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EUNY.DE vs. VPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Vanguard Utilities ETF (VPU). 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 VPU is traded in USD. To make them comparable, the VPU 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 VPU's 4.57% return. Over the past 10 years, EUNY.DE has underperformed VPU with an annualized return of 7.14%, while VPU has yielded a comparatively higher 8.58% 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%

VPU

1D
-1.99%
1M
-0.53%
YTD
4.57%
6M
4.03%
1Y
9.33%
3Y*
10.13%
5Y*
10.10%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. VPU - 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%
VPU
Vanguard Utilities ETF
4.57%2.64%31.16%-10.22%7.33%26.18%-8.92%27.72%9.28%-1.38%

Correlation

The correlation between EUNY.DE and VPU is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

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

0.19

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

0.19

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

0.23

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Return for Risk

EUNY.DE vs. VPU — 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

VPU
VPU Risk / Return Rank: 2323
Overall Rank
VPU Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 2222
Sortino Ratio Rank
VPU Omega Ratio Rank: 2222
Omega Ratio Rank
VPU Calmar Ratio Rank: 2727
Calmar Ratio Rank
VPU Martin Ratio Rank: 2222
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. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Vanguard Utilities ETF (VPU). 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.DEVPUDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.38

1.12

+0.26

Calmar ratioReturn relative to maximum drawdown

6.17

1.03

+5.15

Martin ratioReturn relative to average drawdown

16.86

2.13

+14.72

EUNY.DE vs. VPU - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 2.13, which is higher than the VPU Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EUNY.DE and VPU, 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.DEVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.62

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.43

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.48

-0.25

Drawdowns

EUNY.DE vs. VPU - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, which is greater than VPU's maximum drawdown of -37.69%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and VPU.


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Drawdown Indicators


EUNY.DEVPUDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-37.69%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-9.12%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-14.81%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-28.10%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-36.04%

-0.25%

Current Drawdown

Current decline from peak

-2.82%

-7.00%

+4.18%

Average Drawdown

Average peak-to-trough decline

-12.34%

-9.44%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

4.39%

-2.88%

Volatility

EUNY.DE vs. VPU - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 4.52%, while Vanguard Utilities ETF (VPU) has a volatility of 5.85%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.85%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

11.83%

-2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

15.11%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

17.37%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

19.83%

-3.10%

EUNY.DE vs. VPU - Expense Ratio Comparison

EUNY.DE has a 0.65% expense ratio, which is higher than VPU's 0.09% expense ratio.


Dividends

EUNY.DE vs. VPU - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, more than VPU's 2.70% 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%
VPU
Vanguard Utilities ETF
2.70%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Frequently Asked Questions


EUNY.DE and VPU have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPU is cheaper with a 0.09% expense ratio, compared with 0.65% for EUNY.DE.

EUNY.DE is categorized as Emerging Markets Equities, while VPU is Utilities Equities. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while VPU tracks MSCI US Investable Market Utilities 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for EUNY.DE and 0.09% for VPU.

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