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IS3H.DE vs. EUN2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3H.DE vs. EUN2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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, IS3H.DE achieves a 9.28% return, which is significantly higher than EUN2.DE's 7.12% return. Over the past 10 years, IS3H.DE has underperformed EUN2.DE with an annualized return of 9.47%, while EUN2.DE has yielded a comparatively higher 10.53% annualized return.


IS3H.DE

1D
0.47%
1M
-0.13%
YTD
9.28%
6M
11.27%
1Y
16.64%
3Y*
18.25%
5Y*
9.27%
10Y*
9.47%

EUN2.DE

1D
0.76%
1M
1.87%
YTD
7.12%
6M
8.50%
1Y
15.68%
3Y*
15.61%
5Y*
11.50%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3H.DE vs. EUN2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
9.28%30.84%11.73%8.69%-14.80%15.42%3.89%29.25%-15.98%19.16%
EUN2.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)
7.12%22.24%10.97%22.70%-8.84%23.49%-3.00%30.05%-12.00%10.20%

Correlation

The correlation between IS3H.DE and EUN2.DE is 0.87, 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

0.87

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

0.88

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2013

0.86

The correlation between IS3H.DE and EUN2.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

IS3H.DE vs. EUN2.DE — Risk / Return Rank

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

IS3H.DE
IS3H.DE Risk / Return Rank: 4343
Overall Rank
IS3H.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IS3H.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IS3H.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IS3H.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3H.DE Martin Ratio Rank: 4747
Martin Ratio Rank

EUN2.DE
EUN2.DE Risk / Return Rank: 3030
Overall Rank
EUN2.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUN2.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUN2.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EUN2.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUN2.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.

IS3H.DE vs. EUN2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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.


IS3H.DEEUN2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.07

Calmar ratioReturn relative to maximum drawdown

2.15

1.43

+0.72

Martin ratioReturn relative to average drawdown

7.71

4.86

+2.86

IS3H.DE vs. EUN2.DE - Sharpe Ratio Comparison

The current IS3H.DE Sharpe Ratio is 1.40, which is higher than the EUN2.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IS3H.DE and EUN2.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


IS3H.DEEUN2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.99

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.65

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.57

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.17

+0.40

Drawdowns

IS3H.DE vs. EUN2.DE - Drawdown Comparison

The maximum IS3H.DE drawdown since its inception was -37.63%, smaller than the maximum EUN2.DE drawdown of -65.11%. Use the drawdown chart below to compare losses from any high point for IS3H.DE and EUN2.DE.


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Drawdown Indicators


IS3H.DEEUN2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.63%

-65.11%

+27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-10.98%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.21%

-16.46%

+2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-23.30%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.63%

-38.35%

+0.72%

Current Drawdown

Current decline from peak

-1.34%

-0.57%

-0.77%

Average Drawdown

Average peak-to-trough decline

-6.35%

-19.35%

+13.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.24%

-0.97%

Volatility

IS3H.DE vs. EUN2.DE - Volatility Comparison

The current volatility for iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) is 3.33%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a volatility of 4.96%. This indicates that IS3H.DE experiences smaller price fluctuations and is considered to be less risky than EUN2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3H.DEEUN2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.96%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

12.88%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

15.93%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

17.46%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

18.23%

-2.08%

IS3H.DE vs. EUN2.DE - Expense Ratio Comparison

IS3H.DE has a 0.49% expense ratio, which is higher than EUN2.DE's 0.10% expense ratio.


Dividends

IS3H.DE vs. EUN2.DE - Dividend Comparison

IS3H.DE has not paid dividends to shareholders, while EUN2.DE's dividend yield for the trailing twelve months is around 2.55%.


PositionTTM20252024202320222021202020192018201720162015
EUN2.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)
2.55%2.51%3.02%3.02%2.92%2.05%2.15%3.02%3.70%2.85%3.38%2.93%
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3H.DE and EUN2.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN2.DE is cheaper with a 0.10% expense ratio, compared with 0.49% for IS3H.DE.

IS3H.DE tracks MSCI EMU Mid Cap, while EUN2.DE tracks EURO STOXX® 50. Their fees differ too: 0.49% for IS3H.DE and 0.10% for EUN2.DE.

Portfolio Optimizer

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