EUNY.DE vs. VYM
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, EUNY.DE returned 7.14%/yr vs 11.42%/yr for VYM. At a 0.44 correlation, their price movements are largely independent. EUNY.DE charges 0.65%/yr vs 0.04%/yr for VYM.
Performance
EUNY.DE vs. VYM - Performance Comparison
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Different Trading Currencies
EUNY.DE is traded in EUR, while VYM is traded in USD. To make them comparable, the VYM 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 VYM's 12.86% return. Over the past 10 years, EUNY.DE has underperformed VYM with an annualized return of 7.14%, while VYM has yielded a comparatively higher 11.42% 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%
VYM
- 1D
- -0.19%
- 1M
- 3.93%
- YTD
- 12.86%
- 6M
- 11.58%
- 1Y
- 22.78%
- 3Y*
- 15.16%
- 5Y*
- 12.55%
- 10Y*
- 11.42%
EUNY.DE vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 12.86% | 1.73% | 25.36% | 3.38% | 5.74% | 35.64% | -7.19% | 26.87% | -1.51% | 2.11% |
Correlation
The correlation between EUNY.DE and VYM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2012 | 0.44 |
The correlation between EUNY.DE and VYM shifts across timeframes, from 0.33 (5 years) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNY.DE vs. VYM — Risk / Return Rank
EUNY.DE
VYM
EUNY.DE vs. VYM - 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 High Dividend Yield ETF (VYM). 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.DE | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 4.72 | +1.45 |
| Martin ratioReturn relative to average drawdown | 16.86 | 16.20 | +0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNY.DE | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.13 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.89 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.67 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.54 | -0.32 |
Drawdowns
EUNY.DE vs. VYM - Drawdown Comparison
The maximum EUNY.DE drawdown since its inception was -40.65%, smaller than the maximum VYM drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and VYM.
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Drawdown Indicators
| EUNY.DE | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -51.83% | +11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -4.85% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -19.91% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -31.43% | -19.91% | -11.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.29% | -34.24% | -2.05% |
Current DrawdownCurrent decline from peak | -2.82% | -1.07% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -8.16% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.41% | +0.10% |
Volatility
EUNY.DE vs. VYM - Volatility Comparison
iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.52% compared to Vanguard High Dividend Yield ETF (VYM) at 2.53%. This indicates that EUNY.DE's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNY.DE | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.53% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.84% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 10.75% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 14.22% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 17.09% | -0.36% |
EUNY.DE vs. VYM - Expense Ratio Comparison
EUNY.DE has a 0.65% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
EUNY.DE vs. VYM - Dividend Comparison
EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, more than VYM's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
EUNY.DE and VYM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.65% for EUNY.DE.
EUNY.DE is categorized as Emerging Markets Equities, while VYM is Dividend. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for EUNY.DE and 0.04% for VYM.
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