EUN5.DE vs. MVOL.L
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, EUN5.DE returned 1.09%/yr vs 6.82%/yr for MVOL.L. At a 0.23 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.35%/yr for MVOL.L.
Performance
EUN5.DE vs. MVOL.L - Performance Comparison
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Different Trading Currencies
EUN5.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.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 1.25% return, which is significantly lower than MVOL.L's 3.21% return. Over the past 10 years, EUN5.DE has underperformed MVOL.L with an annualized return of 1.09%, while MVOL.L has yielded a comparatively higher 6.82% annualized return.
EUN5.DE
- 1D
- 0.11%
- 1M
- 0.75%
- YTD
- 1.25%
- 6M
- 1.35%
- 1Y
- 2.42%
- 3Y*
- 4.77%
- 5Y*
- 0.23%
- 10Y*
- 1.09%
MVOL.L
- 1D
- -0.10%
- 1M
- 1.02%
- YTD
- 3.21%
- 6M
- 3.53%
- 1Y
- 4.60%
- 3Y*
- 7.54%
- 5Y*
- 5.99%
- 10Y*
- 6.82%
EUN5.DE vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 1.25% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.57% | 6.30% | -1.46% | 2.15% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 3.21% | -2.16% | 18.41% | 4.07% | -4.02% | 23.22% | -5.89% | 25.33% | 2.18% | 2.96% |
Correlation
The correlation between EUN5.DE and MVOL.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.23 |
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Return for Risk
EUN5.DE vs. MVOL.L — Risk / Return Rank
EUN5.DE
MVOL.L
EUN5.DE vs. MVOL.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 Edge MSCI World Minimum Volatility UCITS (MVOL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUN5.DE | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.88 | +0.02 |
| Martin ratioReturn relative to average drawdown | 3.08 | 2.14 | +0.94 |
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Drawdowns
EUN5.DE vs. MVOL.L - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum MVOL.L drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and MVOL.L.
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Drawdown Indicators
| EUN5.DE | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.30% | -28.24% | +10.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -5.24% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -11.81% | +9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -12.55% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -17.30% | -28.24% | +10.94% |
Current DrawdownCurrent decline from peak | -0.36% | -5.35% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -4.60% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 2.15% | -1.36% |
Volatility
EUN5.DE vs. MVOL.L - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.74%, while iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) has a volatility of 2.49%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than MVOL.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.DE | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 2.49% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 6.49% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 8.77% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 10.74% | -6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 12.14% | -7.59% |
EUN5.DE vs. MVOL.L - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Dividends
EUN5.DE vs. MVOL.L - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.31%, while MVOL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.31% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN5.DE and MVOL.L have a correlation of 0.27, 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 0.35% for MVOL.L.
EUN5.DE is categorized as European Corporate Bonds, while MVOL.L is Global Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while MVOL.L tracks MSCI ACWI NR USD. Their fees differ too: 0.20% for EUN5.DE and 0.35% for MVOL.L.
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