XESC.L vs. EUN.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and iShares STOXX Europe 50 UCITS (EUN.L).
XESC.L and EUN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000. Both XESC.L and EUN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XESC.L or EUN.L.
Performance
XESC.L vs. EUN.L - Performance Comparison
Returns By Period
In the year-to-date period, XESC.L achieves a 4.44% return, which is significantly higher than EUN.L's 2.26% return. Over the past 10 years, XESC.L has outperformed EUN.L with an annualized return of 7.99%, while EUN.L has yielded a comparatively lower 7.14% annualized return.
XESC.L
4.44%
-2.47%
-6.94%
9.40%
7.64%
7.99%
EUN.L
2.26%
-4.51%
-7.49%
5.58%
7.23%
7.14%
Key characteristics
| XESC.L | EUN.L | |
|---|---|---|
| Sharpe Ratio | 0.63 | 0.54 |
| Sortino Ratio | 0.95 | 0.83 |
| Omega Ratio | 1.11 | 1.10 |
| Calmar Ratio | 0.84 | 0.62 |
| Martin Ratio | 2.07 | 1.87 |
| Ulcer Index | 3.98% | 2.98% |
| Daily Std Dev | 13.16% | 10.32% |
| Max Drawdown | -34.48% | -45.11% |
| Current Drawdown | -7.80% | -8.29% |
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XESC.L vs. EUN.L - Expense Ratio Comparison
XESC.L has a 0.09% expense ratio, which is lower than EUN.L's 0.35% expense ratio.
Correlation
The correlation between XESC.L and EUN.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XESC.L vs. EUN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and iShares STOXX Europe 50 UCITS (EUN.L). 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.
Dividends
XESC.L vs. EUN.L - Dividend Comparison
XESC.L has not paid dividends to shareholders, while EUN.L's dividend yield for the trailing twelve months is around 2.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUN.L iShares STOXX Europe 50 UCITS | 2.77% | 2.54% | 2.51% | 2.27% | 2.39% | 3.08% | 3.47% | 3.17% | 3.17% | 2.99% | 2.87% | 2.81% |
Drawdowns
XESC.L vs. EUN.L - Drawdown Comparison
The maximum XESC.L drawdown since its inception was -34.48%, smaller than the maximum EUN.L drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for XESC.L and EUN.L. For additional features, visit the drawdowns tool.
Volatility
XESC.L vs. EUN.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) has a higher volatility of 5.95% compared to iShares STOXX Europe 50 UCITS (EUN.L) at 4.69%. This indicates that XESC.L's price experiences larger fluctuations and is considered to be riskier than EUN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.