They have similiar elements, but are fundamentally different in that in EU you play the Nation you choose, but in CK you play a dynasty. That means certain aspects of the game are more important. For example pretty much only domestic threats you face in EU are rebels, most of wich are few in numbers and equipment and not really a threat. In CK you can have succession wars and rebellious vassals for example. The scale (for lack of better word) is different.