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IEUX.AS vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEUX.AS vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEUX.AS is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEUX.AS achieves a 6.39% return, which is significantly lower than WINC.AS's 9.49% 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%

WINC.AS

1D
-0.33%
1M
3.94%
YTD
9.49%
6M
10.50%
1Y
22.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUX.AS vs. WINC.AS - Yearly Performance Comparison


2026 (YTD)20252024
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
6.39%19.55%0.10%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.49%7.70%12.74%

Correlation

The correlation between IEUX.AS and WINC.AS is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.56

The correlation between IEUX.AS and WINC.AS shifts across timeframes, from 0.56 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEUX.AS vs. WINC.AS — Risk / Return Rank

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

IEUX.AS
IEUX.AS Risk / Return Rank: 3131
Overall Rank
IEUX.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IEUX.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEUX.AS Omega Ratio Rank: 3030
Omega Ratio Rank
IEUX.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
IEUX.AS Martin Ratio Rank: 3636
Martin Ratio Rank

WINC.AS
WINC.AS Risk / Return Rank: 7474
Overall Rank
WINC.AS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7070
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
Martin Ratio Rank
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.

IEUX.AS vs. WINC.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 World Equity High Income UCITS ETF USD Inc (WINC.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.ASWINC.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

1.46

5.27

-3.81

Martin ratioReturn relative to average drawdown

5.39

18.52

-13.13

IEUX.AS vs. WINC.AS - Sharpe Ratio Comparison

The current IEUX.AS Sharpe Ratio is 1.07, which is lower than the WINC.AS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IEUX.AS and WINC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IEUX.ASWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.06

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.18

-0.88

Drawdowns

IEUX.AS vs. WINC.AS - Drawdown Comparison

The maximum IEUX.AS drawdown since its inception was -60.28%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for IEUX.AS and WINC.AS.


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Drawdown Indicators


IEUX.ASWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-18.74%

-41.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-4.26%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

Current Drawdown

Current decline from peak

-2.02%

-0.69%

-1.33%

Average Drawdown

Average peak-to-trough decline

-14.68%

-3.04%

-11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.21%

+1.49%

Volatility

IEUX.AS vs. WINC.AS - Volatility Comparison

iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) has a higher volatility of 4.86% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 2.94%. This indicates that IEUX.AS's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEUX.ASWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

2.94%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

8.04%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

10.89%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

14.39%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

14.39%

+1.33%

IEUX.AS vs. WINC.AS - Expense Ratio Comparison

IEUX.AS has a 0.40% expense ratio, which is higher than WINC.AS's 0.35% expense ratio.


Dividends

IEUX.AS vs. WINC.AS - Dividend Comparison

IEUX.AS's dividend yield for the trailing twelve months is around 2.00%, less than WINC.AS's 9.70% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.70%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEUX.AS and WINC.AS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WINC.AS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WINC.AS is cheaper with a 0.35% expense ratio, compared with 0.40% for IEUX.AS.

IEUX.AS is categorized as Europe Equities, while WINC.AS is Global Equity Income. Their fees differ too: 0.40% for IEUX.AS and 0.35% for WINC.AS.

Portfolio Optimizer

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