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EUN5.DE vs. UBU5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN5.DE vs. UBU5.DE - 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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUN5.DE achieves a 1.25% return, which is significantly lower than UBU5.DE's 13.37% return. Over the past 10 years, EUN5.DE has underperformed UBU5.DE with an annualized return of 1.09%, while UBU5.DE has yielded a comparatively higher 10.45% 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%

UBU5.DE

1D
0.19%
1M
2.15%
YTD
13.37%
6M
13.94%
1Y
22.48%
3Y*
14.28%
5Y*
10.52%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. UBU5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
13.37%1.27%20.12%5.47%-1.48%38.86%-9.65%28.22%-4.23%0.98%

Correlation

The correlation between EUN5.DE and UBU5.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.28

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

0.23

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

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.15

Over the past year, EUN5.DE and UBU5.DE have become more correlated (0.39) 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. UBU5.DE — 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: 2222
Overall Rank
EUN5.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 2525
Martin Ratio Rank

UBU5.DE
UBU5.DE Risk / Return Rank: 8484
Overall Rank
UBU5.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UBU5.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
UBU5.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UBU5.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
UBU5.DE Martin Ratio Rank: 8888
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. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.DEUBU5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.14

1.42

-0.28

Calmar ratioReturn relative to maximum drawdown

0.89

4.77

-3.88

Martin ratioReturn relative to average drawdown

3.08

16.51

-13.43

EUN5.DE vs. UBU5.DE - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is 0.74, which is lower than the UBU5.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of EUN5.DE and UBU5.DE, 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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Drawdowns

EUN5.DE vs. UBU5.DE - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum UBU5.DE drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and UBU5.DE.


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Drawdown Indicators


EUN5.DEUBU5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.30%

-36.36%

+19.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-4.70%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-19.86%

+17.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-19.86%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-17.30%

-36.36%

+19.06%

Current Drawdown

Current decline from peak

-0.36%

0.00%

-0.36%

Average Drawdown

Average peak-to-trough decline

-3.13%

-5.90%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.36%

-0.57%

Volatility

EUN5.DE vs. UBU5.DE - Volatility Comparison

The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.74%, while UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) has a volatility of 2.08%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than UBU5.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.DEUBU5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

2.08%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

6.45%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

9.74%

-6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

13.34%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

15.44%

-10.89%

EUN5.DE vs. UBU5.DE - Expense Ratio Comparison

Both EUN5.DE and UBU5.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUN5.DE vs. UBU5.DE - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 3.31%, more than UBU5.DE's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.36%2.11%1.74%2.03%1.92%1.52%2.49%1.97%2.53%2.04%2.32%2.27%

Frequently Asked Questions


EUN5.DE and UBU5.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUN5.DE and UBU5.DE have the same expense ratio: 0.20% per year.

EUN5.DE is categorized as European Corporate Bonds, while UBU5.DE is Large Cap Value Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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