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EFA vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFA vs. EUNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EFA is traded in USD, while EUNW.DE is traded in EUR. To make them comparable, the EUNW.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EFA achieves a 7.13% return, which is significantly higher than EUNW.DE's -0.32% return. Over the past 10 years, EFA has outperformed EUNW.DE with an annualized return of 9.28%, while EUNW.DE has yielded a comparatively lower 3.33% annualized return.


EFA

1D
0.61%
1M
-1.04%
YTD
7.13%
6M
9.67%
1Y
18.74%
3Y*
15.87%
5Y*
8.03%
10Y*
9.28%

EUNW.DE

1D
0.15%
1M
-1.00%
YTD
-0.32%
6M
1.24%
1Y
5.16%
3Y*
9.22%
5Y*
1.72%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF
7.13%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-0.32%18.53%-0.16%14.77%-14.36%-5.19%10.94%7.55%-8.06%19.38%

Correlation

The correlation between EFA and EUNW.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2014

0.53

The correlation between EFA and EUNW.DE shifts across timeframes, from 0.53 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EFA vs. EUNW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3333
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.

EFA vs. EUNW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.


EFAEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratioReturn relative to maximum drawdown

1.65

0.66

+0.99

Martin ratioReturn relative to average drawdown

6.15

1.96

+4.20

EFA vs. EUNW.DE - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.23, which is higher than the EUNW.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EFA and EUNW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EFAEUNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.65

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.16

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.31

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.22

+0.08

Drawdowns

EFA vs. EUNW.DE - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, which is greater than EUNW.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for EFA and EUNW.DE.


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Drawdown Indicators


EFAEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-31.65%

-29.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-7.43%

-3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-7.55%

-6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-31.57%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-31.65%

-2.54%

Current Drawdown

Current decline from peak

-2.63%

-3.13%

+0.50%

Average Drawdown

Average peak-to-trough decline

-11.93%

-8.15%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.52%

+0.53%

Volatility

EFA vs. EUNW.DE - Volatility Comparison

iShares MSCI EAFE ETF (EFA) has a higher volatility of 4.54% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 1.73%. This indicates that EFA's price experiences larger fluctuations and is considered to be riskier than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFAEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

1.73%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

5.75%

+7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

7.57%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

10.44%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

10.65%

+6.63%

EFA vs. EUNW.DE - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is lower than EUNW.DE's 0.50% expense ratio.


Dividends

EFA vs. EUNW.DE - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.16%, less than EUNW.DE's 5.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.17%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%

Frequently Asked Questions


EFA and EUNW.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFA is cheaper with a 0.32% expense ratio, compared with 0.50% for EUNW.DE.

EFA is categorized as Foreign Large Cap Equities, while EUNW.DE is European High Yield Bonds. EFA tracks MSCI EAFE Index (Net), while EUNW.DE tracks iBoxx® EUR Liquid High Yield. Their fees differ too: 0.32% for EFA and 0.50% for EUNW.DE.

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