IMAE.AS vs. ETDD.DE
IMAE.AS (iShares Core MSCI Europe UCITS ETF EUR (Acc)) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both Europe Equities funds - IMAE.AS tracks the MSCI Europe NR EUR while ETDD.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IMAE.AS returned 9.14%/yr vs 10.34%/yr for ETDD.DE. Their correlation of 0.87 suggests significant overlap in exposure. IMAE.AS charges 0.20%/yr vs 0.18%/yr for ETDD.DE.
Performance
IMAE.AS vs. ETDD.DE - Performance Comparison
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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%
IMAE.AS vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IMAE.AS
ETDD.DE
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.AS | ETDD.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMAE.AS | ETDD.DE | Difference | |
|---|---|---|---|
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.AS | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.20% | -1.21% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -7.18% | +1.86% |
Ulcer IndexDepth 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.AS | ETDD.DE | Difference | |
|---|---|---|---|
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.
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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