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SP20.AS vs. EUEA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SP20.AS vs. EUEA.AS

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS).

SP20.AS and EUEA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SP20.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 Top 20 Select 35/20 Capped Index. It was launched on Nov 12, 2024. EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. Both SP20.AS and EUEA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SP20.AS vs. EUEA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.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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SP20.AS vs. EUEA.AS - Yearly Performance Comparison

2026 (YTD)20252024
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc		-10.91%19.56%5.33%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		-3.48%21.70%2.25%

Returns By Period

In the year-to-date period, SP20.AS achieves a -10.91% return, which is significantly lower than EUEA.AS's -3.48% return.

SP20.AS

1D
1.28%
1M
-6.28%
YTD
-10.91%
6M
-6.93%
1Y
22.34%
3Y*
—
5Y*
—
10Y*
—

EUEA.AS

1D
0.51%
1M
-9.30%
YTD
-3.48%
6M
1.34%
1Y
8.93%
3Y*
12.02%
5Y*
10.22%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares S&P 500 Top 20 UCITS ETF USD Acc

iShares EURO STOXX 50 UCITS ETF

Often compared with SP20.AS:
SP20.AS vs. QQQSP20.AS vs. XNAS.DESP20.AS vs. XNAS.LSP20.AS vs. IITU.LSP20.AS vs. GLDSP20.AS vs. JEPQSP20.AS vs. S500.PA
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

SP20.AS vs. EUEA.AS - Expense Ratio Comparison

SP20.AS has a 0.20% expense ratio, which is higher than EUEA.AS's 0.10% 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%.

SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
EUEA.AS
iShares EURO STOXX 50 UCITS ETF

Return for Risk

SP20.AS vs. EUEA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SP20.AS
SP20.AS Risk / Return Rank: 6868
Overall Rank
SP20.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SP20.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
SP20.AS Omega Ratio Rank: 6363
Omega Ratio Rank
SP20.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SP20.AS Martin Ratio Rank: 7171
Martin Ratio Rank
EUEA.AS
EUEA.AS Risk / Return Rank: 3636
Overall Rank
EUEA.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2828
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 4646
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 4545
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.

SP20.AS vs. EUEA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.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.

SP20.ASEUEA.ASDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.52

+0.64

Sortino ratio

Return per unit of downside risk

1.73

0.79

+0.93

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.83

1.10

+0.74

Martin ratio

Return relative to average drawdown

7.28

4.12

+3.16

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

SP20.AS vs. EUEA.AS - Sharpe Ratio Comparison

The current SP20.AS Sharpe Ratio is 1.16, which is higher than the EUEA.AS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SP20.AS and EUEA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SP20.ASEUEA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.52

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.54

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.10

+0.35

Correlation

The correlation between SP20.AS and EUEA.AS is 0.64, 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.

Dividends

SP20.AS vs. EUEA.AS - Dividend Comparison

SP20.AS has not paid dividends to shareholders, while EUEA.AS's dividend yield for the trailing twelve months is around 2.62%.

TTM20252024202320222021202020192018201720162015
SP20.AS
iShares S&P 500 Top 20 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%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		2.62%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%

Drawdowns

SP20.AS vs. EUEA.AS - Drawdown Comparison

The maximum SP20.AS drawdown since its inception was -23.48%, smaller than the maximum EUEA.AS drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for SP20.AS and EUEA.AS.

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Drawdown Indicators

SP20.ASEUEA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-62.53%

+39.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-12.95%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.35%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.22%

—

Current Drawdown

Current decline from peak

-12.25%

-9.76%

-2.49%

Average Drawdown

Average peak-to-trough decline

-4.06%

-24.44%

+20.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.91%

+0.46%

Volatility

SP20.AS vs. EUEA.AS - Volatility Comparison

The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) is 4.64%, while iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a volatility of 6.68%. This indicates that SP20.AS experiences smaller price fluctuations and is considered to be less risky 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

SP20.ASEUEA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

6.68%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.48%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

17.13%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

17.06%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

18.02%

+1.35%