IUSK.DE vs. EUN0.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 6.66%/yr for EUN0.DE. Their correlation of 0.89 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.25%/yr for EUN0.DE.
Performance
IUSK.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly higher than EUN0.DE's 5.60% return. Over the past 10 years, IUSK.DE has outperformed EUN0.DE with an annualized return of 7.86%, while EUN0.DE has yielded a comparatively lower 6.66% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 1.54%
- YTD
- 6.53%
- 6M
- 8.40%
- 1Y
- 5.44%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
IUSK.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between IUSK.DE and EUN0.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.89 |
The correlation between IUSK.DE and EUN0.DE shifts across timeframes, from 0.74 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. EUN0.DE — Risk / Return Rank
IUSK.DE
EUN0.DE
IUSK.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| IUSK.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.76 | -0.23 |
| Martin ratioReturn relative to average drawdown | 1.40 | 1.97 | -0.57 |
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
| IUSK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.62 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.66 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.63 | -0.14 |
Drawdowns
IUSK.DE vs. EUN0.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and EUN0.DE.
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Drawdown Indicators
| IUSK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -30.68% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -7.16% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -10.73% | -5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -19.64% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -30.68% | -2.88% |
Current DrawdownCurrent decline from peak | -0.86% | -3.12% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -4.69% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.76% | +1.07% |
Volatility
IUSK.DE vs. EUN0.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.03% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 7.20% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 8.77% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 11.02% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 12.51% | +2.99% |
IUSK.DE vs. EUN0.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than EUN0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSK.DE vs. EUN0.DE - Dividend Comparison
Neither IUSK.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and EUN0.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while EUN0.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.20% for IUSK.DE and 0.25% for EUN0.DE.
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