IEUX.AS vs. IDVY.AS
IEUX.AS (iShares MSCI Europe ex-UK UCITS ETF) and IDVY.AS (iShares Euro Dividend UCITS ETF) are both Europe Equities funds from iShares - IEUX.AS tracks the MSCI Europe Ex UK NR EUR while IDVY.AS tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IEUX.AS returned 9.33%/yr vs 7.34%/yr for IDVY.AS. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.
Performance
IEUX.AS vs. IDVY.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IEUX.AS achieves a 6.39% return, which is significantly lower than IDVY.AS's 7.85% return. Over the past 10 years, IEUX.AS has outperformed IDVY.AS with an annualized return of 9.33%, while IDVY.AS has yielded a comparatively lower 7.34% annualized return.
IEUX.AS
- 1D
- -0.82%
- 1M
- 4.66%
- YTD
- 6.39%
- 6M
- 9.74%
- 1Y
- 14.70%
- 3Y*
- 12.75%
- 5Y*
- 8.88%
- 10Y*
- 9.33%
IDVY.AS
- 1D
- -0.58%
- 1M
- 3.81%
- YTD
- 7.85%
- 6M
- 11.70%
- 1Y
- 20.62%
- 3Y*
- 19.72%
- 5Y*
- 9.01%
- 10Y*
- 7.34%
IEUX.AS vs. IDVY.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEUX.AS iShares MSCI Europe ex-UK UCITS ETF | 6.39% | 19.55% | 7.52% | 17.22% | -12.30% | 25.00% | 1.67% | 26.50% | -10.21% | 11.50% |
IDVY.AS iShares Euro Dividend UCITS ETF | 7.85% | 41.92% | 8.62% | 4.42% | -13.82% | 24.39% | -17.87% | 20.43% | -10.28% | 9.96% |
Correlation
The correlation between IEUX.AS and IDVY.AS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2006 | 0.83 |
The correlation between IEUX.AS and IDVY.AS has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IEUX.AS vs. IDVY.AS — Risk / Return Rank
IEUX.AS
IDVY.AS
IEUX.AS vs. IDVY.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and iShares Euro Dividend UCITS ETF (IDVY.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.
| IEUX.AS | IDVY.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.55 | -1.09 |
| Martin ratioReturn relative to average drawdown | 5.39 | 7.95 | -2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IEUX.AS | IDVY.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.73 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.42 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.23 | +0.06 |
Drawdowns
IEUX.AS vs. IDVY.AS - Drawdown Comparison
The maximum IEUX.AS drawdown since its inception was -60.28%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for IEUX.AS and IDVY.AS.
Loading charts...
Drawdown Indicators
| IEUX.AS | IDVY.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.28% | -71.33% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -7.97% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -12.81% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -24.57% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | -42.34% | +7.55% |
Current DrawdownCurrent decline from peak | -2.02% | -1.75% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -22.55% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.58% | +0.12% |
Volatility
IEUX.AS vs. IDVY.AS - Volatility Comparison
iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) has a higher volatility of 4.86% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 4.22%. This indicates that IEUX.AS's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IEUX.AS | IDVY.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 4.22% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 9.63% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.77% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.96% | 14.80% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 17.26% | -1.54% |
IEUX.AS vs. IDVY.AS - Expense Ratio Comparison
Both IEUX.AS and IDVY.AS have an expense ratio of 0.40%.
Dividends
IEUX.AS vs. IDVY.AS - Dividend Comparison
IEUX.AS's dividend yield for the trailing twelve months is around 2.00%, less than IDVY.AS's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 4.00% | 4.36% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
IEUX.AS iShares MSCI Europe ex-UK UCITS ETF | 2.00% | 2.15% | 2.36% | 2.37% | 2.34% | 1.62% | 1.43% | 2.33% | 2.65% | 2.27% | 2.31% | 2.16% |
Frequently Asked Questions
IEUX.AS and IDVY.AS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IEUX.AS and IDVY.AS have the same expense ratio: 0.40% per year.
IEUX.AS tracks MSCI Europe Ex UK NR EUR, while IDVY.AS tracks MSCI EMU NR EUR.
Find the right allocation for IEUX.AS and IDVY.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer