EXIE.DE vs. EUN0.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds from iShares - EXIE.DE tracks the STOXX® Europe 600 while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 10.39%/yr for EUN0.DE. A 0.80 correlation means they provide meaningful diversification when combined. EXIE.DE charges 0.20%/yr vs 0.25%/yr for EUN0.DE.
Performance
EXIE.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIE.DE achieves a 7.44% return, which is significantly higher than EUN0.DE's 5.60% return.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
EXIE.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 4.97% |
Correlation
The correlation between EXIE.DE and EUN0.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.80 |
The correlation between EXIE.DE and EUN0.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. EUN0.DE — Risk / Return Rank
EXIE.DE
EUN0.DE
EXIE.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). 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.
| EXIE.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.76 | +0.94 |
| Martin ratioReturn relative to average drawdown | 6.42 | 1.97 | +4.44 |
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
| EXIE.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.62 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.63 | +0.37 |
Drawdowns
EXIE.DE vs. EUN0.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and EUN0.DE.
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Drawdown Indicators
| EXIE.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -30.68% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.16% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -10.73% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -1.65% | -3.12% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -4.69% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.76% | -0.22% |
Volatility
EXIE.DE vs. EUN0.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that EXIE.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXIE.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.03% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 7.20% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 8.77% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 11.02% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 12.51% | +0.48% |
EXIE.DE vs. EUN0.DE - Expense Ratio Comparison
EXIE.DE has a 0.20% expense ratio, which is lower than EUN0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXIE.DE vs. EUN0.DE - Dividend Comparison
Neither EXIE.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and EUN0.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
EXIE.DE tracks STOXX® Europe 600, while EUN0.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.20% for EXIE.DE and 0.25% for EUN0.DE.
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