PortfoliosLab logoPortfoliosLab logo
EUN6.DE vs. 2B7S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN6.DE vs. 2B7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUN6.DE achieves a 1.02% return, which is significantly higher than 2B7S.DE's -0.20% return.


EUN6.DE

1D
-0.01%
1M
0.23%
6M
0.95%
YTD
1.02%
1Y
1.89%
3Y*
2.83%
5Y*
1.62%
10Y*
0.49%

2B7S.DE

1D
0.00%
1M
0.20%
6M
-0.20%
YTD
-0.20%
1Y
1.20%
3Y*
2.48%
5Y*
0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN6.DE vs. 2B7S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
1.02%2.16%3.57%2.74%-1.00%-0.51%
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-1.18%

Correlation

The correlation between EUN6.DE and 2B7S.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.09

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.15

The correlation between EUN6.DE and 2B7S.DE shifts across timeframes, from -0.09 (1 year) to 0.15 (5 years), 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

EUN6.DE vs. 2B7S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUN6.DE
EUN6.DE Risk / Return Rank: 9595
Overall Rank
EUN6.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 9898
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 9494
Martin Ratio Rank

2B7S.DE
2B7S.DE Risk / Return Rank: 2121
Overall Rank
2B7S.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 1818
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2525
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.

EUN6.DE vs. 2B7S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.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.


EUN6.DE2B7S.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.98

1.11

+0.87

Calmar ratioReturn relative to maximum drawdown

5.84

1.22

+4.62

Martin ratioReturn relative to average drawdown

22.30

3.01

+19.29

EUN6.DE vs. 2B7S.DE - Sharpe Ratio Comparison

The current EUN6.DE Sharpe Ratio is 2.92, which is higher than the 2B7S.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EUN6.DE and 2B7S.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.


Loading charts...

Drawdowns

EUN6.DE vs. 2B7S.DE - Drawdown Comparison

The maximum EUN6.DE drawdown since its inception was -4.94%, smaller than the maximum 2B7S.DE drawdown of -7.68%. Use the drawdown chart below to compare losses from any high point for EUN6.DE and 2B7S.DE.


Loading charts...

Drawdown Indicators


EUN6.DE2B7S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.94%

-7.68%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.32%

-0.98%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-0.77%

-1.03%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-1.49%

-7.50%

+6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-4.54%

Current Drawdown

Current decline from peak

-0.08%

-0.59%

+0.51%

Average Drawdown

Average peak-to-trough decline

-1.31%

-3.25%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.40%

-0.32%

Volatility

EUN6.DE vs. 2B7S.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) is 0.09%, while iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) has a volatility of 0.57%. This indicates that EUN6.DE experiences smaller price fluctuations and is considered to be less risky than 2B7S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUN6.DE2B7S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

0.57%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

1.99%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

2.50%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.67%

2.51%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.63%

2.45%

-1.82%

EUN6.DE vs. 2B7S.DE - Expense Ratio Comparison

EUN6.DE has a 0.07% expense ratio, which is lower than 2B7S.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUN6.DE vs. 2B7S.DE - Dividend Comparison

EUN6.DE's dividend yield for the trailing twelve months is around 2.19%, while 2B7S.DE has not paid dividends to shareholders.


Frequently Asked Questions


EUN6.DE and 2B7S.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN6.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for 2B7S.DE.

EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index, while 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index. Their fees differ too: 0.07% for EUN6.DE and 0.10% for 2B7S.DE.

Portfolio Optimizer

Find the right allocation for EUN6.DE and 2B7S.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