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USD=X vs. EUN1.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. EUN1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and iShares STOXX Europe 50 UCITS ETF (EUN1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USD=X is traded in USD, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

EUN1.DE

1D
0.89%
1M
1.10%
YTD
6.03%
6M
9.45%
1Y
18.07%
3Y*
15.07%
5Y*
10.05%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. EUN1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
6.03%33.06%1.15%18.46%-7.28%16.07%2.46%25.73%-14.66%24.57%

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Return for Risk

USD=X vs. EUN1.DE — Risk / Return Rank

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

USD=X

EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
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.

USD=X vs. EUN1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares STOXX Europe 50 UCITS ETF (EUN1.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. EUN1.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XEUN1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

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

0.18

Drawdowns

USD=X vs. EUN1.DE - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum EUN1.DE drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for USD=X and EUN1.DE.


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Drawdown Indicators


USD=XEUN1.DEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-62.12%

+62.12%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.49%

+11.49%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-15.53%

+15.53%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.67%

+25.67%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-32.94%

+32.94%

Current Drawdown

Current decline from peak

0.00%

-2.25%

+2.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-16.03%

+16.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.39%

-3.39%

Volatility

USD=X vs. EUN1.DE - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a volatility of 4.76%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than EUN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XEUN1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.76%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

12.78%

-12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.27%

-15.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.94%

-16.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.20%

-17.20%

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