EUN5.DE vs. VGWD.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, EUN5.DE returned 0.06%/yr vs 11.49%/yr for VGWD.DE. At a 0.27 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.29%/yr for VGWD.DE.
Performance
EUN5.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN5.DE achieves a 0.53% return, which is significantly lower than VGWD.DE's 12.49% 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%
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
EUN5.DE vs. VGWD.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% | 0.09% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
Correlation
The correlation between EUN5.DE and VGWD.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.27 |
Over the past year, EUN5.DE and VGWD.DE have become more correlated (0.47) than their long-term average of 0.27, meaning their price movements have been converging.
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Return for Risk
EUN5.DE vs. VGWD.DE — Risk / Return Rank
EUN5.DE
VGWD.DE
EUN5.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.50 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 4.28 | -3.59 |
| Martin ratioReturn relative to average drawdown | 2.40 | 16.37 | -13.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUN5.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.70 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.99 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.64 | -0.17 |
Drawdowns
EUN5.DE vs. VGWD.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and VGWD.DE.
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Drawdown Indicators
| EUN5.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -34.57% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -5.82% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -16.86% | +14.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -16.86% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | -0.32% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -4.05% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.52% | -0.74% |
Volatility
EUN5.DE vs. VGWD.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) has a volatility of 2.33%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 2.33% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 6.95% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 9.21% | -5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 11.52% | -7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 14.23% | -9.68% |
EUN5.DE vs. VGWD.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
EUN5.DE vs. VGWD.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, more than VGWD.DE's 2.49% 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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
EUN5.DE and VGWD.DE have a correlation of 0.47, 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 0.29% for VGWD.DE.
EUN5.DE is categorized as European Corporate Bonds, while VGWD.DE is Global Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for EUN5.DE and 0.29% for VGWD.DE.
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