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

Performance

EUN5.DE vs. IUKD.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 iShares UK Dividend UCITS ETF (IUKD.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 IUKD.L is traded in GBp. To make them comparable, the IUKD.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 0.53% return, which is significantly lower than IUKD.L's 8.17% return. Over the past 10 years, EUN5.DE has underperformed IUKD.L with an annualized return of 1.02%, while IUKD.L has yielded a comparatively higher 6.01% 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%

IUKD.L

1D
0.40%
1M
1.71%
YTD
8.17%
6M
10.87%
1Y
21.42%
3Y*
18.71%
5Y*
11.74%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. IUKD.L - 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%
IUKD.L
iShares UK Dividend UCITS ETF
8.19%25.23%17.69%8.05%-6.52%31.46%-22.38%26.42%-15.17%2.71%

Correlation

The correlation between EUN5.DE and IUKD.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.42

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

0.32

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

0.25

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

0.13

Over the past year, EUN5.DE and IUKD.L have become more correlated (0.47) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

EUN5.DE vs. IUKD.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: 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

IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
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. IUKD.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 iShares UK Dividend UCITS ETF (IUKD.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.


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

-1.18

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.11

1.32

-0.21

Calmar ratioReturn relative to maximum drawdown

0.69

2.34

-1.65

Martin ratioReturn relative to average drawdown

2.40

8.34

-5.94

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

The current EUN5.DE Sharpe Ratio is 0.57, which is lower than the IUKD.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EUN5.DE and IUKD.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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Sharpe Ratios by Period


EUN5.DEIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.75

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.78

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.31

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.14

+0.33

Drawdowns

EUN5.DE vs. IUKD.L - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.31%, smaller than the maximum IUKD.L drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and IUKD.L.


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Drawdown Indicators


EUN5.DEIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-69.79%

+52.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-9.11%

+6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-13.08%

+10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-23.51%

+6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

-49.37%

+32.06%

Current Drawdown

Current decline from peak

-1.08%

-2.53%

+1.45%

Average Drawdown

Average peak-to-trough decline

-3.15%

-24.28%

+21.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.56%

-1.78%

Volatility

EUN5.DE vs. IUKD.L - Volatility Comparison

The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while iShares UK Dividend UCITS ETF (IUKD.L) has a volatility of 4.03%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than IUKD.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.DEIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

4.03%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

9.79%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

12.19%

-8.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

15.06%

-10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

19.42%

-14.87%

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

EUN5.DE has a 0.20% expense ratio, which is lower than IUKD.L's 0.40% expense ratio.


Dividends

EUN5.DE vs. IUKD.L - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, less than IUKD.L's 4.53% 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%
IUKD.L
iShares UK Dividend UCITS ETF
4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Frequently Asked Questions


EUN5.DE and IUKD.L have a correlation of 0.47, 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 0.40% for IUKD.L.

EUN5.DE is categorized as European Corporate Bonds, while IUKD.L is Dividend. EUN5.DE tracks Bloomberg Euro Corporate Bond, while IUKD.L tracks FTSE UK Dividend+ Index. Their fees differ too: 0.20% for EUN5.DE and 0.40% for IUKD.L.

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