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SEMI.AS vs. EUEA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEMI.AS vs. EUEA.AS

Last updated Jun 4, 2026

SEMI.AS (iShares MSCI Global Semiconductors UCITS ETF USD Acc) and EUEA.AS (iShares EURO STOXX 50 UCITS ETF) are both exchange-traded funds - SEMI.AS is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index, while EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, SEMI.AS returned 61.88%/yr vs 18.10%/yr for EUEA.AS. A 0.65 correlation means they provide meaningful diversification when combined. SEMI.AS charges 0.35%/yr vs 0.10%/yr for EUEA.AS.

Performance

SEMI.AS vs. EUEA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEMI.AS is traded in USD, while EUEA.AS is traded in EUR. To make them comparable, the EUEA.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEMI.AS achieves a 102.20% return, which is significantly higher than EUEA.AS's 5.30% return.

SEMI.AS

1D
1.73%
1M
31.94%
YTD
102.20%
6M
105.92%
1Y
210.36%
3Y*
61.88%
5Y*
—
10Y*
—

EUEA.AS

1D
-1.13%
1M
5.13%
YTD
5.30%
6M
7.56%
1Y
17.92%
3Y*
18.10%
5Y*
10.29%
10Y*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMI.AS vs. EUEA.AS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SEMI.AS
iShares MSCI Global Semiconductors UCITS ETF USD Acc		102.20%53.14%15.06%65.69%-35.80%14.84%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		5.30%38.05%4.59%26.98%-14.74%0.00%

Correlation

The correlation between SEMI.AS and EUEA.AS is 0.57, 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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.65

The correlation between SEMI.AS and EUEA.AS has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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iShares MSCI Global Semiconductors UCITS ETF USD Acc

iShares EURO STOXX 50 UCITS ETF

Often compared with SEMI.AS:
SEMI.AS vs. PCT.LSEMI.AS vs. CNDX.ASSEMI.AS vs. CSPX.ASSEMI.AS vs. WINC.ASSEMI.AS vs. IMAE.ASSEMI.AS vs. IWDA.ASSEMI.AS vs. DFND.AS
Often compared with EUEA.AS:
EUEA.AS vs. IMAE.ASEUEA.AS vs. IESE.ASEUEA.AS vs. RWREUEA.AS vs. EGRW.LEUEA.AS vs. IDJG.ASEUEA.AS vs. FTAL.LEUEA.AS vs. EUNA.AS

Return for Risk

SEMI.AS vs. EUEA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEMI.AS
SEMI.AS Risk / Return Rank: 9797
Overall Rank
SEMI.AS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEMI.AS Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEMI.AS Omega Ratio Rank: 9696
Omega Ratio Rank
SEMI.AS Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEMI.AS Martin Ratio Rank: 9797
Martin Ratio Rank
EUEA.AS
EUEA.AS Risk / Return Rank: 2828
Overall Rank
EUEA.AS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2626
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 2828
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 3232
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.

SEMI.AS vs. EUEA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS). 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.

SEMI.ASEUEA.ASDifference
Sharpe ratioReturn per unit of total volatility
6.36
1.01

+5.35

Sortino ratioReturn per unit of downside risk
6.25
1.57

+4.68

Omega ratioGain probability vs. loss probability

1.80

1.19

+0.61

Calmar ratioReturn relative to maximum drawdown

14.16

1.35

+12.81

Martin ratioReturn relative to average drawdown

52.55

4.57

+47.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEMI.AS vs. EUEA.AS - Sharpe Ratio Comparison

The current SEMI.AS Sharpe Ratio is 6.36, which is higher than the EUEA.AS Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SEMI.AS and EUEA.AS, 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

SEMI.ASEUEA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.36

1.01

+5.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.49

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.12

+0.99

Drawdowns

SEMI.AS vs. EUEA.AS - Drawdown Comparison

The maximum SEMI.AS drawdown since its inception was -45.27%, smaller than the maximum EUEA.AS drawdown of -65.70%. Use the drawdown chart below to compare losses from any high point for SEMI.AS and EUEA.AS.

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Drawdown Indicators

SEMI.ASEUEA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-45.27%

-65.70%

+20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-13.11%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-38.23%

-15.48%

-22.75%

Max Drawdown (5Y)

Largest decline over 5 years

—

-34.95%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.64%

—

Current Drawdown

Current decline from peak

0.00%

-2.09%

+2.09%

Average Drawdown

Average peak-to-trough decline

-13.40%

-27.38%

+13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.89%

+0.06%

Volatility

SEMI.AS vs. EUEA.AS - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD Acc (SEMI.AS) has a higher volatility of 13.09% compared to iShares EURO STOXX 50 UCITS ETF (EUEA.AS) at 6.22%. This indicates that SEMI.AS's price experiences larger fluctuations and is considered to be riskier than EUEA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEMI.ASEUEA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

6.22%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

25.64%

14.54%

+11.10%

Volatility (1Y)

Calculated over the trailing 1-year period

32.47%

17.49%

+14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.59%

20.58%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.59%

20.37%

+11.22%

SEMI.AS vs. EUEA.AS - Expense Ratio Comparison

SEMI.AS has a 0.35% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio.

Dividends

SEMI.AS vs. EUEA.AS - Dividend Comparison

SEMI.AS has not paid dividends to shareholders, while EUEA.AS's dividend yield for the trailing twelve months is around 2.57%.

PositionTTM20252024202320222021202020192018201720162015
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		2.57%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%
SEMI.AS
iShares MSCI Global Semiconductors UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SEMI.AS and EUEA.AS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.35% for SEMI.AS.

SEMI.AS is categorized as Semiconductors, while EUEA.AS is Europe Equities. SEMI.AS tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index, while EUEA.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.35% for SEMI.AS and 0.10% for EUEA.AS.

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