VYM vs. EUNY.DE
VYM (Vanguard High Dividend Yield ETF) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 10 years, VYM returned 11.70%/yr vs 7.38%/yr for EUNY.DE. At a 0.46 correlation, their price movements are largely independent. VYM charges 0.04%/yr vs 0.65%/yr for EUNY.DE.
Performance
VYM vs. EUNY.DE - Performance Comparison
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Different Trading Currencies
VYM is traded in USD, while EUNY.DE is traded in EUR. To make them comparable, the EUNY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VYM achieves a 10.82% return, which is significantly higher than EUNY.DE's 10.16% return. Over the past 10 years, VYM has outperformed EUNY.DE with an annualized return of 11.70%, while EUNY.DE has yielded a comparatively lower 7.38% annualized return.
VYM
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 10.82%
- 6M
- 10.58%
- 1Y
- 24.30%
- 3Y*
- 17.89%
- 5Y*
- 11.33%
- 10Y*
- 11.70%
EUNY.DE
- 1D
- -0.45%
- 1M
- -3.77%
- YTD
- 10.16%
- 6M
- 12.47%
- 1Y
- 27.56%
- 3Y*
- 20.45%
- 5Y*
- 4.30%
- 10Y*
- 7.38%
VYM vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 10.82% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 10.16% | 28.66% | 5.96% | 19.01% | -30.20% | 10.52% | -3.07% | 15.81% | -6.18% | 26.11% |
Correlation
The correlation between VYM and EUNY.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2012 | 0.46 |
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Return for Risk
VYM vs. EUNY.DE — Risk / Return Rank
VYM
EUNY.DE
VYM vs. EUNY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.
| VYM | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.80 | -1.15 |
| Martin ratioReturn relative to average drawdown | 13.64 | 13.42 | +0.22 |
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
| VYM | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.06 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.25 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.41 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.18 | +0.32 |
Drawdowns
VYM vs. EUNY.DE - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than EUNY.DE's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for VYM and EUNY.DE.
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Drawdown Indicators
| VYM | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -48.41% | -8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -5.73% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -14.74% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -40.81% | +24.97% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -40.81% | +5.60% |
Current DrawdownCurrent decline from peak | -1.89% | -3.96% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -15.76% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.05% | -0.26% |
Volatility
VYM vs. EUNY.DE - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 5.13%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 5.13% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 11.02% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 13.37% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 17.37% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.83% | -1.48% |
VYM vs. EUNY.DE - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
VYM vs. EUNY.DE - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.22%, less than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and EUNY.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.65% for EUNY.DE.
VYM is categorized as Dividend, while EUNY.DE is Emerging Markets Equities. VYM tracks FTSE High Dividend Yield Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.65% for EUNY.DE.
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