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MEU.MI vs. IQQJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEU.MI vs. IQQJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Europe II UCITS ETF (MEU.MI) and iShares MSCI Japan UCITS ETF (Dist) (IQQJ.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, MEU.MI achieves a 6.91% return, which is significantly lower than IQQJ.DE's 16.83% return. Both investments have delivered pretty close results over the past 10 years, with MEU.MI having a 9.00% annualized return and IQQJ.DE not far behind at 8.94%.


MEU.MI

1D
0.32%
1M
3.24%
YTD
6.91%
6M
9.45%
1Y
15.94%
3Y*
13.53%
5Y*
9.78%
10Y*
9.00%

IQQJ.DE

1D
-14.69%
1M
5.85%
YTD
16.83%
6M
16.70%
1Y
30.57%
3Y*
15.45%
5Y*
9.84%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEU.MI vs. IQQJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEU.MI
Amundi MSCI Europe II UCITS ETF
6.91%20.93%8.17%15.92%-9.82%25.20%-3.35%26.91%-10.49%10.19%
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
16.83%12.69%13.58%16.03%-12.77%9.53%4.77%21.88%-10.11%8.81%

Correlation

The correlation between MEU.MI and IQQJ.DE is 0.58, 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

0.58

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

0.54

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

0.55

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

0.61

Correlation (All Time)
Calculated using the full available price history since May 3, 2006

0.58

The correlation between MEU.MI and IQQJ.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

MEU.MI vs. IQQJ.DE — Risk / Return Rank

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

MEU.MI
MEU.MI Risk / Return Rank: 3636
Overall Rank
MEU.MI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MEU.MI Sortino Ratio Rank: 3636
Sortino Ratio Rank
MEU.MI Omega Ratio Rank: 3636
Omega Ratio Rank
MEU.MI Calmar Ratio Rank: 3434
Calmar Ratio Rank
MEU.MI Martin Ratio Rank: 3939
Martin Ratio Rank

IQQJ.DE
IQQJ.DE Risk / Return Rank: 3838
Overall Rank
IQQJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IQQJ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IQQJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IQQJ.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
IQQJ.DE Martin Ratio Rank: 5454
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.

MEU.MI vs. IQQJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe II UCITS ETF (MEU.MI) and iShares MSCI Japan UCITS ETF (Dist) (IQQJ.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.


MEU.MIIQQJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

1.66

2.07

-0.41

Martin ratioReturn relative to average drawdown

6.05

9.16

-3.11

MEU.MI vs. IQQJ.DE - Sharpe Ratio Comparison

The current MEU.MI Sharpe Ratio is 1.24, which is higher than the IQQJ.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of MEU.MI and IQQJ.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


MEU.MIIQQJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.87

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.46

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.47

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.28

+0.04

Drawdowns

MEU.MI vs. IQQJ.DE - Drawdown Comparison

The maximum MEU.MI drawdown since its inception was -58.23%, which is greater than IQQJ.DE's maximum drawdown of -54.99%. Use the drawdown chart below to compare losses from any high point for MEU.MI and IQQJ.DE.


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Drawdown Indicators


MEU.MIIQQJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.23%

-54.99%

-3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-14.69%

+5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-16.72%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-19.40%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

-28.02%

-7.16%

Current Drawdown

Current decline from peak

-1.84%

-14.69%

+12.85%

Average Drawdown

Average peak-to-trough decline

-11.83%

-16.84%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.33%

-0.70%

Volatility

MEU.MI vs. IQQJ.DE - Volatility Comparison

The current volatility for Amundi MSCI Europe II UCITS ETF (MEU.MI) is 4.18%, while iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a volatility of 30.30%. This indicates that MEU.MI experiences smaller price fluctuations and is considered to be less risky than IQQJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEU.MIIQQJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

30.30%

-26.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

33.04%

-22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

34.82%

-21.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

21.13%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

18.82%

-3.24%

MEU.MI vs. IQQJ.DE - Expense Ratio Comparison

MEU.MI has a 0.25% expense ratio, which is higher than IQQJ.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MEU.MI vs. IQQJ.DE - Dividend Comparison

MEU.MI has not paid dividends to shareholders, while IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
1.52%1.79%1.48%1.42%1.76%1.16%1.40%1.41%1.44%1.23%1.21%0.57%
MEU.MI
Amundi MSCI Europe II UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.28%3.78%3.10%3.37%3.53%

Frequently Asked Questions


MEU.MI and IQQJ.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for MEU.MI.

MEU.MI is categorized as Europe Equities, while IQQJ.DE is Japan Equities. MEU.MI tracks MSCI Europe index, while IQQJ.DE tracks MSCI Japan. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for MEU.MI and 0.12% for IQQJ.DE.

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