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

Performance

EUN5.DE vs. IUSB - 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 Core Universal USD Bond ETF (IUSB). 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 IUSB is traded in USD. To make them comparable, the IUSB 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 IUSB's 1.71% return. Over the past 10 years, EUN5.DE has underperformed IUSB with an annualized return of 1.02%, while IUSB has yielded a comparatively higher 1.75% 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%

IUSB

1D
-0.01%
1M
0.93%
YTD
1.71%
6M
0.90%
1Y
3.29%
3Y*
1.78%
5Y*
1.40%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. IUSB - 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%
IUSB
iShares Core Universal USD Bond ETF
1.71%-5.36%8.85%3.05%-7.65%6.05%-1.25%11.60%4.41%-8.94%

Correlation

The correlation between EUN5.DE and IUSB is 0.07, 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

0.07

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

0.31

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

0.32

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.27

Over the past year, the correlation between EUN5.DE and IUSB has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

EUN5.DE vs. IUSB — 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

IUSB
IUSB Risk / Return Rank: 4141
Overall Rank
IUSB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3939
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3939
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. IUSB - 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 Universal USD Bond ETF (IUSB). 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.DEIUSBDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.69

0.82

-0.14

Martin ratioReturn relative to average drawdown

2.40

2.47

-0.08

EUN5.DE vs. IUSB - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is 0.57, which is comparable to the IUSB Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EUN5.DE and IUSB, 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.DEIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.57

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.18

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.23

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.43

+0.04

Drawdowns

EUN5.DE vs. IUSB - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.31%, which is greater than IUSB's maximum drawdown of -15.33%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and IUSB.


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Drawdown Indicators


EUN5.DEIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-15.33%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-4.00%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-11.12%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-11.78%

-5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

-15.33%

-1.98%

Current Drawdown

Current decline from peak

-1.08%

-6.05%

+4.97%

Average Drawdown

Average peak-to-trough decline

-3.15%

-5.37%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.38%

-0.60%

Volatility

EUN5.DE vs. IUSB - Volatility Comparison

iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) has a higher volatility of 1.08% compared to iShares Core Universal USD Bond ETF (IUSB) at 0.88%. This indicates that EUN5.DE's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN5.DEIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.88%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

4.26%

-1.40%

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%

7.92%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

7.69%

-3.14%

EUN5.DE vs. IUSB - Expense Ratio Comparison

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

EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, less than IUSB's 4.23% 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%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


EUN5.DE and IUSB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.20% for EUN5.DE.

EUN5.DE is categorized as European Corporate Bonds, while IUSB is Intermediate Core-Plus Bond. EUN5.DE tracks Bloomberg Euro Corporate Bond, while IUSB tracks Bloomberg U.S. Universal Index. Their fees differ too: 0.20% for EUN5.DE and 0.06% for IUSB.

Portfolio Optimizer

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