XDUK.DE vs. EUN0.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - XDUK.DE tracks the FTSE AllSh TR GBP while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, XDUK.DE returned 7.99%/yr vs 6.66%/yr for EUN0.DE. Their correlation of 0.82 suggests significant overlap in exposure. XDUK.DE charges 0.09%/yr vs 0.25%/yr for EUN0.DE.
Performance
XDUK.DE vs. EUN0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly higher than EUN0.DE's 5.60% return. Over the past 10 years, XDUK.DE has outperformed EUN0.DE with an annualized return of 7.99%, while EUN0.DE has yielded a comparatively lower 6.66% annualized return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
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%
XDUK.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | -15.31% | 25.14% | -10.59% | 7.62% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between XDUK.DE and EUN0.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.82 |
The correlation between XDUK.DE and EUN0.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
XDUK.DE vs. EUN0.DE — Risk / Return Rank
XDUK.DE
EUN0.DE
XDUK.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.76 | +1.48 |
| Martin ratioReturn relative to average drawdown | 7.89 | 1.97 | +5.92 |
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
| XDUK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.62 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.66 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.53 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.63 | -0.20 |
Drawdowns
XDUK.DE vs. EUN0.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, 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 XDUK.DE and EUN0.DE.
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Drawdown Indicators
| XDUK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -30.68% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -7.16% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -10.73% | -6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -19.64% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -30.68% | -9.19% |
Current DrawdownCurrent decline from peak | -2.86% | -3.12% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.69% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.76% | -0.54% |
Volatility
XDUK.DE vs. EUN0.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that XDUK.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
| XDUK.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.03% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 7.20% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 8.77% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 11.02% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 12.51% | +4.27% |
XDUK.DE vs. EUN0.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% 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
XDUK.DE vs. EUN0.DE - Dividend Comparison
Neither XDUK.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and EUN0.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for EUN0.DE.
XDUK.DE tracks FTSE AllSh TR GBP, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.DE and 0.25% for EUN0.DE.
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