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Member States of the European Union are autonomous when it comes to the design of their social protection systems. However, they are committed by a recommendation accepted by the European Council addressing the convergence of social protection objectives and policies. Besides, convergence of social protection systems is expected to come about as a result of economic integration. In this paper we examine whether such convergence has occurred during the past decades, using data on replacement rates and social expenditure ratios. We find a rather strong trend of relative convergence and, only during the past two decades, an absolute convergence of social indicators in the EU. But there are only weak signs that these trends are the result of European integration. [ABSTRACT FROM AUTHOR]