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EUN3.DE vs. 10AK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN3.DE vs. 10AK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.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, EUN3.DE achieves a -1.67% return, which is significantly lower than 10AK.DE's 0.09% return.


EUN3.DE

1D
0.03%
1M
0.35%
YTD
-1.67%
6M
-2.34%
1Y
-2.97%
3Y*
-1.80%
5Y*
-2.76%
10Y*
-1.20%

10AK.DE

1D
0.01%
1M
0.11%
YTD
0.09%
6M
-0.56%
1Y
-1.76%
3Y*
-1.30%
5Y*
-2.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN3.DE vs. 10AK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
-1.67%-5.37%2.25%0.44%-12.65%1.09%-0.23%8.23%5.42%
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
0.09%-5.55%2.06%0.12%-12.21%1.15%-0.06%8.09%5.41%

Correlation

The correlation between EUN3.DE and 10AK.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2018

0.86

The correlation between EUN3.DE and 10AK.DE shifts across timeframes, from 0.86 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUN3.DE vs. 10AK.DE — Risk / Return Rank

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

EUN3.DE
EUN3.DE Risk / Return Rank: 33
Overall Rank
EUN3.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EUN3.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
EUN3.DE Omega Ratio Rank: 33
Omega Ratio Rank
EUN3.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
EUN3.DE Martin Ratio Rank: 22
Martin Ratio Rank

10AK.DE
10AK.DE Risk / Return Rank: 44
Overall Rank
10AK.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
10AK.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
10AK.DE Omega Ratio Rank: 44
Omega Ratio Rank
10AK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
10AK.DE Martin Ratio Rank: 33
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.

EUN3.DE vs. 10AK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.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.


EUN3.DE10AK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

0.88

0.92

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.67

-0.03

Martin ratioReturn relative to average drawdown

-1.37

-1.23

-0.13

EUN3.DE vs. 10AK.DE - Sharpe Ratio Comparison

The current EUN3.DE Sharpe Ratio is -0.74, which is lower than the 10AK.DE Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of EUN3.DE and 10AK.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


EUN3.DE10AK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

-0.52

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.37

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.05

+0.21

Drawdowns

EUN3.DE vs. 10AK.DE - Drawdown Comparison

The maximum EUN3.DE drawdown since its inception was -22.74%, which is greater than 10AK.DE's maximum drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for EUN3.DE and 10AK.DE.


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Drawdown Indicators


EUN3.DE10AK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-20.98%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-3.11%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-8.61%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-17.53%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-21.83%

-20.12%

-1.71%

Average Drawdown

Average peak-to-trough decline

-9.52%

-10.25%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.69%

+0.73%

Volatility

EUN3.DE vs. 10AK.DE - Volatility Comparison

iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) has a higher volatility of 1.12% compared to Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) at 1.04%. This indicates that EUN3.DE's price experiences larger fluctuations and is considered to be riskier than 10AK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN3.DE10AK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.04%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

2.98%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

4.00%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

6.49%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

6.17%

+0.06%

EUN3.DE vs. 10AK.DE - Expense Ratio Comparison

Both EUN3.DE and 10AK.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUN3.DE vs. 10AK.DE - Dividend Comparison

EUN3.DE's dividend yield for the trailing twelve months is around 1.50%, less than 10AK.DE's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
2.62%2.63%2.07%1.79%1.61%1.39%1.68%1.82%0.58%0.00%0.00%0.00%
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
1.50%3.09%2.40%1.47%0.79%0.60%1.08%1.20%1.04%1.01%1.04%0.59%

Frequently Asked Questions


EUN3.DE and 10AK.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUN3.DE and 10AK.DE have the same expense ratio: 0.20% per year.

EUN3.DE tracks FTSE G7 Government Bond, while 10AK.DE tracks JP Morgan Government Bond Global. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

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