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IESE.AS vs. EUNA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IESE.AS vs. EUNA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) and iShares STOXX Europe 50 UCITS ETF (EUNA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IESE.AS

1D
-0.98%
1M
4.02%
YTD
6.26%
6M
8.13%
1Y
5.45%
3Y*
6.57%
5Y*
5.21%
10Y*
7.82%

EUNA.AS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESE.AS vs. EUNA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)
6.26%2.40%6.46%16.38%-14.87%27.26%3.74%29.04%-6.71%11.41%
EUNA.AS
iShares STOXX Europe 50 UCITS ETF
0.00%12.22%8.08%15.11%-2.25%26.64%-6.34%26.46%-9.51%9.05%

Correlation

The correlation between IESE.AS and EUNA.AS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2011

0.81

Over the past year, the correlation between IESE.AS and EUNA.AS has dropped to 0.47 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

IESE.AS vs. EUNA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IESE.AS
IESE.AS Risk / Return Rank: 1515
Overall Rank
IESE.AS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IESE.AS Sortino Ratio Rank: 1414
Sortino Ratio Rank
IESE.AS Omega Ratio Rank: 1414
Omega Ratio Rank
IESE.AS Calmar Ratio Rank: 1515
Calmar Ratio Rank
IESE.AS Martin Ratio Rank: 1616
Martin Ratio Rank

EUNA.AS
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IESE.AS vs. EUNA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) and iShares STOXX Europe 50 UCITS ETF (EUNA.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.


IESE.ASEUNA.ASDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.54

Martin ratioReturn relative to average drawdown

1.41

IESE.AS vs. EUNA.AS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IESE.ASEUNA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Drawdowns

IESE.AS vs. EUNA.AS - Drawdown Comparison


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Drawdown Indicators


IESE.ASEUNA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

Current Drawdown

Current decline from peak

-1.88%

Average Drawdown

Average peak-to-trough decline

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

Volatility

IESE.AS vs. EUNA.AS - Volatility Comparison


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Volatility by Period


IESE.ASEUNA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

IESE.AS vs. EUNA.AS - Expense Ratio Comparison

IESE.AS has a 0.20% expense ratio, which is lower than EUNA.AS's 0.35% expense ratio.


Dividends

IESE.AS vs. EUNA.AS - Dividend Comparison

IESE.AS has not paid dividends to shareholders, while EUNA.AS's dividend yield for the trailing twelve months is around 1.21%.


PositionTTM20252024202320222021202020192018201720162015
EUNA.AS
iShares STOXX Europe 50 UCITS ETF
1.21%2.52%2.68%2.56%2.62%2.22%2.42%2.96%3.51%3.24%3.29%3.05%
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%

Frequently Asked Questions


IESE.AS and EUNA.AS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESE.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for EUNA.AS.

Both ETFs track MSCI Europe NR EUR. Their fees differ too: 0.20% for IESE.AS and 0.35% for EUNA.AS.

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