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ISIN
IE00B44CGS96
Issuer
iShares
Inception Date
Sep 13, 2011
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Aggregate Bond Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

EUNX.DE Performance Chart

iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) is up 3.2% since the beginning of the year. EUNX.DE is currently trading at €82 per share. Investors who bought €1,000 worth of EUNX.DE shares 5 years ago would now be looking at an investment worth €1,027.


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S&P 500 Index

Returns By Period

iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) has returned 3.24% so far this year and 6.84% over the past 12 months. Over the last ten years, EUNX.DE has returned 0.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


iShares US Aggregate Bond UCITS ETF USD (Dist)

1D
-0.09%
1M
1.95%
6M
3.26%
YTD
3.24%
1Y
6.84%
3Y*
2.22%
5Y*
0.53%
10Y*
0.88%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNX.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 16, 2012, EUNX.DE's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2015 with a return of +10.0%, while the worst month was Apr 2015 at -4.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EUNX.DE closed higher 50% of trading days. The best single day was Mar 15, 2023 with a return of +2.9%, while the worst single day was Dec 3, 2015 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.88%2.05%0.56%-1.46%0.79%2.57%-0.37%3.24%
20251.31%1.69%-3.50%-4.34%-0.84%-2.28%2.93%-1.17%0.88%2.28%-0.02%-1.50%-4.75%
20241.67%-0.90%0.93%-1.44%-0.05%2.46%0.76%-0.14%0.37%0.00%3.90%-0.75%6.89%
20230.78%-0.22%0.19%-0.86%2.22%-2.61%-1.01%1.02%0.09%-1.40%1.09%2.11%1.32%
2022-1.02%-1.46%-1.32%1.26%-1.18%0.85%5.28%-1.59%-1.30%-2.59%-1.62%-2.80%-7.48%
20210.60%-1.91%2.64%-1.86%-1.40%4.03%0.90%0.28%0.77%0.28%2.74%-0.76%6.28%

Benchmark Metrics

iShares US Aggregate Bond UCITS ETF USD (Dist) has an annualized alpha of 1.40%, beta of 0.11, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 16, 2012.

  • This ETF participated in 21.04% of S&P 500 Index downside but only 16.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.06 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.06 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.40%
Beta
0.11
0.06
Upside Capture
16.69%
Downside Capture
21.04%

Expense Ratio

EUNX.DE has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

EUNX.DE ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EUNX.DE Risk / Return Rank: 4141
Overall Rank
EUNX.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EUNX.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUNX.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EUNX.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
EUNX.DE Martin Ratio Rank: 3939
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUNX.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.97

3.18

-1.21

Martin ratioReturn relative to average drawdown

5.22

11.76

-6.55

Dividends

Dividend History

iShares US Aggregate Bond UCITS ETF USD (Dist) provided a 3.83% dividend yield over the last twelve months, with an annual payout of €3.12 per share.


2.00%2.50%3.00%3.50%4.00%€0.00€0.50€1.00€1.50€2.00€2.50€3.00€3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend€3.12€3.10€3.11€2.63€1.89€1.58€2.05€2.56€2.15€1.88€1.59€1.50

Dividend yield

3.83%3.84%3.54%3.08%2.18%1.65%2.24%2.67%2.43%2.16%1.63%1.60%

Monthly Dividends

The table displays the monthly dividend distributions for iShares US Aggregate Bond UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00€1.57€0.00€0.00€1.57
2025€0.00€0.00€0.00€0.00€1.54€0.00€0.00€0.00€0.00€0.00€1.55€0.00€3.10
2024€0.00€0.00€0.00€0.00€1.49€0.00€0.00€0.00€0.00€0.00€1.62€0.00€3.11
2023€0.00€0.00€0.00€0.00€1.21€0.00€0.00€0.00€0.00€0.00€1.42€0.00€2.63
2022€0.00€0.00€0.00€0.00€0.87€0.00€0.00€0.00€0.00€0.00€1.02€0.00€1.89
2021€0.00€0.00€0.00€0.00€0.80€0.00€0.00€0.00€0.00€0.00€0.79€0.00€1.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares US Aggregate Bond UCITS ETF USD (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares US Aggregate Bond UCITS ETF USD (Dist) was 15.72%, occurring on Feb 15, 2018. Recovery took 313 trading sessions.

The current iShares US Aggregate Bond UCITS ETF USD (Dist) drawdown is 6.14%.


Related event

Drawdown

Fall

Recovery

Underwater

2018 correction2018
-15.72%Feb 2018
1y 1mo1y 3mo
2y 4moJan 2017 - May 2019
2023 correction2023
-14.64%Jul 2023
3y 2mo
6y 1moMay 2020 - now
2013 correction2013
-14.37%Dec 2013
1y 5mo11mo 6d
2y 4moJul 2012 - Nov 2014
2015 pullback2015
-9.38%Aug 2015
4mo 10d11mo 3d
1y 3moApr 2015 - Jul 2016
COVID crash2020
-5.53%Mar 2020
26d15d
1mo 11dFeb 2020 - Apr 2020

Drawdown Indicators


EUNX.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-51.62%

+35.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-7.57%

+4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-23.99%

+13.02%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-23.99%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-15.72%

-33.42%

+17.70%

Current Drawdown

Current decline from peak

-6.14%

-0.43%

-5.71%

Average Drawdown

Average peak-to-trough decline

-6.91%

-9.08%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

2.04%

-0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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