EUN5.DE vs. EUNN.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI. Both are passively managed. Over the past 10 years, EUN5.DE returned 0.64%/yr vs 8.53%/yr for EUNN.DE. At a 0.19 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.12%/yr for EUNN.DE.
Performance
EUN5.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN5.DE achieves a -1.23% return, which is significantly lower than EUNN.DE's 15.08% return. Over the past 10 years, EUN5.DE has underperformed EUNN.DE with an annualized return of 0.64%, while EUNN.DE has yielded a comparatively higher 8.53% annualized return.
EUN5.DE
- 1D
- 0.03%
- 1M
- -0.44%
- 6M
- 0.09%
- YTD
- -1.23%
- 1Y
- -0.34%
- 3Y*
- 3.68%
- 5Y*
- -0.44%
- 10Y*
- 0.64%
EUNN.DE
- 1D
- -2.52%
- 1M
- -5.18%
- 6M
- 8.06%
- YTD
- 15.08%
- 1Y
- 32.94%
- 3Y*
- 15.60%
- 5Y*
- 9.33%
- 10Y*
- 8.53%
EUN5.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -1.46% | 2.15% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 15.08% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
Correlation
The correlation between EUN5.DE and EUNN.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2009 | 0.19 |
Over the past year, EUN5.DE and EUNN.DE have become more correlated (0.42) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
EUN5.DE vs. EUNN.DE — Risk / Return Rank
EUN5.DE
EUNN.DE
EUN5.DE vs. EUNN.DE - 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 iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.
| EUN5.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.27 | -3.37 |
| Martin ratioReturn relative to average drawdown | -0.27 | 10.78 | -11.05 |
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Drawdowns
EUN5.DE vs. EUNN.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum EUNN.DE drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and EUNN.DE.
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Drawdown Indicators
| EUN5.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.30% | -28.56% | +11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -9.58% | +5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -15.81% | +12.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -19.41% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -17.30% | -28.56% | +11.26% |
Current DrawdownCurrent decline from peak | -2.81% | -6.26% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -6.83% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.91% | -1.51% |
Volatility
EUN5.DE vs. EUNN.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.77%, while iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a volatility of 6.29%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN5.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 6.29% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 15.79% | -12.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 19.09% | -15.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 16.28% | -11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.58% | 16.14% | -11.56% |
EUN5.DE vs. EUNN.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than EUNN.DE's 0.12% 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
EUN5.DE vs. EUNN.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 1.65%, while EUNN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN5.DE and EUNN.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EUN5.DE.
EUN5.DE is categorized as European Corporate Bonds, while EUNN.DE is Japan Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.20% for EUN5.DE and 0.12% for EUNN.DE.
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