EUN5.DE vs. XDEW.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, EUN5.DE returned 0.64%/yr vs 11.04%/yr for XDEW.DE. At a 0.22 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
EUN5.DE vs. XDEW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUN5.DE achieves a -1.23% return, which is significantly lower than XDEW.DE's 14.50% return. Over the past 10 years, EUN5.DE has underperformed XDEW.DE with an annualized return of 0.64%, while XDEW.DE has yielded a comparatively higher 11.04% 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%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.42%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 20.12%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
EUN5.DE vs. XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between EUN5.DE and XDEW.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.22 |
The correlation between EUN5.DE and XDEW.DE shifts across timeframes, from 0.22 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUN5.DE vs. XDEW.DE — Risk / Return Rank
EUN5.DE
XDEW.DE
EUN5.DE vs. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.91 | -4.01 |
| Martin ratioReturn relative to average drawdown | -0.27 | 12.05 | -12.32 |
Loading charts...
Drawdowns
EUN5.DE vs. XDEW.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.30%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and XDEW.DE.
Loading charts...
Drawdown Indicators
| EUN5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.30% | -38.79% | +21.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -5.06% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -22.70% | +19.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -22.70% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -17.30% | -38.79% | +21.49% |
Current DrawdownCurrent decline from peak | -2.81% | -0.61% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -5.33% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.65% | -0.25% |
Volatility
EUN5.DE vs. XDEW.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 0.77%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.81%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUN5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 2.81% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 6.82% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 10.43% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 14.90% | -10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.58% | 16.80% | -12.22% |
EUN5.DE vs. XDEW.DE - Expense Ratio Comparison
Both EUN5.DE and XDEW.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. XDEW.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 1.65%, while XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 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 XDEW.DE have a correlation of 0.38, 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 XDEW.DE have the same expense ratio: 0.20% per year.
EUN5.DE is categorized as European Corporate Bonds, while XDEW.DE is S&P 500. EUN5.DE tracks Bloomberg Euro Corporate Bond, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers.
Find the right allocation for EUN5.DE and XDEW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer