I don't know of any 4X ones, no. That's not to say they don't exist, I just don't know about 'em. I'd love to find out if they do exist, though!
EU3 is real time, but you can slow it to a virtual crawl so that it's easily manageable the same way a turn-based game is. Plus, you can pause it, issue orders, etc. So, I suppose that the more accurate description is that it doesn't have distinctive "turns" because each side is "moving" at the same time, but you can make the game move incredibly slowly. The game models each individual day in each individual year, and pretty much any activity usually takes at least 3 days to accomplish, and most of the time takes a lot more than that. You can make each day take something like 10 seconds, or even pause the game entirely to issue orders. That said, if you want absolute TURNS, then yeah, EU3 ain't your game.
I never played EU2, so I can't really say how close to it EU3 is. I will say that each successive expansion of EU3 has made the game more interesting by adding new features and layers to the game.
For example, in all versions prior to Divine Wind, when you declared war on an enemy, the game automatically requested your allies to join you in the war. However, the game DIDN'T always automatically request that YOU join an ALLY when THEY went to war. The problem was that, if you declared and the ally said "No thanks", your relationship with them takes a major hit. Plus, saying "No thanks," (1) terminates ALL agreements (royal marriages, trade agreements, and I think even military access agreements), and (2) gives you a casus belli against them for breaking the truce. Plus, if the AI said YES, then sometimes, even as the "junior" partner in a war, they could end up nabbing provinces that you were trying to conquer. In several early games as the English, I'd have Portuguese allies landing troops in the Scottish highlands -- lands that I wanted for MYSELF -- which they'd then capture for themselves. So, now I've got to deal with subduing the Scots AND at some point kicking the Portuguese out. Thanks guys. Next time, just stay home and send us a bottle of port, ok?
Divine Wind changed that so that now you can specifically request that an ally join you in a war. Meaning that you won't take the negative hit to relations/agreements if they say "no", and you won't have to deal with them nabbing lands you want if they say "yes."
I still haven't picked up Divine Wind, but I plan to.
Oh, side note: I found out that there is apparently a "Freeware" version of Master of Orion in development, called "FreeOrion." It doesn't use any code or, I believe, graphics from the previous games, but it uses the same design concepts as, I think, MOO2.