MU.

Loading charts...

Drawdown Indicators

EUNY.DEMUDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-84.08%

+43.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-30.24%

+26.13%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-59.24%

+43.54%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-59.24%

+27.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-59.24%

+22.95%

Current Drawdown

Current decline from peak

-2.82%

-11.58%

+8.76%

Average Drawdown

Average peak-to-trough decline

-12.34%

-27.28%

+14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

7.92%

-6.41%

Volatility

EUNY.DE vs. MU - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 4.52%, while Micron Technology, Inc. (MU) has a volatility of 33.35%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EUNY.DEMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

33.35%

-28.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

56.17%

-46.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

68.46%

-56.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

52.60%

-37.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

50.03%

-33.30%

Dividends

EUNY.DE vs. MU - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, more than MU's 0.05% 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%
MU
Micron Technology, Inc.		0.05%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EUNY.DE and MU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EUNY.DE and MU

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