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EUN5.DE vs. GSDE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN5.DE vs. GSDE.DE - 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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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, EUN5.DE achieves a 0.53% return, which is significantly lower than GSDE.DE's 23.86% return. Over the past 10 years, EUN5.DE has underperformed GSDE.DE with an annualized return of 1.02%, while GSDE.DE has yielded a comparatively higher 9.70% annualized return.


EUN5.DE

1D
0.05%
1M
0.36%
YTD
0.53%
6M
0.49%
1Y
2.22%
3Y*
4.59%
5Y*
0.06%
10Y*
1.02%

GSDE.DE

1D
-0.69%
1M
1.80%
YTD
23.86%
6M
24.24%
1Y
44.12%
3Y*
15.82%
5Y*
14.84%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. GSDE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
0.53%3.02%4.38%7.49%-13.40%-1.05%2.58%6.31%-1.47%2.15%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
23.86%13.74%14.93%-12.88%21.59%38.67%-11.20%13.32%-3.71%-5.15%

Correlation

The correlation between EUN5.DE and GSDE.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.10

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

-0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 27, 2009

0.00

The correlation between EUN5.DE and GSDE.DE shifts across timeframes, from -0.24 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUN5.DE vs. GSDE.DE — 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: 1919
Overall Rank
EUN5.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 2121
Martin Ratio Rank

GSDE.DE
GSDE.DE Risk / Return Rank: 7474
Overall Rank
GSDE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSDE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
GSDE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
GSDE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSDE.DE Martin Ratio Rank: 6969
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. GSDE.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 BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.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.


EUN5.DEGSDE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.11

1.43

-0.32

Calmar ratioReturn relative to maximum drawdown

0.69

5.65

-4.96

Martin ratioReturn relative to average drawdown

2.40

12.60

-10.20

EUN5.DE vs. GSDE.DE - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is 0.57, which is lower than the GSDE.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EUN5.DE and GSDE.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


EUN5.DEGSDE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.37

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.82

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.63

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.09

+0.39

Drawdowns

EUN5.DE vs. GSDE.DE - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.31%, smaller than the maximum GSDE.DE drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and GSDE.DE.


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Drawdown Indicators


EUN5.DEGSDE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-68.91%

+51.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-7.89%

+5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-15.25%

+12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-29.72%

+12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

-29.72%

+12.41%

Current Drawdown

Current decline from peak

-1.08%

-6.40%

+5.32%

Average Drawdown

Average peak-to-trough decline

-3.15%

-44.09%

+40.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

3.54%

-2.76%

Volatility

EUN5.DE vs. GSDE.DE - Volatility Comparison

The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) has a volatility of 4.51%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than GSDE.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.DEGSDE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

4.51%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

16.35%

-13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

18.80%

-15.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

17.84%

-13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

15.76%

-11.21%

EUN5.DE vs. GSDE.DE - Expense Ratio Comparison

EUN5.DE has a 0.20% expense ratio, which is lower than GSDE.DE's 0.39% expense ratio.


Dividends

EUN5.DE vs. GSDE.DE - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, while GSDE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
GSDE.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
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 GSDE.DE have a correlation of -0.24, 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 0.39% for GSDE.DE.

EUN5.DE is categorized as European Corporate Bonds, while GSDE.DE is Commodities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.20% for EUN5.DE and 0.39% for GSDE.DE.

Portfolio Optimizer

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