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EUN5.DE vs. CC1U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN5.DE vs. CC1U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) and Amundi MSCI China UCITS ETF-C USD (CC1U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUN5.DE is traded in EUR, while CC1U.L is traded in USD. To make them comparable, the CC1U.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUN5.DE achieves a -1.23% return, which is significantly higher than CC1U.L's -8.64% return.


EUN5.DE

1D
0.03%
1M
-0.43%
6M
0.09%
YTD
-1.23%
1Y
-0.38%
3Y*
3.68%
5Y*
-0.44%
10Y*
0.64%

CC1U.L

1D
-3.41%
1M
-9.45%
6M
-14.77%
YTD
-8.64%
1Y
6.65%
3Y*
0.83%
5Y*
-0.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. CC1U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
-1.23%3.02%4.38%7.49%-13.40%-1.05%2.57%6.30%-0.80%
CC1U.L
Amundi MSCI China UCITS ETF-C USD
-8.64%22.93%8.24%-13.99%-3.70%4.15%-9.94%15.45%-12.59%

Correlation

The correlation between EUN5.DE and CC1U.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.10

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.12

The correlation between EUN5.DE and CC1U.L shifts across timeframes, from 0.09 (5 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUN5.DE vs. CC1U.L — Risk / Return Rank

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

EUN5.DE
EUN5.DE Risk / Return Rank: 88
Overall Rank
EUN5.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 99
Martin Ratio Rank

CC1U.L
CC1U.L Risk / Return Rank: 1313
Overall Rank
CC1U.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CC1U.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CC1U.L Omega Ratio Rank: 1313
Omega Ratio Rank
CC1U.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
CC1U.L Martin Ratio Rank: 1313
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.

EUN5.DE vs. CC1U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) and Amundi MSCI China UCITS ETF-C USD (CC1U.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.

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.


EUN5.DECC1U.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.98

1.07

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.10

0.36

-0.46

Martin ratioReturn relative to average drawdown

-0.27

0.77

-1.04

EUN5.DE vs. CC1U.L - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is -0.10, which is lower than the CC1U.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of EUN5.DE and CC1U.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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Drawdowns

EUN5.DE vs. CC1U.L - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum CC1U.L drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and CC1U.L.


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Drawdown Indicators


EUN5.DECC1U.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.30%

-40.70%

+23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-18.43%

+14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-38.24%

+34.60%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-40.50%

+23.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.30%

Current Drawdown

Current decline from peak

-2.81%

-18.43%

+15.62%

Average Drawdown

Average peak-to-trough decline

-3.17%

-13.42%

+10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

8.61%

-7.21%

Volatility

EUN5.DE vs. CC1U.L - Volatility Comparison

The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.77%, while Amundi MSCI China UCITS ETF-C USD (CC1U.L) has a volatility of 7.90%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than CC1U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN5.DECC1U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

7.90%

-7.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

16.37%

-13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

23.90%

-20.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

26.44%

-21.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

24.94%

-20.36%

EUN5.DE vs. CC1U.L - Expense Ratio Comparison

EUN5.DE has a 0.20% expense ratio, which is lower than CC1U.L's 0.45% expense ratio.


Dividends

EUN5.DE vs. CC1U.L - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 1.65%, while CC1U.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CC1U.L
Amundi MSCI China UCITS ETF-C USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
1.65%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%

Frequently Asked Questions


EUN5.DE and CC1U.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN5.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for CC1U.L.

EUN5.DE is categorized as European Corporate Bonds, while CC1U.L is China Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while CC1U.L tracks MSCI China NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EUN5.DE and 0.45% for CC1U.L.

Portfolio Optimizer

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