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ERNX.DE vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERNX.DE vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERNX.DE achieves a 0.90% return, which is significantly lower than EUNY.DE's 9.71% return.


ERNX.DE

1D
0.00%
1M
0.18%
YTD
0.90%
6M
0.90%
1Y
2.20%
3Y*
3.31%
5Y*
10Y*

EUNY.DE

1D
-0.19%
1M
-2.19%
YTD
9.71%
6M
10.60%
1Y
24.21%
3Y*
16.84%
5Y*
4.94%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNX.DE vs. EUNY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
0.90%2.79%4.06%3.19%0.20%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
9.71%13.97%12.41%15.34%-13.70%

Correlation

The correlation between ERNX.DE and EUNY.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

-0.02

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Return for Risk

ERNX.DE vs. EUNY.DE — Risk / Return Rank

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

ERNX.DE
ERNX.DE Risk / Return Rank: 8080
Overall Rank
ERNX.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ERNX.DE Martin Ratio Rank: 9696
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7575
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8282
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.

ERNX.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.


ERNX.DEEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.58

1.35

+0.23

Calmar ratioReturn relative to maximum drawdown

6.09

4.99

+1.09

Martin ratioReturn relative to average drawdown

27.57

14.39

+13.17

ERNX.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current ERNX.DE Sharpe Ratio is 1.60, which is comparable to the EUNY.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ERNX.DE and EUNY.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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Drawdowns

ERNX.DE vs. EUNY.DE - Drawdown Comparison

The maximum ERNX.DE drawdown since its inception was -0.80%, smaller than the maximum EUNY.DE drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for ERNX.DE and EUNY.DE.


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Drawdown Indicators


ERNX.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-50.11%

+49.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-4.83%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-15.70%

+15.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

Current Drawdown

Current decline from peak

0.00%

-4.32%

+4.32%

Average Drawdown

Average peak-to-trough decline

-0.07%

-20.31%

+20.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

1.68%

-1.60%

Volatility

ERNX.DE vs. EUNY.DE - Volatility Comparison

The current volatility for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) is 0.55%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 5.00%. This indicates that ERNX.DE experiences smaller price fluctuations and is considered to be less risky than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNX.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

5.00%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

10.24%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

12.48%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

15.68%

-14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

16.71%

-15.47%

ERNX.DE vs. EUNY.DE - Expense Ratio Comparison

ERNX.DE has a 0.09% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

ERNX.DE vs. EUNY.DE - Dividend Comparison

ERNX.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.14%.


PositionTTM20252024202320222021202020192018201720162015
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.14%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%

Frequently Asked Questions


ERNX.DE and EUNY.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNX.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for EUNY.DE.

ERNX.DE is categorized as Ultrashort Bond, while EUNY.DE is Emerging Markets Equities. ERNX.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. Their fees differ too: 0.09% for ERNX.DE and 0.65% for EUNY.DE.

Portfolio Optimizer

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