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IMEU.L vs. EUE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IMEU.L vs. EUE.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe UCITS Dist (IMEU.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L).

IMEU.L and EUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. EUE.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. Both IMEU.L and EUE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IMEU.L vs. EUE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe UCITS Dist (IMEU.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L). The values are adjusted to include any dividend payments, if applicable.

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IMEU.L vs. EUE.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMEU.L
iShares MSCI Europe UCITS Dist		1.38%25.91%3.88%12.93%-3.41%17.08%2.35%19.69%-9.29%14.78%
EUE.L
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)		-0.75%27.87%6.16%20.16%-3.39%15.38%3.14%21.68%-10.63%14.51%

Returns By Period

In the year-to-date period, IMEU.L achieves a 1.38% return, which is significantly higher than EUE.L's -0.75% return. Over the past 10 years, IMEU.L has underperformed EUE.L with an annualized return of 9.93%, while EUE.L has yielded a comparatively higher 11.05% annualized return.

IMEU.L

1D
2.26%
1M
-4.17%
YTD
1.38%
6M
6.53%
1Y
18.08%
3Y*
11.82%
5Y*
10.42%
10Y*
9.93%

EUE.L

1D
2.85%
1M
-4.45%
YTD
-0.75%
6M
3.47%
1Y
15.31%
3Y*
12.85%
5Y*
11.39%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe UCITS Dist

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)

Often compared with IMEU.L:
IMEU.L vs. IEURIMEU.L vs. VEUR.ASIMEU.L vs. SWDA.LIMEU.L vs. VGKIMEU.L vs. VEUR.LIMEU.L vs. XDEW.DEIMEU.L vs. VOO
Often compared with EUE.L:
EUE.L vs. SPYEUE.L vs. EUN.LEUE.L vs. QQQEUE.L vs. FEZEUE.L vs. INAA.LEUE.L vs. GSJYEUE.L vs. ESIT.DE

IMEU.L vs. EUE.L - Expense Ratio Comparison

IMEU.L has a 1.00% expense ratio, which is higher than EUE.L's 0.10% expense ratio.

IMEU.L
iShares MSCI Europe UCITS Dist
EUE.L
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)

Return for Risk

IMEU.L vs. EUE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMEU.L
IMEU.L Risk / Return Rank: 6868
Overall Rank
IMEU.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IMEU.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IMEU.L Omega Ratio Rank: 7070
Omega Ratio Rank
IMEU.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IMEU.L Martin Ratio Rank: 6363
Martin Ratio Rank
EUE.L
EUE.L Risk / Return Rank: 4747
Overall Rank
EUE.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUE.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
EUE.L Omega Ratio Rank: 4444
Omega Ratio Rank
EUE.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
EUE.L Martin Ratio Rank: 4848
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.L vs. EUE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (IMEU.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L). 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.

IMEU.LEUE.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.93

+0.41

Sortino ratio

Return per unit of downside risk

1.76

1.32

+0.44

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

1.74

1.35

+0.40

Martin ratio

Return relative to average drawdown

6.72

4.95

+1.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMEU.L vs. EUE.L - Sharpe Ratio Comparison

The current IMEU.L Sharpe Ratio is 1.34, which is higher than the EUE.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IMEU.L and EUE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IMEU.LEUE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.93

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.66

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.62

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.26

+0.11

Correlation

The correlation between IMEU.L and EUE.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IMEU.L vs. EUE.L - Dividend Comparison

IMEU.L's dividend yield for the trailing twelve months is around 2.48%, less than EUE.L's 2.51% yield.

TTM20252024202320222021202020192018201720162015
IMEU.L
iShares MSCI Europe UCITS Dist		2.48%2.49%2.95%2.86%2.80%2.30%2.04%3.19%3.19%2.60%2.76%2.58%
EUE.L
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)		2.51%2.46%3.09%3.00%2.79%2.10%2.13%3.20%3.64%2.84%3.32%2.85%

Drawdowns

IMEU.L vs. EUE.L - Drawdown Comparison

The maximum IMEU.L drawdown since its inception was -44.39%, smaller than the maximum EUE.L drawdown of -48.69%. Use the drawdown chart below to compare losses from any high point for IMEU.L and EUE.L.

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Drawdown Indicators

IMEU.LEUE.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.39%

-48.69%

+4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-11.53%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-21.94%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-28.71%

-31.97%

+3.26%

Current Drawdown

Current decline from peak

-6.25%

-7.34%

+1.09%

Average Drawdown

Average peak-to-trough decline

-6.58%

-11.18%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.14%

-0.39%

Volatility

IMEU.L vs. EUE.L - Volatility Comparison

The current volatility for iShares MSCI Europe UCITS Dist (IMEU.L) is 5.75%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) has a volatility of 6.49%. This indicates that IMEU.L experiences smaller price fluctuations and is considered to be less risky than EUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMEU.LEUE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

6.49%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.09%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

16.52%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

17.28%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

17.85%

-3.05%