EXSI.DE vs. EUN0.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds from iShares - EXSI.DE tracks the EURO STOXX® while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, EXSI.DE returned 10.25%/yr vs 6.66%/yr for EUN0.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXSI.DE charges 0.20%/yr vs 0.25%/yr for EUN0.DE.
Performance
EXSI.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly higher than EUN0.DE's 5.60% return. Over the past 10 years, EXSI.DE has outperformed EUN0.DE with an annualized return of 10.25%, while EUN0.DE has yielded a comparatively lower 6.66% annualized return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 4.58%
- YTD
- 8.62%
- 6M
- 10.61%
- 1Y
- 17.86%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
EUN0.DE
- 1D
- 0.54%
- 1M
- 0.57%
- YTD
- 5.60%
- 6M
- 6.91%
- 1Y
- 5.46%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
EXSI.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between EXSI.DE and EUN0.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.82 |
The correlation between EXSI.DE and EUN0.DE shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXSI.DE vs. EUN0.DE — Risk / Return Rank
EXSI.DE
EUN0.DE
EXSI.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.76 | +0.94 |
| Martin ratioReturn relative to average drawdown | 6.24 | 1.97 | +4.26 |
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
| EXSI.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.62 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.66 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.53 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.63 | -0.25 |
Drawdowns
EXSI.DE vs. EUN0.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for EXSI.DE and EUN0.DE.
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Drawdown Indicators
| EXSI.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -30.68% | -29.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -7.16% | -3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -10.73% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -19.64% | -4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -30.68% | -7.49% |
Current DrawdownCurrent decline from peak | -0.45% | -3.12% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -4.69% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.76% | +0.10% |
Volatility
EXSI.DE vs. EUN0.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that EXSI.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
| EXSI.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.03% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 7.20% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 8.77% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 11.02% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 12.51% | +4.69% |
EXSI.DE vs. EUN0.DE - Expense Ratio Comparison
EXSI.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
EXSI.DE vs. EUN0.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
Frequently Asked Questions
EXSI.DE and EUN0.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
EXSI.DE tracks EURO STOXX®, while EUN0.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.20% for EXSI.DE and 0.25% for EUN0.DE.
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