EUN5.DE vs. IUSA.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while IUSA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUN5.DE returned 1.02%/yr vs 15.16%/yr for IUSA.DE. At a 0.13 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.07%/yr for IUSA.DE.
Performance
EUN5.DE vs. IUSA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUN5.DE achieves a 0.53% return, which is significantly lower than IUSA.DE's 11.42% return. Over the past 10 years, EUN5.DE has underperformed IUSA.DE with an annualized return of 1.02%, while IUSA.DE has yielded a comparatively higher 15.16% 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%
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
EUN5.DE vs. IUSA.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) | 0.53% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.58% | 6.31% | -1.47% | 2.15% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
Correlation
The correlation between EUN5.DE and IUSA.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 27, 2009 | 0.13 |
Over the past year, EUN5.DE and IUSA.DE have become more correlated (0.36) than their long-term average of 0.13, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUN5.DE vs. IUSA.DE — Risk / Return Rank
EUN5.DE
IUSA.DE
EUN5.DE vs. IUSA.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 S&P 500 UCITS ETF USD Dist (IUSA.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.DE | IUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 3.63 | -2.94 |
| Martin ratioReturn relative to average drawdown | 2.40 | 12.88 | -10.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUN5.DE | IUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.24 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.97 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.94 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.67 | -0.19 |
Drawdowns
EUN5.DE vs. IUSA.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, smaller than the maximum IUSA.DE drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and IUSA.DE.
Loading charts...
Drawdown Indicators
| EUN5.DE | IUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -50.54% | +33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -7.08% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -23.34% | +20.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -23.34% | +6.03% |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | -33.63% | +16.32% |
Current DrawdownCurrent decline from peak | -1.08% | -0.46% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -7.19% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.00% | -1.22% |
Volatility
EUN5.DE vs. IUSA.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a volatility of 2.67%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUN5.DE | IUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 2.67% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 7.57% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 11.48% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 15.17% | -10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 16.06% | -11.51% |
EUN5.DE vs. IUSA.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than IUSA.DE's 0.07% 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. IUSA.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, more than IUSA.DE's 0.99% 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% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
Frequently Asked Questions
EUN5.DE and IUSA.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for EUN5.DE.
EUN5.DE is categorized as European Corporate Bonds, while IUSA.DE is S&P 500. EUN5.DE tracks Bloomberg Euro Corporate Bond, while IUSA.DE tracks S&P 500 Index. Their fees differ too: 0.20% for EUN5.DE and 0.07% for IUSA.DE.
Find the right allocation for EUN5.DE and IUSA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer