PortfoliosLab logoPortfoliosLab logo
EHBA.DE vs. EUNR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHBA.DE vs. EUNR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EHBA.DE achieves a 0.92% return, which is significantly higher than EUNR.DE's -1.09% return.


EHBA.DE

1D
0.07%
1M
-0.46%
6M
0.55%
YTD
0.92%
1Y
3.13%
3Y*
8.01%
5Y*
1.71%
10Y*

EUNR.DE

1D
0.01%
1M
-0.62%
6M
-0.11%
YTD
-1.09%
1Y
-0.34%
3Y*
3.39%
5Y*
-0.77%
10Y*
0.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHBA.DE vs. EUNR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
0.92%5.24%10.78%9.40%-14.85%1.16%3.63%
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
-1.09%2.63%3.48%7.31%-13.61%-1.23%1.91%

Correlation

The correlation between EHBA.DE and EUNR.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.46

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.45

Compare stocks, funds, or ETFs

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


Return for Risk

EHBA.DE vs. EUNR.DE — Risk / Return Rank

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

EHBA.DE
EHBA.DE Risk / Return Rank: 2424
Overall Rank
EHBA.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EHBA.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EHBA.DE Omega Ratio Rank: 2424
Omega Ratio Rank
EHBA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EHBA.DE Martin Ratio Rank: 2727
Martin Ratio Rank

EUNR.DE
EUNR.DE Risk / Return Rank: 88
Overall Rank
EUNR.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUNR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUNR.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUNR.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUNR.DE Martin Ratio Rank: 88
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.

EHBA.DE vs. EUNR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.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.

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.


EHBA.DEEUNR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.14

0.98

+0.16

Calmar ratioReturn relative to maximum drawdown

0.84

-0.10

+0.93

Martin ratioReturn relative to average drawdown

2.95

-0.25

+3.20

EHBA.DE vs. EUNR.DE - Sharpe Ratio Comparison

The current EHBA.DE Sharpe Ratio is 0.74, which is higher than the EUNR.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of EHBA.DE and EUNR.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.


Loading charts...

Drawdowns

EHBA.DE vs. EUNR.DE - Drawdown Comparison

The maximum EHBA.DE drawdown since its inception was -20.61%, which is greater than EUNR.DE's maximum drawdown of -17.49%. Use the drawdown chart below to compare losses from any high point for EHBA.DE and EUNR.DE.


Loading charts...

Drawdown Indicators


EHBA.DEEUNR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-17.49%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.72%

-3.46%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-3.72%

-3.46%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-17.49%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.49%

Current Drawdown

Current decline from peak

-1.01%

-4.46%

+3.45%

Average Drawdown

Average peak-to-trough decline

-5.49%

-3.30%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.34%

-0.28%

Volatility

EHBA.DE vs. EUNR.DE - Volatility Comparison

Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) has a higher volatility of 1.07% compared to iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) at 0.74%. This indicates that EHBA.DE's price experiences larger fluctuations and is considered to be riskier than EUNR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EHBA.DEEUNR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.74%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

2.73%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.45%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

4.62%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

4.56%

+0.27%

EHBA.DE vs. EUNR.DE - Expense Ratio Comparison

EHBA.DE has a 0.39% expense ratio, which is higher than EUNR.DE's 0.20% expense ratio.


Dividends

EHBA.DE vs. EUNR.DE - Dividend Comparison

EHBA.DE has not paid dividends to shareholders, while EUNR.DE's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM20252024202320222021202020192018201720162015
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
2.82%2.65%2.25%1.50%0.90%0.81%0.88%1.25%1.35%1.42%1.84%1.03%

Frequently Asked Questions


EHBA.DE and EUNR.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNR.DE is cheaper with a 0.20% expense ratio, compared with 0.39% for EHBA.DE.

EHBA.DE tracks Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index, while EUNR.DE tracks Bloomberg Euro Corporate ex-Financials Bond. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for EHBA.DE and 0.20% for EUNR.DE.

Portfolio Optimizer

Find the right allocation for EHBA.DE and EUNR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer