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EUN1.DE vs. IHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN1.DE vs. IHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly higher than IHYG.L's 0.54% return. Over the past 10 years, EUN1.DE has outperformed IHYG.L with an annualized return of 9.16%, while IHYG.L has yielded a comparatively lower 3.09% annualized return.


EUN1.DE

1D
0.78%
1M
2.62%
YTD
7.28%
6M
9.74%
1Y
15.85%
3Y*
12.02%
5Y*
11.08%
10Y*
9.16%

IHYG.L

1D
-0.07%
1M
0.31%
YTD
0.54%
6M
1.38%
1Y
2.99%
3Y*
6.08%
5Y*
2.59%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN1.DE vs. IHYG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
7.28%17.86%7.29%14.83%-1.88%26.01%-6.66%28.44%-10.45%9.14%
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
0.54%5.32%5.71%11.34%-9.47%3.04%1.14%9.70%-3.57%4.81%

Correlation

The correlation between EUN1.DE and IHYG.L 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 (1Y)
Calculated over the trailing 1-year period

0.59

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

0.58

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

0.62

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

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2010

0.54

The correlation between EUN1.DE and IHYG.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

EUN1.DE vs. IHYG.L — Risk / Return Rank

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

EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
Martin Ratio Rank

IHYG.L
IHYG.L Risk / Return Rank: 2828
Overall Rank
IHYG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IHYG.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
IHYG.L Omega Ratio Rank: 2626
Omega Ratio Rank
IHYG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IHYG.L 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.

EUN1.DE vs. IHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L). 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.


EUN1.DEIHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratioReturn relative to maximum drawdown

1.69

1.08

+0.61

Martin ratioReturn relative to average drawdown

5.92

4.47

+1.45

EUN1.DE vs. IHYG.L - Sharpe Ratio Comparison

The current EUN1.DE Sharpe Ratio is 1.21, which is higher than the IHYG.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EUN1.DE and IHYG.L, 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


EUN1.DEIHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.84

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.48

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.45

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.64

-0.48

Drawdowns

EUN1.DE vs. IHYG.L - Drawdown Comparison

The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than IHYG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and IHYG.L.


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Drawdown Indicators


EUN1.DEIHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-25.61%

-36.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-2.76%

-6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-3.89%

-13.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-14.59%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-25.61%

-6.89%

Current Drawdown

Current decline from peak

-1.72%

-0.32%

-1.40%

Average Drawdown

Average peak-to-trough decline

-20.89%

-2.04%

-18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

0.67%

+2.08%

Volatility

EUN1.DE vs. IHYG.L - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) at 0.94%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than IHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN1.DEIHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

0.94%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

3.07%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

3.56%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

5.44%

+8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

6.79%

+8.47%

EUN1.DE vs. IHYG.L - Expense Ratio Comparison

EUN1.DE has a 0.35% expense ratio, which is lower than IHYG.L's 0.50% expense ratio.


Dividends

EUN1.DE vs. IHYG.L - Dividend Comparison

EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, less than IHYG.L's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
2.41%2.41%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
5.18%5.44%6.10%5.41%3.70%3.07%3.67%3.76%3.68%3.77%4.03%4.59%

Frequently Asked Questions


EUN1.DE and IHYG.L 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, EUN1.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN1.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for IHYG.L.

EUN1.DE is categorized as Europe Equities, while IHYG.L is European High Yield Bonds. EUN1.DE tracks STOXX® Europe 50, while IHYG.L tracks Markit iBoxx Euro Liquid High Yield Index. Their fees differ too: 0.35% for EUN1.DE and 0.50% for IHYG.L.

Portfolio Optimizer

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