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IEUR vs. IEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEUR and IEV is 0.75, 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

IEUR vs. IEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Europe ETF (IEUR) and iShares Europe ETF (IEV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IEUR:

0.78

IEV:

0.78

Sortino Ratio

IEUR:

1.23

IEV:

1.21

Omega Ratio

IEUR:

1.16

IEV:

1.16

Calmar Ratio

IEUR:

1.01

IEV:

0.95

Martin Ratio

IEUR:

2.71

IEV:

2.69

Ulcer Index

IEUR:

5.30%

IEV:

5.18%

Daily Std Dev

IEUR:

18.02%

IEV:

17.54%

Max Drawdown

IEUR:

-36.96%

IEV:

-63.27%

Current Drawdown

IEUR:

0.00%

IEV:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with IEUR having a 22.30% return and IEV slightly lower at 22.03%. Both investments have delivered pretty close results over the past 10 years, with IEUR having a 6.45% annualized return and IEV not far behind at 6.15%.


IEUR

YTD

22.30%

1M

6.43%

6M

21.04%

1Y

13.99%

3Y*

12.35%

5Y*

12.89%

10Y*

6.45%

IEV

YTD

22.03%

1M

6.20%

6M

20.67%

1Y

13.64%

3Y*

12.60%

5Y*

13.12%

10Y*

6.15%

*Annualized

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iShares Core MSCI Europe ETF

iShares Europe ETF

IEUR vs. IEV - Expense Ratio Comparison

IEUR has a 0.09% expense ratio, which is lower than IEV's 0.59% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IEUR vs. IEV — Risk-Adjusted Performance Rank

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

IEUR
The Risk-Adjusted Performance Rank of IEUR is 7575
Overall Rank
The Sharpe Ratio Rank of IEUR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IEUR is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IEUR is 7575
Omega Ratio Rank
The Calmar Ratio Rank of IEUR is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IEUR is 7171
Martin Ratio Rank

IEV
The Risk-Adjusted Performance Rank of IEV is 7575
Overall Rank
The Sharpe Ratio Rank of IEV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IEV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IEV is 7373
Omega Ratio Rank
The Calmar Ratio Rank of IEV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IEV is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEUR vs. IEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) and iShares Europe ETF (IEV). 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.


The current IEUR Sharpe Ratio is 0.78, which is comparable to the IEV Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IEUR and IEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IEUR vs. IEV - Dividend Comparison

IEUR's dividend yield for the trailing twelve months is around 2.89%, more than IEV's 2.54% yield.


TTM20242023202220212020201920182017201620152014
IEUR
iShares Core MSCI Europe ETF
2.89%3.54%3.17%3.05%2.87%2.13%3.26%3.76%2.64%3.19%2.79%0.64%
IEV
iShares Europe ETF
2.54%3.10%2.77%3.06%2.81%1.76%3.06%3.43%2.39%3.08%2.81%3.79%

Drawdowns

IEUR vs. IEV - Drawdown Comparison

The maximum IEUR drawdown since its inception was -36.96%, smaller than the maximum IEV drawdown of -63.27%. Use the drawdown chart below to compare losses from any high point for IEUR and IEV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IEUR vs. IEV - Volatility Comparison

iShares Core MSCI Europe ETF (IEUR) and iShares Europe ETF (IEV) have volatilities of 3.05% and 3.09%, 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.


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