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EUIG vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUIG vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUIG achieves a 1.18% return, which is significantly higher than BNDX's 0.54% return.


EUIG

1D
0.03%
1M
0.90%
YTD
1.18%
6M
1.23%
1Y
3Y*
5Y*
10Y*

BNDX

1D
-0.35%
1M
0.63%
YTD
0.54%
6M
0.23%
1Y
1.82%
3Y*
4.03%
5Y*
0.33%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUIG vs. BNDX - Yearly Performance Comparison


Correlation

The correlation between EUIG and BNDX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.59

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Return for Risk

EUIG vs. BNDX — Risk / Return Rank

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

EUIG

BNDX
BNDX Risk / Return Rank: 1616
Overall Rank
BNDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1515
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1616
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1717
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.

EUIG vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) and Vanguard Total International Bond ETF (BNDX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUIG vs. BNDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUIGBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.61

+0.02

Drawdowns

EUIG vs. BNDX - Drawdown Comparison

The maximum EUIG drawdown since its inception was -2.32%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for EUIG and BNDX.


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Drawdown Indicators


EUIGBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-16.23%

+13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

Current Drawdown

Current decline from peak

-0.30%

-1.49%

+1.19%

Average Drawdown

Average peak-to-trough decline

-0.57%

-3.09%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

Volatility

EUIG vs. BNDX - Volatility Comparison


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Volatility by Period


EUIGBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.07%

3.43%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

4.88%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

4.09%

-1.02%

EUIG vs. BNDX - Expense Ratio Comparison

EUIG has a 0.18% expense ratio, which is higher than BNDX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUIG vs. BNDX - Dividend Comparison

EUIG's dividend yield for the trailing twelve months is around 1.60%, less than BNDX's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.49%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
EUIG
iShares Euro Investment Grade Corporate Bond USD Hedged ETF
1.60%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUIG and BNDX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDX is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.18% for EUIG.

BNDX has the higher dividend yield at 4.49%, compared with 1.60% for EUIG.

EUIG is categorized as European Corporate Bonds, while BNDX is Global Bonds. EUIG tracks BBG Euro Corporate Index, 100% USD Hedged, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for EUIG and 0.07% for BNDX.

Portfolio Optimizer

Find the right allocation for EUIG and BNDX

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