IESE.AS vs. EUEA.AS
Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS).
IESE.AS and EUEA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IESE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 25, 2011. EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. Both IESE.AS and EUEA.AS 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: IESE.AS or EUEA.AS.
Key characteristics
| IESE.AS | EUEA.AS | |
|---|---|---|
| YTD Return | 6.33% | 8.95% |
| 1Y Return | 14.91% | 18.04% |
| 3Y Return (Ann) | 2.06% | 6.23% |
| 5Y Return (Ann) | 7.16% | 8.10% |
| 10Y Return (Ann) | 7.33% | 7.55% |
| Sharpe Ratio | 1.30 | 1.27 |
| Sortino Ratio | 1.80 | 1.82 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 1.76 | 1.69 |
| Martin Ratio | 6.38 | 5.26 |
| Ulcer Index | 2.19% | 3.14% |
| Daily Std Dev | 10.82% | 12.99% |
| Max Drawdown | -33.34% | -61.19% |
| Current Drawdown | -5.48% | -5.26% |
Correlation
The correlation between IESE.AS and EUEA.AS is 0.82, 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.
Performance
IESE.AS vs. EUEA.AS - Performance Comparison
In the year-to-date period, IESE.AS achieves a 6.33% return, which is significantly lower than EUEA.AS's 8.95% return. Both investments have delivered pretty close results over the past 10 years, with IESE.AS having a 7.33% annualized return and EUEA.AS not far ahead at 7.55%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IESE.AS vs. EUEA.AS - Expense Ratio Comparison
IESE.AS has a 0.20% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IESE.AS vs. EUEA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) 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.
Dividends
IESE.AS vs. EUEA.AS - Dividend Comparison
IESE.AS has not paid dividends to shareholders, while EUEA.AS's dividend yield for the trailing twelve months is around 1.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESE.AS iShares MSCI Europe SRI UCITS ETF EUR (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% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.70% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
Drawdowns
IESE.AS vs. EUEA.AS - Drawdown Comparison
The maximum IESE.AS drawdown since its inception was -33.34%, smaller than the maximum EUEA.AS drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for IESE.AS and EUEA.AS. For additional features, visit the drawdowns tool.
Volatility
IESE.AS vs. EUEA.AS - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) is 4.40%, while iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a volatility of 5.33%. This indicates that IESE.AS experiences smaller price fluctuations and is considered to be less risky than EUEA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.