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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 12.80% return, which is significantly higher than USD=X's 2.97% return. Over the past 10 years, EUNY.DE has outperformed USD=X with an annualized return of 5.92%, while USD=X has yielded a comparatively lower -0.38% annualized return.


EUNY.DE

1D
0.98%
1M
1.36%
6M
7.00%
YTD
12.80%
1Y
24.31%
3Y*
17.76%
5Y*
5.82%
10Y*
5.92%
ALL TIME*
2.83%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*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
12.80%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%
USD=X
USD Cash
2.97%-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 -0.03, 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

-0.03

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

-0.01

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

-0.01

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

0.08

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

0.11

The correlation between EUNY.DE and USD=X shifts across timeframes, from -0.03 (1 year) to 0.11 (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: 8383
Overall Rank
EUNY.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.27

Calmar ratioReturn relative to maximum drawdown

4.48

0.57

+3.92

Martin ratioReturn relative to average drawdown

12.40

1.30

+11.10

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

The current EUNY.DE Sharpe Ratio is 1.94, which is higher than the USD=X Sharpe Ratio of 0.47. 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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Drawdowns

EUNY.DE vs. USD=X - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -50.11%, 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

-50.11%

-20.32%

-29.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-5.33%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-15.23%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-20.32%

-11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-20.32%

-15.97%

Current Drawdown

Current decline from peak

-1.63%

-15.88%

+14.25%

Average Drawdown

Average peak-to-trough decline

-20.23%

-9.38%

-10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.77%

+0.19%

Volatility

EUNY.DE vs. USD=X - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 3.30% compared to USD Cash (USD=X) at 1.08%. 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

3.30%

1.08%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

4.62%

+5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

5.30%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

6.42%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

6.14%

+10.51%

Frequently Asked Questions


EUNY.DE and USD=X have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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