EXW1.DE vs. EUN2.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXW1.DE returned 10.49%/yr vs 10.53%/yr for EUN2.DE. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
EXW1.DE vs. EUN2.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXW1.DE having a 7.31% return and EUN2.DE slightly lower at 7.12%. Both investments have delivered pretty close results over the past 10 years, with EXW1.DE having a 10.49% annualized return and EUN2.DE not far ahead at 10.53%.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
EUN2.DE
- 1D
- 0.76%
- 1M
- 4.55%
- YTD
- 7.12%
- 6M
- 8.58%
- 1Y
- 15.76%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
EXW1.DE vs. EUN2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 7.12% | 22.24% | 10.97% | 22.70% | -8.84% | 23.49% | -3.00% | 30.05% | -12.00% | 10.20% |
Correlation
The correlation between EXW1.DE and EUN2.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2001 | 0.84 |
The correlation between EXW1.DE and EUN2.DE shifts across timeframes, from 0.84 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EXW1.DE vs. EUN2.DE — Risk / Return Rank
EXW1.DE
EUN2.DE
EXW1.DE vs. EUN2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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.
| EXW1.DE | EUN2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.43 | +0.03 |
| Martin ratioReturn relative to average drawdown | 4.97 | 4.86 | +0.11 |
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
| EXW1.DE | EUN2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.99 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.17 | +0.05 |
Drawdowns
EXW1.DE vs. EUN2.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, smaller than the maximum EUN2.DE drawdown of -65.11%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and EUN2.DE.
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Drawdown Indicators
| EXW1.DE | EUN2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -65.11% | +7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -10.98% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -16.46% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.30% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | -38.35% | -0.14% |
Current DrawdownCurrent decline from peak | -0.54% | -0.57% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -19.35% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.24% | -0.06% |
Volatility
EXW1.DE vs. EUN2.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) have volatilities of 4.90% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXW1.DE | EUN2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.96% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 12.88% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.93% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 17.46% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.23% | -0.03% |
EXW1.DE vs. EUN2.DE - Expense Ratio Comparison
Both EXW1.DE and EUN2.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EXW1.DE vs. EUN2.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, less than EUN2.DE's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.55% | 2.51% | 3.02% | 3.02% | 2.92% | 2.05% | 2.15% | 3.02% | 3.70% | 2.85% | 3.38% | 2.93% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
Frequently Asked Questions
With a correlation of 1.00, EXW1.DE and EUN2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE and EUN2.DE have the same expense ratio: 0.10% per year.
Both ETFs track EURO STOXX® 50.
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