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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.

40.00%45.00%50.00%55.00%60.00%65.00%70.00%75.00%December2025FebruaryMarchAprilMay
72.75%
66.57%
IEUR
IEV

Key characteristics

Sharpe Ratio

IEUR:

0.64

IEV:

0.61

Sortino Ratio

IEUR:

1.11

IEV:

1.08

Omega Ratio

IEUR:

1.15

IEV:

1.14

Calmar Ratio

IEUR:

0.89

IEV:

0.83

Martin Ratio

IEUR:

2.40

IEV:

2.35

Ulcer Index

IEUR:

5.31%

IEV:

5.18%

Daily Std Dev

IEUR:

17.98%

IEV:

17.48%

Max Drawdown

IEUR:

-36.96%

IEV:

-63.27%

Current Drawdown

IEUR:

-0.30%

IEV:

-0.59%

Returns By Period

The year-to-date returns for both stocks are quite close, with IEUR having a 17.65% return and IEV slightly lower at 17.29%. Over the past 10 years, IEUR has outperformed IEV with an annualized return of 5.98%, while IEV has yielded a comparatively lower 5.67% annualized return.


IEUR

YTD

17.65%

1M

9.56%

6M

13.38%

1Y

11.39%

5Y*

13.26%

10Y*

5.98%

IEV

YTD

17.29%

1M

9.92%

6M

13.08%

1Y

10.62%

5Y*

13.39%

10Y*

5.67%

*Annualized

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IEUR vs. IEV - Expense Ratio Comparison

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


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 7171
Overall Rank
The Sharpe Ratio Rank of IEUR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IEUR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IEUR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IEUR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IEUR is 6868
Martin Ratio Rank

IEV
The Risk-Adjusted Performance Rank of IEV is 7070
Overall Rank
The Sharpe Ratio Rank of IEV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IEV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of IEV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IEV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IEV is 6767
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 0.64, which is comparable to the IEV Sharpe Ratio of 0.61. 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.


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchAprilMay
0.64
0.61
IEUR
IEV

Dividends

IEUR vs. IEV - Dividend Comparison

IEUR's dividend yield for the trailing twelve months is around 3.01%, more than IEV's 2.65% yield.


TTM20242023202220212020201920182017201620152014
IEUR
iShares Core MSCI Europe ETF
3.01%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
2.65%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.30%
-0.59%
IEUR
IEV

Volatility

IEUR vs. IEV - Volatility Comparison

iShares Core MSCI Europe ETF (IEUR) has a higher volatility of 4.76% compared to iShares Europe ETF (IEV) at 4.21%. This indicates that IEUR's price experiences larger fluctuations and is considered to be riskier than IEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.76%
4.21%
IEUR
IEV