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EUNY.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EUNY.DE vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 USD=X's 1.84% return. Over the past 10 years, EUNY.DE has outperformed USD=X with an annualized return of 7.14%, while USD=X has yielded a comparatively lower -0.25% 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%

USD=X

1D
0.00%
1M
2.18%
YTD
1.84%
6M
0.90%
1Y
-1.05%
3Y*
-2.31%
5Y*
1.09%
10Y*
-0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. USD=X - 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%
USD=X
USD Cash
1.84%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between EUNY.DE and USD=X is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.03

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

-0.00

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

0.08

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

0.13

The correlation between EUNY.DE and USD=X shifts across timeframes, from -0.03 (3 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNY.DE vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

1.38

0.98

+0.40

Calmar ratioReturn relative to maximum drawdown

6.17

-0.18

+6.35

Martin ratioReturn relative to average drawdown

16.86

-0.39

+17.25

EUNY.DE vs. USD=X - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 2.13, which is higher than the USD=X Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EUNY.DE and USD=X, 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.DEUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.15

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.14

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

-0.03

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.10

+0.13

Drawdowns

EUNY.DE vs. USD=X - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and USD=X.


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Drawdown Indicators


EUNY.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-20.32%

-20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-5.33%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-15.23%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-20.32%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-20.32%

-15.97%

Current Drawdown

Current decline from peak

-2.82%

-16.81%

+13.99%

Average Drawdown

Average peak-to-trough decline

-12.34%

-9.48%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.89%

-0.38%

Volatility

EUNY.DE vs. USD=X - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.52% compared to USD Cash (USD=X) at 1.33%. This indicates that EUNY.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

1.33%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

4.59%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

5.45%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

6.44%

+9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

6.20%

+10.53%

Frequently Asked Questions


EUNY.DE and USD=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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