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

Performance

MEU.MI vs. IQQN.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 North America UCITS ETF (IQQN.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 IQQN.DE's 11.09% return. Over the past 10 years, MEU.MI has underperformed IQQN.DE with an annualized return of 9.00%, while IQQN.DE has yielded a comparatively higher 14.38% annualized return.


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%

IQQN.DE

1D
-0.05%
1M
5.20%
YTD
11.09%
6M
11.12%
1Y
25.13%
3Y*
18.64%
5Y*
13.97%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEU.MI vs. IQQN.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%
IQQN.DE
iShares MSCI North America UCITS ETF
11.09%4.95%31.43%22.31%-15.50%38.10%8.53%34.21%-2.31%6.17%

Correlation

The correlation between MEU.MI and IQQN.DE is 0.60, 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

0.61

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

0.55

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

0.64

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2006

0.68

The correlation between MEU.MI and IQQN.DE shifts across timeframes, from 0.55 (3 years) to 0.69 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

MEU.MI vs. IQQN.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

IQQN.DE
IQQN.DE Risk / Return Rank: 6868
Overall Rank
IQQN.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQQN.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQN.DE Omega Ratio Rank: 6868
Omega Ratio Rank
IQQN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQQN.DE Martin Ratio Rank: 6868
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. IQQN.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 North America UCITS ETF (IQQN.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.MIIQQN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

1.66

3.46

-1.80

Martin ratioReturn relative to average drawdown

6.05

12.25

-6.20

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

The current MEU.MI Sharpe Ratio is 1.24, which is lower than the IQQN.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of MEU.MI and IQQN.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.MIIQQN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.16

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.91

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.89

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.59

-0.27

Drawdowns

MEU.MI vs. IQQN.DE - Drawdown Comparison

The maximum MEU.MI drawdown since its inception was -58.23%, which is greater than IQQN.DE's maximum drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for MEU.MI and IQQN.DE.


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Drawdown Indicators


MEU.MIIQQN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.23%

-52.40%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-7.22%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-23.46%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-23.46%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

-34.38%

-0.80%

Current Drawdown

Current decline from peak

-1.84%

-0.35%

-1.49%

Average Drawdown

Average peak-to-trough decline

-11.83%

-9.11%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.05%

+0.58%

Volatility

MEU.MI vs. IQQN.DE - Volatility Comparison

Amundi MSCI Europe II UCITS ETF (MEU.MI) has a higher volatility of 4.18% compared to iShares MSCI North America UCITS ETF (IQQN.DE) at 2.66%. This indicates that MEU.MI's price experiences larger fluctuations and is considered to be riskier than IQQN.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.MIIQQN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

2.66%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

7.55%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

11.56%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

15.24%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

16.09%

-0.51%

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

MEU.MI has a 0.25% expense ratio, which is lower than IQQN.DE's 0.40% expense ratio.


Dividends

MEU.MI vs. IQQN.DE - Dividend Comparison

MEU.MI has not paid dividends to shareholders, while IQQN.DE's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM20252024202320222021202020192018201720162015
IQQN.DE
iShares MSCI North America UCITS ETF
0.61%0.68%0.75%0.99%1.15%0.73%1.09%1.22%1.42%1.34%1.37%1.53%
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 IQQN.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MEU.MI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEU.MI is cheaper with a 0.25% expense ratio, compared with 0.40% for IQQN.DE.

MEU.MI is categorized as Europe Equities, while IQQN.DE is Large Cap Blend Equities. MEU.MI tracks MSCI Europe index, while IQQN.DE tracks MSCI North America. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for MEU.MI and 0.40% for IQQN.DE.

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