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NADA.DE vs. EUNN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NADA.DE vs. EUNN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with NADA.DE having a 19.90% return and EUNN.DE slightly lower at 19.71%.


NADA.DE

1D
0.49%
1M
3.64%
YTD
19.90%
6M
20.31%
1Y
38.41%
3Y*
17.56%
5Y*
10.47%
10Y*

EUNN.DE

1D
0.54%
1M
3.39%
YTD
19.71%
6M
19.97%
1Y
37.65%
3Y*
17.53%
5Y*
10.23%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NADA.DE vs. EUNN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
19.90%12.75%13.65%16.45%-12.50%9.86%9.71%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
19.71%13.46%12.91%15.16%-11.48%9.24%9.13%

Correlation

The correlation between NADA.DE and EUNN.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.99

The correlation between NADA.DE and EUNN.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

NADA.DE vs. EUNN.DE — Risk / Return Rank

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

NADA.DE
NADA.DE Risk / Return Rank: 7474
Overall Rank
NADA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NADA.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
NADA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
NADA.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
NADA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

EUNN.DE
EUNN.DE Risk / Return Rank: 7676
Overall Rank
EUNN.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 7878
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.

NADA.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NADA.DEEUNN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

3.83

3.91

-0.08

Martin ratioReturn relative to average drawdown

12.27

13.04

-0.77

NADA.DE vs. EUNN.DE - Sharpe Ratio Comparison

The current NADA.DE Sharpe Ratio is 1.98, which is comparable to the EUNN.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of NADA.DE and EUNN.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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Drawdowns

NADA.DE vs. EUNN.DE - Drawdown Comparison

The maximum NADA.DE drawdown since its inception was -19.09%, smaller than the maximum EUNN.DE drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for NADA.DE and EUNN.DE.


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Drawdown Indicators


NADA.DEEUNN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-28.56%

+9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-9.58%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-15.81%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

-19.41%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

Current Drawdown

Current decline from peak

-2.85%

-2.49%

-0.36%

Average Drawdown

Average peak-to-trough decline

-5.59%

-6.84%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.88%

+0.24%

Volatility

NADA.DE vs. EUNN.DE - Volatility Comparison

Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) has a higher volatility of 6.21% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 5.61%. This indicates that NADA.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NADA.DEEUNN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

5.61%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

15.36%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

18.63%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

16.20%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

16.10%

+0.28%

NADA.DE vs. EUNN.DE - Expense Ratio Comparison

Both NADA.DE and EUNN.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

NADA.DE vs. EUNN.DE - Dividend Comparison

NADA.DE's dividend yield for the trailing twelve months is around 1.59%, while EUNN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
1.59%1.90%1.93%1.75%2.64%1.95%0.60%

Frequently Asked Questions


With a correlation of 0.99, NADA.DE and EUNN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NADA.DE and EUNN.DE have the same expense ratio: 0.12% per year.

NADA.DE tracks MSCI Japan Index, while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

Find the right allocation for NADA.DE and EUNN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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