IWM vs. EUN1.DE
IWM (iShares Russell 2000 ETF) and EUN1.DE (iShares STOXX Europe 50 UCITS ETF) are both exchange-traded funds - IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 10 years, IWM returned 10.78%/yr vs 9.41%/yr for EUN1.DE. At a 0.49 correlation, their price movements are largely independent. IWM charges 0.19%/yr vs 0.35%/yr for EUN1.DE.
Performance
IWM vs. EUN1.DE - Performance Comparison
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Different Trading Currencies
IWM is traded in USD, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than EUN1.DE's 6.03% return. Over the past 10 years, IWM has outperformed EUN1.DE with an annualized return of 10.78%, while EUN1.DE has yielded a comparatively lower 9.41% annualized return.
IWM
- 1D
- 0.87%
- 1M
- -0.02%
- YTD
- 15.62%
- 6M
- 13.83%
- 1Y
- 35.52%
- 3Y*
- 16.64%
- 5Y*
- 5.48%
- 10Y*
- 10.78%
EUN1.DE
- 1D
- 0.89%
- 1M
- 1.10%
- YTD
- 6.03%
- 6M
- 9.45%
- 1Y
- 18.07%
- 3Y*
- 15.07%
- 5Y*
- 10.05%
- 10Y*
- 9.41%
IWM vs. EUN1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 15.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 6.03% | 33.06% | 1.15% | 18.46% | -7.28% | 16.07% | 2.46% | 25.73% | -14.66% | 24.57% |
Correlation
The correlation between IWM and EUN1.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.49 |
The correlation between IWM and EUN1.DE has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
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Return for Risk
IWM vs. EUN1.DE — Risk / Return Rank
IWM
EUN1.DE
IWM vs. EUN1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares STOXX Europe 50 UCITS ETF (EUN1.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.
| IWM | EUN1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.58 | +1.65 |
| Martin ratioReturn relative to average drawdown | 11.44 | 5.38 | +6.06 |
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
| IWM | EUN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.19 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.59 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.18 | +0.18 |
Drawdowns
IWM vs. EUN1.DE - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, roughly equal to the maximum EUN1.DE drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for IWM and EUN1.DE.
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Drawdown Indicators
| IWM | EUN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -62.12% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -11.49% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -15.53% | -11.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -25.67% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -32.94% | -8.19% |
Current DrawdownCurrent decline from peak | -2.71% | -2.25% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -16.03% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.39% | -0.28% |
Volatility
IWM vs. EUN1.DE - Volatility Comparison
iShares Russell 2000 ETF (IWM) has a higher volatility of 6.52% compared to iShares STOXX Europe 50 UCITS ETF (EUN1.DE) at 4.76%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than EUN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | EUN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 4.76% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 12.78% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 15.27% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 16.94% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 17.20% | +5.87% |
IWM vs. EUN1.DE - Expense Ratio Comparison
IWM has a 0.19% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.
Dividends
IWM vs. EUN1.DE - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.89%, less than EUN1.DE's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
IWM iShares Russell 2000 ETF | 0.89% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
IWM and EUN1.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWM is cheaper with a 0.19% expense ratio, compared with 0.35% for EUN1.DE.
IWM is categorized as Small Cap Blend Equities, while EUN1.DE is Europe Equities. IWM tracks Russell 2000 Index, while EUN1.DE tracks STOXX® Europe 50. Their fees differ too: 0.19% for IWM and 0.35% for EUN1.DE.
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