IEFQ.L vs. EUN.L
Compare and contrast key facts about iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and iShares STOXX Europe 50 UCITS (EUN.L).
IEFQ.L and EUN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFQ.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 16, 2015. EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000. Both IEFQ.L and EUN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFQ.L or EUN.L.
Performance
IEFQ.L vs. EUN.L - Performance Comparison
Returns By Period
In the year-to-date period, IEFQ.L achieves a -1.09% return, which is significantly lower than EUN.L's 2.41% return.
IEFQ.L
-1.09%
-5.15%
-7.05%
3.75%
6.32%
N/A
EUN.L
2.41%
-4.38%
-7.71%
5.73%
7.71%
7.74%
Key characteristics
| IEFQ.L | EUN.L | |
|---|---|---|
| Sharpe Ratio | 0.33 | 0.55 |
| Sortino Ratio | 0.55 | 0.85 |
| Omega Ratio | 1.06 | 1.10 |
| Calmar Ratio | 0.40 | 0.64 |
| Martin Ratio | 1.21 | 1.89 |
| Ulcer Index | 2.80% | 3.02% |
| Daily Std Dev | 10.12% | 10.27% |
| Max Drawdown | -26.38% | -44.32% |
| Current Drawdown | -8.12% | -8.17% |
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IEFQ.L vs. EUN.L - Expense Ratio Comparison
IEFQ.L has a 0.25% expense ratio, which is lower than EUN.L's 0.35% expense ratio.
Correlation
The correlation between IEFQ.L and EUN.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IEFQ.L vs. EUN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and iShares STOXX Europe 50 UCITS (EUN.L). 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.
Dividends
IEFQ.L vs. EUN.L - Dividend Comparison
IEFQ.L has not paid dividends to shareholders, while EUN.L's dividend yield for the trailing twelve months is around 2.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFQ.L iShares Edge MSCIope Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUN.L iShares STOXX Europe 50 UCITS | 2.77% | 2.54% | 2.51% | 2.27% | 2.39% | 3.06% | 3.47% | 3.17% | 3.17% | 2.94% | 2.87% | 2.81% |
Drawdowns
IEFQ.L vs. EUN.L - Drawdown Comparison
The maximum IEFQ.L drawdown since its inception was -26.38%, smaller than the maximum EUN.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for IEFQ.L and EUN.L. For additional features, visit the drawdowns tool.
Volatility
IEFQ.L vs. EUN.L - Volatility Comparison
iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and iShares STOXX Europe 50 UCITS (EUN.L) have volatilities of 4.73% and 4.71%, 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.