EXXV.DE vs. EUEA.AS
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and EUEA.AS (iShares EURO STOXX 50 UCITS ETF) are both Europe Equities funds from iShares - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while EUEA.AS tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 10.53%/yr for EUEA.AS. Their correlation of 0.88 suggests significant overlap in exposure. EXXV.DE charges 0.43%/yr vs 0.10%/yr for EUEA.AS.
Performance
EXXV.DE vs. EUEA.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than EUEA.AS's 7.45% return. Both investments have delivered pretty close results over the past 10 years, with EXXV.DE having a 10.77% annualized return and EUEA.AS not far behind at 10.53%.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
EUEA.AS
- 1D
- 0.82%
- 1M
- 4.69%
- YTD
- 7.45%
- 6M
- 8.63%
- 1Y
- 15.80%
- 3Y*
- 15.60%
- 5Y*
- 11.52%
- 10Y*
- 10.53%
EXXV.DE vs. EUEA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 7.45% | 21.70% | 11.49% | 23.09% | -9.29% | 24.04% | -2.55% | 27.75% | -11.10% | 9.82% |
Correlation
The correlation between EXXV.DE and EUEA.AS is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2006 | 0.88 |
The correlation between EXXV.DE and EUEA.AS has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXXV.DE vs. EUEA.AS — Risk / Return Rank
EXXV.DE
EUEA.AS
EXXV.DE vs. EUEA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS). 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.
| EXXV.DE | EUEA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.43 | +0.14 |
| Martin ratioReturn relative to average drawdown | 5.56 | 4.86 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXXV.DE | EUEA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.99 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.12 | +0.19 |
Drawdowns
EXXV.DE vs. EUEA.AS - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, roughly equal to the maximum EUEA.AS drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for EXXV.DE and EUEA.AS.
Loading charts...
Drawdown Indicators
| EXXV.DE | EUEA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -62.53% | +2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.91% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -16.32% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -23.35% | -5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -38.22% | +0.22% |
Current DrawdownCurrent decline from peak | -0.86% | -0.49% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -24.30% | +9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.22% | -0.09% |
Volatility
EXXV.DE vs. EUEA.AS - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS) have volatilities of 5.15% and 4.91%, 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.
Loading charts...
Volatility by Period
| EXXV.DE | EUEA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.91% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 12.92% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 15.80% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 17.37% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 18.11% | -0.03% |
EXXV.DE vs. EUEA.AS - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio.
Dividends
EXXV.DE vs. EUEA.AS - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, less than EUEA.AS's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 2.55% | 2.52% | 3.01% | 3.02% | 2.94% | 2.05% | 2.16% | 3.05% | 3.67% | 2.85% | 3.38% | 2.96% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
Frequently Asked Questions
With a correlation of 0.93, EXXV.DE and EUEA.AS 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.
On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while EUEA.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.43% for EXXV.DE and 0.10% for EUEA.AS.
Find the right allocation for EXXV.DE and EUEA.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer