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EUN5.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN5.DE vs. IS3M.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 iShares € Ultrashort Bond UCITS ETF (IS3M.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 IS3M.DE's 0.92% return. Both investments have delivered pretty close results over the past 10 years, with EUN5.DE having a 1.02% annualized return and IS3M.DE not far behind at 1.01%.


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%

IS3M.DE

1D
0.04%
1M
0.33%
YTD
0.92%
6M
1.05%
1Y
2.27%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. IS3M.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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.09%

Correlation

The correlation between EUN5.DE and IS3M.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.15

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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2013

0.12

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Return for Risk

EUN5.DE vs. IS3M.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

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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. IS3M.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 € Ultrashort Bond UCITS ETF (IS3M.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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.39

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

1.11

1.64

-0.53

Calmar ratioReturn relative to maximum drawdown

0.69

7.59

-6.90

Martin ratioReturn relative to average drawdown

2.40

49.96

-47.56

EUN5.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is 0.57, which is lower than the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of EUN5.DE and IS3M.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.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.95

-2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

2.74

-2.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.91

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.86

-0.39

Drawdowns

EUN5.DE vs. IS3M.DE - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.31%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and IS3M.DE.


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Drawdown Indicators


EUN5.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-3.80%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-0.30%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-0.47%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-1.21%

-16.10%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

-3.80%

-13.51%

Current Drawdown

Current decline from peak

-1.08%

-0.01%

-1.07%

Average Drawdown

Average peak-to-trough decline

-3.15%

-0.29%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.05%

+0.73%

Volatility

EUN5.DE vs. IS3M.DE - Volatility Comparison

iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) has a higher volatility of 1.08% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that EUN5.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.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.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.29%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

0.59%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

0.76%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

0.76%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

1.11%

+3.44%

EUN5.DE vs. IS3M.DE - Expense Ratio Comparison

EUN5.DE has a 0.20% expense ratio, which is higher than IS3M.DE's 0.09% 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. IS3M.DE - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, more than IS3M.DE's 3.29% yield.


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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


EUN5.DE and IS3M.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for EUN5.DE.

EUN5.DE is categorized as European Corporate Bonds, while IS3M.DE is Ultrashort Bond. EUN5.DE tracks Bloomberg Euro Corporate Bond, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). Their fees differ too: 0.20% for EUN5.DE and 0.09% for IS3M.DE.

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