EUN5.DE vs. XD5E.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EUN5.DE returned 1.02%/yr vs 10.03%/yr for XD5E.DE. At a 0.20 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.12%/yr for XD5E.DE.
Performance
EUN5.DE vs. XD5E.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 XD5E.DE's 8.92% return. Over the past 10 years, EUN5.DE has underperformed XD5E.DE with an annualized return of 1.02%, while XD5E.DE has yielded a comparatively higher 10.03% annualized 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%
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
EUN5.DE vs. XD5E.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% | 2.15% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
Correlation
The correlation between EUN5.DE and XD5E.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 | 0.35 |
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 Dec 20, 2012 | 0.20 |
Over the past year, EUN5.DE and XD5E.DE have become more correlated (0.50) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
EUN5.DE vs. XD5E.DE — Risk / Return Rank
EUN5.DE
XD5E.DE
EUN5.DE vs. XD5E.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 Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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 | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.75 | -1.06 |
| Martin ratioReturn relative to average drawdown | 2.40 | 6.40 | -4.00 |
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 | XD5E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.24 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.65 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.59 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.08 |
Drawdowns
EUN5.DE vs. XD5E.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, smaller than the maximum XD5E.DE drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and XD5E.DE.
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Drawdown Indicators
| EUN5.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -38.04% | +20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -10.26% | +7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -15.30% | +12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -24.56% | +7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | -38.04% | +20.73% |
Current DrawdownCurrent decline from peak | -1.08% | -0.44% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -5.74% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.82% | -2.04% |
Volatility
EUN5.DE vs. XD5E.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a volatility of 4.54%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than XD5E.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 | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 4.54% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 11.91% | -9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 14.52% | -11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 16.13% | -11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 17.03% | -12.48% |
EUN5.DE vs. XD5E.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is higher than XD5E.DE's 0.12% 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. XD5E.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, more than XD5E.DE's 2.42% 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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
EUN5.DE and XD5E.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, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EUN5.DE.
EUN5.DE is categorized as European Corporate Bonds, while XD5E.DE is Europe Equities. EUN5.DE tracks Bloomberg Euro Corporate Bond, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EUN5.DE and 0.12% for XD5E.DE.
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