IEUR vs. EUFN
Compare and contrast key facts about iShares Core MSCI Europe ETF (IEUR) and iShares MSCI Europe Financials ETF (EUFN).
IEUR and EUFN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. EUFN is a passively managed fund by iShares that tracks the performance of the MSCI Europe Financials Index. It was launched on Jan 20, 2010. Both IEUR and EUFN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IEUR vs. EUFN - Performance Comparison
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IEUR vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | -0.03% | 35.67% | 1.40% | 19.71% | -15.90% | 16.71% | 5.31% | 24.95% | -14.86% | 26.70% |
EUFN iShares MSCI Europe Financials ETF | -4.91% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Returns By Period
In the year-to-date period, IEUR achieves a -0.03% return, which is significantly higher than EUFN's -4.91% return. Over the past 10 years, IEUR has underperformed EUFN with an annualized return of 8.97%, while EUFN has yielded a comparatively higher 11.82% annualized return.
IEUR
- 1D
- -0.53%
- 1M
- -2.37%
- YTD
- -0.03%
- 6M
- 3.97%
- 1Y
- 21.12%
- 3Y*
- 14.03%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
EUFN
- 1D
- -0.76%
- 1M
- -0.23%
- YTD
- -4.91%
- 6M
- 4.27%
- 1Y
- 27.32%
- 3Y*
- 29.45%
- 5Y*
- 17.91%
- 10Y*
- 11.82%
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IEUR vs. EUFN - Expense Ratio Comparison
IEUR has a 0.09% expense ratio, which is lower than EUFN's 0.48% expense ratio.
Return for Risk
IEUR vs. EUFN — Risk / Return Rank
IEUR
EUFN
IEUR vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) and iShares MSCI Europe Financials ETF (EUFN). 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.
| IEUR | EUFN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.23 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.76 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.92 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.80 | 6.59 | +0.21 |
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
| IEUR | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.23 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.83 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.25 | +0.08 |
Correlation
The correlation between IEUR and EUFN is 0.87, 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.
Dividends
IEUR vs. EUFN - Dividend Comparison
IEUR's dividend yield for the trailing twelve months is around 2.97%, less than EUFN's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | 2.97% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
EUFN iShares MSCI Europe Financials ETF | 3.76% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Drawdowns
IEUR vs. EUFN - Drawdown Comparison
The maximum IEUR drawdown since its inception was -36.96%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for IEUR and EUFN.
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Drawdown Indicators
| IEUR | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.96% | -53.25% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -14.77% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -32.75% | -35.15% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -53.25% | +16.29% |
Current DrawdownCurrent decline from peak | -7.54% | -9.21% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -14.68% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.29% | -1.12% |
Volatility
IEUR vs. EUFN - Volatility Comparison
The current volatility for iShares Core MSCI Europe ETF (IEUR) is 7.23%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 9.25%. This indicates that IEUR experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEUR | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 9.25% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 14.84% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 22.27% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 21.58% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 24.53% | -5.94% |