EUN5.DE vs. IGIB
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and IGIB (iShares Intermediate-Term Corporate Bond ETF) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while IGIB is a Corporate Bonds fund tracking the Bloomberg Barclays U.S. Intermediate Credit Index. Both are passively managed. Over the past 10 years, EUN5.DE returned 1.02%/yr vs 2.84%/yr for IGIB. At a 0.30 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.06%/yr for IGIB.
Performance
EUN5.DE vs. IGIB - Performance Comparison
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Different Trading Currencies
EUN5.DE is traded in EUR, while IGIB is traded in USD. To make them comparable, the IGIB 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 0.53% return, which is significantly lower than IGIB's 1.49% return. Over the past 10 years, EUN5.DE has underperformed IGIB with an annualized return of 1.02%, while IGIB has yielded a comparatively higher 2.84% annualized return.
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.67%
- YTD
- 0.53%
- 6M
- 0.34%
- 1Y
- 1.87%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
IGIB
- 1D
- -0.01%
- 1M
- 0.94%
- YTD
- 1.49%
- 6M
- 0.71%
- 1Y
- 4.07%
- 3Y*
- 3.47%
- 5Y*
- 2.34%
- 10Y*
- 2.84%
EUN5.DE vs. IGIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 1.49% | -3.42% | 10.32% | 5.95% | -8.67% | 5.69% | 0.60% | 17.18% | 3.95% | -9.22% |
Correlation
The correlation between EUN5.DE and IGIB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 27, 2009 | 0.30 |
The correlation between EUN5.DE and IGIB shifts across timeframes, from 0.12 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUN5.DE vs. IGIB — Risk / Return Rank
EUN5.DE
IGIB
EUN5.DE vs. IGIB - 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 Intermediate-Term Corporate Bond ETF (IGIB). 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.DE | IGIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.08 | -0.39 |
| Martin ratioReturn relative to average drawdown | 2.40 | 3.39 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUN5.DE | IGIB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.71 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.29 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.35 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.48 | -0.01 |
Drawdowns
EUN5.DE vs. IGIB - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, which is greater than IGIB's maximum drawdown of -15.21%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and IGIB.
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Drawdown Indicators
| EUN5.DE | IGIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -15.21% | -2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -3.79% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -11.23% | +8.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -11.23% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | -15.21% | -2.10% |
Current DrawdownCurrent decline from peak | -1.08% | -4.35% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -5.16% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.25% | -0.47% |
Volatility
EUN5.DE vs. IGIB - Volatility Comparison
iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) has a higher volatility of 1.08% compared to iShares Intermediate-Term Corporate Bond ETF (IGIB) at 0.89%. This indicates that EUN5.DE's price experiences larger fluctuations and is considered to be riskier than IGIB 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 | IGIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.89% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 4.28% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 5.76% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 8.13% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 8.21% | -3.66% |
EUN5.DE vs. IGIB - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than IGIB's 0.06% 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. IGIB - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, less than IGIB's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.81% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
Frequently Asked Questions
EUN5.DE and IGIB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGIB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGIB is cheaper with a 0.06% expense ratio, compared with 0.20% for EUN5.DE.
EUN5.DE is categorized as European Corporate Bonds, while IGIB is Corporate Bonds. EUN5.DE tracks Bloomberg Euro Corporate Bond, while IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index. Their fees differ too: 0.20% for EUN5.DE and 0.06% for IGIB.
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