SMEA.L vs. IEUS
Compare and contrast key facts about iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) and iShares MSCI Europe Small-Cap ETF (IEUS).
SMEA.L and IEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMEA.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. Both SMEA.L and IEUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMEA.L or IEUS.
Key characteristics
| SMEA.L | IEUS | |
|---|---|---|
| YTD Return | 3.89% | 1.63% |
| 1Y Return | 12.52% | 18.79% |
| 3Y Return (Ann) | 4.04% | -5.41% |
| 5Y Return (Ann) | 6.62% | 4.13% |
| 10Y Return (Ann) | 7.66% | 5.80% |
| Sharpe Ratio | 1.22 | 1.10 |
| Sortino Ratio | 1.76 | 1.61 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 1.84 | 0.59 |
| Martin Ratio | 5.35 | 5.95 |
| Ulcer Index | 2.24% | 3.09% |
| Daily Std Dev | 9.82% | 16.75% |
| Max Drawdown | -28.48% | -62.12% |
| Current Drawdown | -5.43% | -18.06% |
Correlation
The correlation between SMEA.L and IEUS is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SMEA.L vs. IEUS - Performance Comparison
In the year-to-date period, SMEA.L achieves a 3.89% return, which is significantly higher than IEUS's 1.63% return. Over the past 10 years, SMEA.L has outperformed IEUS with an annualized return of 7.66%, while IEUS has yielded a comparatively lower 5.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SMEA.L vs. IEUS - Expense Ratio Comparison
SMEA.L has a 0.12% expense ratio, which is lower than IEUS's 0.40% expense ratio.
Risk-Adjusted Performance
SMEA.L vs. IEUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) and iShares MSCI Europe Small-Cap ETF (IEUS). 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.
Dividends
SMEA.L vs. IEUS - Dividend Comparison
SMEA.L has not paid dividends to shareholders, while IEUS's dividend yield for the trailing twelve months is around 3.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (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% |
IEUS iShares MSCI Europe Small-Cap ETF | 3.22% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
Drawdowns
SMEA.L vs. IEUS - Drawdown Comparison
The maximum SMEA.L drawdown since its inception was -28.48%, smaller than the maximum IEUS drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for SMEA.L and IEUS. For additional features, visit the drawdowns tool.
Volatility
SMEA.L vs. IEUS - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) and iShares MSCI Europe Small-Cap ETF (IEUS) have volatilities of 3.69% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.