EUN5.DE vs. SXRW.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, EUN5.DE returned 0.64%/yr vs 8.45%/yr for SXRW.DE. At a 0.15 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.07%/yr for SXRW.DE.
Performance
EUN5.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN5.DE achieves a -1.23% return, which is significantly lower than SXRW.DE's 11.21% return. Over the past 10 years, EUN5.DE has underperformed SXRW.DE with an annualized return of 0.64%, while SXRW.DE has yielded a comparatively higher 8.45% annualized return.
EUN5.DE
- 1D
- 0.03%
- 1M
- -0.44%
- 6M
- 0.09%
- YTD
- -1.23%
- 1Y
- -0.34%
- 3Y*
- 3.68%
- 5Y*
- -0.44%
- 10Y*
- 0.64%
SXRW.DE
- 1D
- 0.06%
- 1M
- 4.10%
- 6M
- 7.30%
- YTD
- 11.21%
- 1Y
- 24.18%
- 3Y*
- 16.83%
- 5Y*
- 12.74%
- 10Y*
- 8.45%
EUN5.DE vs. SXRW.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) | -1.23% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.57% | 6.30% | -1.46% | 2.15% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 11.21% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between EUN5.DE and SXRW.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.15 |
Over the past year, EUN5.DE and SXRW.DE have become more correlated (0.50) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
EUN5.DE vs. SXRW.DE — Risk / Return Rank
EUN5.DE
SXRW.DE
EUN5.DE vs. SXRW.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 FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
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 | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.03 | -3.13 |
| Martin ratioReturn relative to average drawdown | -0.27 | 11.09 | -11.36 |
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Drawdowns
EUN5.DE vs. SXRW.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and SXRW.DE.
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Drawdown Indicators
| EUN5.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.30% | -40.31% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -7.91% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -16.86% | +13.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -16.86% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -17.30% | -40.31% | +23.01% |
Current DrawdownCurrent decline from peak | -2.81% | -0.27% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -5.99% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.16% | -0.76% |
Volatility
EUN5.DE vs. SXRW.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.77%, while iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a volatility of 3.02%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 3.02% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 10.38% | -7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 12.34% | -8.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 14.06% | -9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.58% | 16.31% | -11.73% |
EUN5.DE vs. SXRW.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than SXRW.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. SXRW.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 1.65%, while SXRW.DE 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) | 1.65% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 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 SXRW.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.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 SXRW.DE is Europe Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.20% for EUN5.DE and 0.07% for SXRW.DE.
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