Preferential enrichment of the heavier isotopes of moderately volatile elements (MVE) in samples from asteroids and the Moon have been attributed to volatile loss during the formation and differentiation of their parent bodies. Analogs for planetary feedstocks include the howardite-eucrite-diogenite meteorites, which originate from a differentiated planetesimal or planetesimals, likely including (4) Vesta. Complications arise in the interpretation of volatile depletion in these meteorites, however, due to post-crystallization processes including metamorphism and later impacts that acted upon them. We present new coupled Cu and Zn isotope data for a suite of eucrites that, when combined with published data, show significant ranges (δ65Cu = -1.6 to +0.9‰; δ66Zn = -7.8 to +13.5‰). Exclusion of eucrites that have been affected by metamorphism, impact contamination or surface condensation of isotopically light Zn and Cu leads to a range of ‘pristine’ compositions (δ66Zn = +1.1 ± 2.3‰; δ65Cu = +0.5 ± 0.5‰; 2 St. Dev.), implying inherent MVE variability within the eucrite parent body. As low-mass differentiated bodies, Vesta and the Moon represent endmembers in planet evolution. For the Moon, extensive volatile loss can be explained by a cataclysmic giant impact origin and later magma ocean crystallization. In contrast the parent body of eucrite meteorites likely heterogeneously lost volatile elements and compounds during differentiation. Vesta as the potential source of eucrite meteorites offers an important endmember composition for likely feedstocks to planets, representing the remaining vestige of what was likely to have been a larger population of differentiated objects in the inner Solar System shortly after nebula accretion. Mixing contributions of non-carbonaceous and carbonaceous chondrites constrained by nucleosynthetic Zn isotope anomalies suggests a significant fraction of Earth's accretion could have come from volatile-poor and differentiated planetary feedstocks that would have had limited effects on the bulk silicate Earth (BSE) Zn isotope composition. Furthermore, volatile-poor feedstocks cannot explain the BSE Cu isotope composition, which instead may have been modified by terrestrial core formation. Pristine eucrites offer key insights into early planetesimal differentiation and the role of volatile loss on small mass bodies within nascent solar systems.