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IMAE.AS vs. ETDD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMAE.AS vs. ETDD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMAE.AS achieves a 6.95% return, which is significantly higher than ETDD.DE's 6.48% return. Over the past 10 years, IMAE.AS has underperformed ETDD.DE with an annualized return of 9.14%, while ETDD.DE has yielded a comparatively higher 10.34% annualized return.


IMAE.AS

1D
-0.71%
1M
3.95%
YTD
6.95%
6M
9.74%
1Y
16.05%
3Y*
13.28%
5Y*
9.84%
10Y*
9.14%

ETDD.DE

1D
-0.86%
1M
6.25%
YTD
6.48%
6M
8.34%
1Y
15.65%
3Y*
14.97%
5Y*
11.37%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMAE.AS vs. ETDD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
6.95%19.74%8.89%15.99%-9.31%25.66%-3.06%25.45%-9.65%10.15%
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
6.48%22.10%10.81%22.48%-8.67%23.67%-2.97%29.87%-12.20%9.80%

Correlation

The correlation between IMAE.AS and ETDD.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2010

0.87

The correlation between IMAE.AS and ETDD.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

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Return for Risk

IMAE.AS vs. ETDD.DE — Risk / Return Rank

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

IMAE.AS
IMAE.AS Risk / Return Rank: 3535
Overall Rank
IMAE.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 3535
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 3939
Martin Ratio Rank

ETDD.DE
ETDD.DE Risk / Return Rank: 2929
Overall Rank
ETDD.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ETDD.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ETDD.DE Omega Ratio Rank: 2727
Omega Ratio Rank
ETDD.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ETDD.DE Martin Ratio Rank: 3333
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.

IMAE.AS vs. ETDD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE). 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.


IMAE.ASETDD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.67

1.42

+0.25

Martin ratioReturn relative to average drawdown

6.19

4.84

+1.36

IMAE.AS vs. ETDD.DE - Sharpe Ratio Comparison

The current IMAE.AS Sharpe Ratio is 1.24, which is comparable to the ETDD.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IMAE.AS and ETDD.DE, 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


IMAE.ASETDD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.98

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.64

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.40

+0.13

Drawdowns

IMAE.AS vs. ETDD.DE - Drawdown Comparison

The maximum IMAE.AS drawdown since its inception was -35.60%, smaller than the maximum ETDD.DE drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and ETDD.DE.


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Drawdown Indicators


IMAE.ASETDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-38.45%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-10.95%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-16.49%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-23.26%

+3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-38.45%

+2.85%

Current Drawdown

Current decline from peak

-2.20%

-1.21%

-0.99%

Average Drawdown

Average peak-to-trough decline

-5.32%

-7.18%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.23%

-0.67%

Volatility

IMAE.AS vs. ETDD.DE - Volatility Comparison

The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) is 4.85%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.58%. This indicates that IMAE.AS experiences smaller price fluctuations and is considered to be less risky than ETDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMAE.ASETDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.58%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

12.95%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

15.92%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

17.55%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

18.31%

-2.77%

IMAE.AS vs. ETDD.DE - Expense Ratio Comparison

IMAE.AS has a 0.20% expense ratio, which is higher than ETDD.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IMAE.AS vs. ETDD.DE - Dividend Comparison

Neither IMAE.AS nor ETDD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, IMAE.AS and ETDD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for IMAE.AS.

IMAE.AS tracks MSCI Europe NR EUR, while ETDD.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.20% for IMAE.AS and 0.18% for ETDD.DE.

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