PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEGE.DE vs. EUNU.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEGE.DE and EUNU.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AEGE.DE vs. EUNU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-0.51%
-0.05%
AEGE.DE
EUNU.DE

Key characteristics

Sharpe Ratio

AEGE.DE:

0.37

EUNU.DE:

0.60

Sortino Ratio

AEGE.DE:

0.55

EUNU.DE:

0.96

Omega Ratio

AEGE.DE:

1.07

EUNU.DE:

1.12

Calmar Ratio

AEGE.DE:

0.11

EUNU.DE:

0.18

Martin Ratio

AEGE.DE:

1.26

EUNU.DE:

2.74

Ulcer Index

AEGE.DE:

1.24%

EUNU.DE:

1.16%

Daily Std Dev

AEGE.DE:

4.22%

EUNU.DE:

5.26%

Max Drawdown

AEGE.DE:

-17.22%

EUNU.DE:

-20.05%

Current Drawdown

AEGE.DE:

-10.12%

EUNU.DE:

-13.19%

Returns By Period

In the year-to-date period, AEGE.DE achieves a 1.63% return, which is significantly lower than EUNU.DE's 3.38% return.


AEGE.DE

YTD

1.63%

1M

0.46%

6M

1.98%

1Y

1.56%

5Y*

N/A

10Y*

N/A

EUNU.DE

YTD

3.38%

1M

0.47%

6M

2.46%

1Y

3.04%

5Y*

-2.13%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AEGE.DE vs. EUNU.DE - Expense Ratio Comparison

Both AEGE.DE and EUNU.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


AEGE.DE
iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc
Expense ratio chart for AEGE.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for EUNU.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

AEGE.DE vs. EUNU.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AEGE.DE, currently valued at -0.51, compared to the broader market0.002.004.00-0.51-0.40
The chart of Sortino ratio for AEGE.DE, currently valued at -0.65, compared to the broader market-2.000.002.004.006.008.0010.00-0.65-0.50
The chart of Omega ratio for AEGE.DE, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.920.94
The chart of Calmar ratio for AEGE.DE, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.19-0.13
The chart of Martin ratio for AEGE.DE, currently valued at -1.15, compared to the broader market0.0020.0040.0060.0080.00100.00-1.15-1.06
AEGE.DE
EUNU.DE

The current AEGE.DE Sharpe Ratio is 0.37, which is lower than the EUNU.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AEGE.DE and EUNU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.51
-0.40
AEGE.DE
EUNU.DE

Dividends

AEGE.DE vs. EUNU.DE - Dividend Comparison

AEGE.DE has not paid dividends to shareholders, while EUNU.DE's dividend yield for the trailing twelve months is around 1.46%.


TTM202320222021202020192018
AEGE.DE
iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
1.46%2.23%1.48%1.52%1.77%1.73%1.16%

Drawdowns

AEGE.DE vs. EUNU.DE - Drawdown Comparison

The maximum AEGE.DE drawdown since its inception was -17.22%, smaller than the maximum EUNU.DE drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for AEGE.DE and EUNU.DE. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%JulyAugustSeptemberOctoberNovemberDecember
-20.93%
-19.07%
AEGE.DE
EUNU.DE

Volatility

AEGE.DE vs. EUNU.DE - Volatility Comparison

iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) has a higher volatility of 2.64% compared to iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) at 1.92%. This indicates that AEGE.DE's price experiences larger fluctuations and is considered to be riskier than EUNU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.64%
1.92%
AEGE.DE
EUNU.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab