LEAD.DE vs. EUN0.DE
LEAD.DE (Amundi MSCI Europe ESG Leaders UCITS ETF Acc) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - LEAD.DE tracks the MSCI Europe ESG Leaders while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, LEAD.DE returned 8.61%/yr vs 7.36%/yr for EUN0.DE. Their correlation of 0.85 suggests significant overlap in exposure. LEAD.DE charges 0.20%/yr vs 0.25%/yr for EUN0.DE.
Performance
LEAD.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LEAD.DE achieves a 9.44% return, which is significantly higher than EUN0.DE's 5.60% return.
LEAD.DE
- 1D
- 0.54%
- 1M
- 4.78%
- YTD
- 9.44%
- 6M
- 11.63%
- 1Y
- 16.87%
- 3Y*
- 11.72%
- 5Y*
- 8.61%
- 10Y*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- 0.57%
- YTD
- 5.60%
- 6M
- 6.91%
- 1Y
- 5.46%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
LEAD.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEAD.DE Amundi MSCI Europe ESG Leaders UCITS ETF Acc | 9.44% | 13.89% | 6.93% | 16.25% | -11.84% | 24.71% | 1.30% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | 1.16% |
Correlation
The correlation between LEAD.DE and EUN0.DE 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 | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2020 | 0.85 |
The correlation between LEAD.DE and EUN0.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
LEAD.DE vs. EUN0.DE — Risk / Return Rank
LEAD.DE
EUN0.DE
LEAD.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.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.
| LEAD.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.76 | +0.85 |
| Martin ratioReturn relative to average drawdown | 6.00 | 1.97 | +4.02 |
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
| LEAD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.62 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.66 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.63 | +0.09 |
Drawdowns
LEAD.DE vs. EUN0.DE - Drawdown Comparison
The maximum LEAD.DE drawdown since its inception was -21.53%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for LEAD.DE and EUN0.DE.
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Drawdown Indicators
| LEAD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.53% | -30.68% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -7.16% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -10.73% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -19.64% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -1.11% | -3.12% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -4.69% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.76% | +0.05% |
Volatility
LEAD.DE vs. EUN0.DE - Volatility Comparison
Amundi MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.DE) has a higher volatility of 4.67% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that LEAD.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
| LEAD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.03% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 7.20% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 8.77% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 11.02% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 12.51% | +1.96% |
LEAD.DE vs. EUN0.DE - Expense Ratio Comparison
LEAD.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
LEAD.DE vs. EUN0.DE - Dividend Comparison
Neither LEAD.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
LEAD.DE and EUN0.DE 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, LEAD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LEAD.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUN0.DE.
LEAD.DE tracks MSCI Europe ESG Leaders, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for LEAD.DE and 0.25% for EUN0.DE.
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