UET5.DE vs. EUN0.DE
UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - UET5.DE tracks the EURO STOXX® 50 ESG while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, UET5.DE returned 13.80%/yr vs 7.36%/yr for EUN0.DE. A 0.76 correlation means they provide meaningful diversification when combined. UET5.DE charges 0.10%/yr vs 0.25%/yr for EUN0.DE.
Performance
UET5.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UET5.DE achieves a 8.56% return, which is significantly higher than EUN0.DE's 5.60% return.
UET5.DE
- 1D
- 0.78%
- 1M
- 2.28%
- YTD
- 8.56%
- 6M
- 10.09%
- 1Y
- 18.93%
- 3Y*
- 18.86%
- 5Y*
- 13.80%
- 10Y*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
UET5.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 8.56% | 25.92% | 12.78% | 25.36% | -9.35% | 26.94% | 0.18% | 15.08% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 11.64% |
Correlation
The correlation between UET5.DE and EUN0.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.76 |
The correlation between UET5.DE and EUN0.DE shifts across timeframes, from 0.63 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UET5.DE vs. EUN0.DE — Risk / Return Rank
UET5.DE
EUN0.DE
UET5.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| UET5.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.76 | +0.86 |
| Martin ratioReturn relative to average drawdown | 5.64 | 1.97 | +3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UET5.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.62 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.66 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.63 | +0.11 |
Drawdowns
UET5.DE vs. EUN0.DE - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for UET5.DE and EUN0.DE.
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Drawdown Indicators
| UET5.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -30.68% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -7.16% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -10.73% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -19.64% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -0.35% | -3.12% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.69% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.76% | +0.63% |
Volatility
UET5.DE vs. EUN0.DE - Volatility Comparison
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 5.06% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UET5.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.03% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 7.20% | +6.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 8.77% | +8.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 11.02% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 12.51% | +7.18% |
UET5.DE vs. EUN0.DE - Expense Ratio Comparison
UET5.DE has a 0.10% expense ratio, which is lower than EUN0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UET5.DE vs. EUN0.DE - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 2.92%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 2.92% | 2.15% | 3.28% | 2.96% | 3.06% | 1.90% | 1.93% |
Frequently Asked Questions
UET5.DE and EUN0.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for EUN0.DE.
UET5.DE tracks EURO STOXX® 50 ESG, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for UET5.DE and 0.25% for EUN0.DE.
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