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EUN4.DE vs. CBU2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN4.DE vs. CBU2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.DE) and iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EUN4.DE

1D
0.09%
1M
-0.92%
6M
-0.75%
YTD
-1.38%
1Y
-0.86%
3Y*
2.10%
5Y*
-2.28%
10Y*
-0.48%

CBU2.DE

1D
0.00%
1M
-1.09%
6M
-0.73%
YTD
-0.00%
1Y
0.18%
3Y*
2.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN4.DE vs. CBU2.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EUN4.DE
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
-1.38%1.17%2.19%5.80%
CBU2.DE
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc)
-0.00%0.93%2.28%7.33%

Correlation

The correlation between EUN4.DE and CBU2.DE is 0.83, 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

0.83

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2023

0.88

The correlation between EUN4.DE and CBU2.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

EUN4.DE vs. CBU2.DE — Risk / Return Rank

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

EUN4.DE
EUN4.DE Risk / Return Rank: 77
Overall Rank
EUN4.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUN4.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUN4.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUN4.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUN4.DE Martin Ratio Rank: 77
Martin Ratio Rank

CBU2.DE
CBU2.DE Risk / Return Rank: 1111
Overall Rank
CBU2.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CBU2.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
CBU2.DE Omega Ratio Rank: 1010
Omega Ratio Rank
CBU2.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
CBU2.DE Martin Ratio Rank: 1111
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.

EUN4.DE vs. CBU2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.DE) and iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.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.


EUN4.DECBU2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

0.97

1.01

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.25

0.06

-0.31

Martin ratioReturn relative to average drawdown

-0.58

0.15

-0.73

EUN4.DE vs. CBU2.DE - Sharpe Ratio Comparison

The current EUN4.DE Sharpe Ratio is -0.21, which is lower than the CBU2.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of EUN4.DE and CBU2.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

EUN4.DE vs. CBU2.DE - Drawdown Comparison

The maximum EUN4.DE drawdown since its inception was -20.44%, which is greater than CBU2.DE's maximum drawdown of -3.29%. Use the drawdown chart below to compare losses from any high point for EUN4.DE and CBU2.DE.


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Drawdown Indicators


EUN4.DECBU2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.44%

-3.29%

-17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-3.06%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-3.48%

-3.29%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-20.44%

Current Drawdown

Current decline from peak

-12.47%

-1.98%

-10.49%

Average Drawdown

Average peak-to-trough decline

-5.15%

-1.15%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.22%

+0.27%

Volatility

EUN4.DE vs. CBU2.DE - Volatility Comparison

iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.DE) and iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.DE) have volatilities of 1.00% and 0.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN4.DECBU2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.96%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

3.49%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.12%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

4.85%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

4.85%

-0.21%

Dividends

EUN4.DE vs. CBU2.DE - Dividend Comparison

EUN4.DE's dividend yield for the trailing twelve months is around 1.29%, while CBU2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CBU2.DE
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (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%
EUN4.DE
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
1.29%2.34%1.93%1.15%0.62%0.47%0.62%0.89%1.04%1.15%1.32%0.74%

Frequently Asked Questions


EUN4.DE and CBU2.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs track Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index.

Portfolio Optimizer

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