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EXS2.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS2.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares TecDAX UCITS ETF (DE) (EXS2.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than EUNL.DE's 10.86% return. Over the past 10 years, EXS2.DE has underperformed EUNL.DE with an annualized return of 9.01%, while EUNL.DE has yielded a comparatively higher 12.82% annualized return.


EXS2.DE

1D
0.52%
1M
10.51%
YTD
15.70%
6M
16.91%
1Y
6.46%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%

EUNL.DE

1D
0.02%
1M
4.80%
YTD
10.86%
6M
11.29%
1Y
23.80%
3Y*
17.55%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS2.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS2.DE
iShares TecDAX UCITS ETF (DE)
15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-3.77%39.90%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%

Correlation

The correlation between EXS2.DE and EUNL.DE is 0.66, 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

0.66

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

0.66

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2009

0.68

The correlation between EXS2.DE and EUNL.DE has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

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Return for Risk

EXS2.DE vs. EUNL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

EXS2.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


EXS2.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.07

1.40

-0.32

Calmar ratioReturn relative to maximum drawdown

0.40

3.64

-3.24

Martin ratioReturn relative to average drawdown

0.80

14.52

-13.72

EXS2.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current EXS2.DE Sharpe Ratio is 0.36, which is lower than the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EXS2.DE and EUNL.DE, 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


EXS2.DEEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

2.12

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.90

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.84

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.82

-0.68

Drawdowns

EXS2.DE vs. EUNL.DE - Drawdown Comparison

The maximum EXS2.DE drawdown since its inception was -84.49%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and EUNL.DE.


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Drawdown Indicators


EXS2.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.49%

-33.63%

-50.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-6.50%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-21.73%

+3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-21.73%

-13.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-33.63%

-1.34%

Current Drawdown

Current decline from peak

-0.81%

-0.31%

-0.50%

Average Drawdown

Average peak-to-trough decline

-39.46%

-4.25%

-35.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

1.64%

+6.43%

Volatility

EXS2.DE vs. EUNL.DE - Volatility Comparison

iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that EXS2.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXS2.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

2.62%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.25%

7.72%

+6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

11.16%

+6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

14.17%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.47%

15.17%

+4.30%

EXS2.DE vs. EUNL.DE - Expense Ratio Comparison

EXS2.DE has a 0.51% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Dividends

EXS2.DE vs. EUNL.DE - Dividend Comparison

Neither EXS2.DE nor EUNL.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%

Frequently Asked Questions


EXS2.DE and EUNL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.51% for EXS2.DE.

EXS2.DE is categorized as Europe Equities, while EUNL.DE is Global Equities. EXS2.DE tracks TecDAX®, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.51% for EXS2.DE and 0.20% for EUNL.DE.

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