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IMEU.AS vs. IEUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMEU.AS vs. IEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with IMEU.AS having a 10.49% return and IEUR slightly higher at 10.68%. Both investments have delivered pretty close results over the past 10 years, with IMEU.AS having a 10.53% annualized return and IEUR not far behind at 10.28%.


IMEU.AS

1D
0.83%
1M
2.46%
YTD
10.49%
6M
10.91%
1Y
22.44%
3Y*
15.31%
5Y*
10.27%
10Y*
10.53%

IEUR

1D
0.95%
1M
1.88%
YTD
10.68%
6M
10.87%
1Y
21.59%
3Y*
15.20%
5Y*
9.58%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMEU.AS vs. IEUR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
10.49%19.89%8.95%15.92%-9.29%25.73%-3.24%25.60%-9.82%10.78%
IEUR
iShares Core MSCI Europe ETF
10.68%19.57%8.10%16.12%-10.69%25.44%-3.37%27.78%-10.86%11.13%

Correlation

The correlation between IMEU.AS and IEUR is 0.75, 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

0.75

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

0.75

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

0.76

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.76

The correlation between IMEU.AS and IEUR has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

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Return for Risk

IMEU.AS vs. IEUR — Risk / Return Rank

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

IMEU.AS
IMEU.AS Risk / Return Rank: 5959
Overall Rank
IMEU.AS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IMEU.AS Sortino Ratio Rank: 6161
Sortino Ratio Rank
IMEU.AS Omega Ratio Rank: 6161
Omega Ratio Rank
IMEU.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IMEU.AS Martin Ratio Rank: 5858
Martin Ratio Rank

IEUR
IEUR Risk / Return Rank: 3737
Overall Rank
IEUR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3737
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3535
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3434
Calmar Ratio Rank
IEUR Martin Ratio Rank: 4141
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.

IMEU.AS vs. IEUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and iShares Core MSCI Europe ETF (IEUR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMEU.ASIEURDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.33

2.12

+0.22

Martin ratioReturn relative to average drawdown

8.97

8.79

+0.19

IMEU.AS vs. IEUR - Sharpe Ratio Comparison

The current IMEU.AS Sharpe Ratio is 1.74, which is comparable to the IEUR Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IMEU.AS and IEUR, 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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Drawdowns

IMEU.AS vs. IEUR - Drawdown Comparison

The maximum IMEU.AS drawdown since its inception was -54.54%, which is greater than IEUR's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for IMEU.AS and IEUR.


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Drawdown Indicators


IMEU.ASIEURDifference

Max Drawdown

Largest peak-to-trough decline

-54.54%

-36.74%

-17.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-10.25%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-15.24%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-21.05%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

-36.74%

+1.58%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.27%

-5.58%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.46%

+0.02%

Volatility

IMEU.AS vs. IEUR - Volatility Comparison

The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) is 2.88%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 3.96%. This indicates that IMEU.AS experiences smaller price fluctuations and is considered to be less risky than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMEU.ASIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.96%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

11.50%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

13.58%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

14.80%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

16.70%

-1.51%

IMEU.AS vs. IEUR - Expense Ratio Comparison

IMEU.AS has a 1.00% expense ratio, which is higher than IEUR's 0.09% expense ratio.


Dividends

IMEU.AS vs. IEUR - Dividend Comparison

IMEU.AS's dividend yield for the trailing twelve months is around 2.47%, less than IEUR's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
IEUR
iShares Core MSCI Europe ETF
3.21%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
2.47%2.55%2.87%2.88%2.94%2.25%2.08%3.06%3.23%2.64%2.86%2.65%

Frequently Asked Questions


IMEU.AS and IEUR have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEUR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEUR is cheaper with a 0.09% expense ratio, compared with 1.00% for IMEU.AS.

IMEU.AS tracks MSCI Europe NR EUR, while IEUR tracks MSCI Europe Investable Market Index. Their fees differ too: 1.00% for IMEU.AS and 0.09% for IEUR.

Portfolio Optimizer

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