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XESX.L vs. EUN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XESX.L vs. EUN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and iShares STOXX Europe 50 UCITS (EUN.L).

XESX.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. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. 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 XESX.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.

Performance

XESX.L vs. EUN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and iShares STOXX Europe 50 UCITS (EUN.L). The values are adjusted to include any dividend payments, if applicable.

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XESX.L vs. EUN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		-1.21%24.66%2.94%16.40%-8.32%12.93%0.07%18.58%-12.98%10.98%
EUN.L
iShares STOXX Europe 50 UCITS		1.49%23.34%2.83%12.45%4.23%17.70%-1.02%20.48%-9.23%13.71%

Returns By Period

In the year-to-date period, XESX.L achieves a -1.21% return, which is significantly lower than EUN.L's 1.49% return. Over the past 10 years, XESX.L has underperformed EUN.L with an annualized return of 7.63%, while EUN.L has yielded a comparatively higher 10.12% annualized return.

XESX.L

1D
3.01%
1M
-4.48%
YTD
-1.21%
6M
2.64%
1Y
12.24%
3Y*
9.56%
5Y*
7.86%
10Y*
7.63%

EUN.L

1D
2.25%
1M
-4.39%
YTD
1.49%
6M
6.58%
1Y
15.49%
3Y*
10.50%
5Y*
11.64%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Xtrackers EURO STOXX 50 UCITS ETF 1D

iShares STOXX Europe 50 UCITS

Often compared with XESX.L:
XESX.L vs. IDWR.LXESX.L vs. FEZXESX.L vs. URTHXESX.L vs. SPX4.LXESX.L vs. FTWG.LXESX.L vs. VUKE.LXESX.L vs. VEUR.L
Often compared with EUN.L:
EUN.L vs. SWDA.LEUN.L vs. VWCE.DEEUN.L vs. QDVE.DEEUN.L vs. VUAA.LEUN.L vs. EUE.LEUN.L vs. XESC.LEUN.L vs. SPY

XESX.L vs. EUN.L - Expense Ratio Comparison

XESX.L has a 0.09% expense ratio, which is lower than EUN.L's 0.35% expense ratio.

EUN.L
iShares STOXX Europe 50 UCITS
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D

Return for Risk

XESX.L vs. EUN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XESX.L
XESX.L Risk / Return Rank: 3636
Overall Rank
XESX.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XESX.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XESX.L Omega Ratio Rank: 3434
Omega Ratio Rank
XESX.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
XESX.L Martin Ratio Rank: 3838
Martin Ratio Rank
EUN.L
EUN.L Risk / Return Rank: 5656
Overall Rank
EUN.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EUN.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUN.L Omega Ratio Rank: 5656
Omega Ratio Rank
EUN.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EUN.L Martin Ratio Rank: 5656
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.

XESX.L vs. EUN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.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.

XESX.LEUN.LDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.09

-0.34

Sortino ratio

Return per unit of downside risk

1.08

1.46

-0.38

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

1.10

1.52

-0.42

Martin ratio

Return relative to average drawdown

3.85

5.70

-1.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XESX.L vs. EUN.L - Sharpe Ratio Comparison

The current XESX.L Sharpe Ratio is 0.75, which is lower than the EUN.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XESX.L and EUN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XESX.LEUN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.09

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.87

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.69

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.35

-0.20

Correlation

The correlation between XESX.L and EUN.L is 0.82, 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.

Dividends

XESX.L vs. EUN.L - Dividend Comparison

XESX.L's dividend yield for the trailing twelve months is around 0.03%, less than EUN.L's 2.34% yield.

TTM20252024202320222021202020192018201720162015
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		0.03%0.03%0.03%0.03%0.05%0.02%0.03%0.02%0.03%0.03%0.02%0.00%
EUN.L
iShares STOXX Europe 50 UCITS		2.34%2.35%2.76%2.54%2.51%2.27%2.39%3.08%3.47%3.17%3.17%2.99%

Drawdowns

XESX.L vs. EUN.L - Drawdown Comparison

The maximum XESX.L drawdown since its inception was -47.16%, roughly equal to the maximum EUN.L drawdown of -45.10%. Use the drawdown chart below to compare losses from any high point for XESX.L and EUN.L.

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Drawdown Indicators

XESX.LEUN.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-45.10%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.70%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

-13.31%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

-26.13%

-5.55%

Current Drawdown

Current decline from peak

-7.33%

-6.61%

-0.72%

Average Drawdown

Average peak-to-trough decline

-14.04%

-6.72%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.85%

+0.43%

Volatility

XESX.L vs. EUN.L - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 6.42% compared to iShares STOXX Europe 50 UCITS (EUN.L) at 5.47%. This indicates that XESX.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.

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Volatility by Period

XESX.LEUN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

5.47%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

9.37%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

14.18%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

13.42%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

14.73%

+3.50%