EUN8.DE vs. SXR8.DE
EUN8.DE (iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUN8.DE is a Government Bonds fund tracking the Bloomberg Euro Government Bond 10-15 Year Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUN8.DE returned -0.58%/yr vs 14.87%/yr for SXR8.DE. At a 0.03 correlation, their price movements are largely independent. EUN8.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
EUN8.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN8.DE achieves a 0.99% return, which is significantly lower than SXR8.DE's 12.22% return. Over the past 10 years, EUN8.DE has underperformed SXR8.DE with an annualized return of -0.58%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
EUN8.DE
- 1D
- -0.30%
- 1M
- 1.03%
- 6M
- 1.59%
- YTD
- 0.99%
- 1Y
- 0.96%
- 3Y*
- 3.05%
- 5Y*
- -3.35%
- 10Y*
- -0.58%
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
EUN8.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN8.DE iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) | 0.99% | 0.68% | 1.21% | 10.63% | -25.03% | -4.22% | 6.60% | 11.63% | 1.13% | 0.09% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EUN8.DE and SXR8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.03 |
Over the past year, EUN8.DE and SXR8.DE have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
EUN8.DE vs. SXR8.DE — Risk / Return Rank
EUN8.DE
SXR8.DE
EUN8.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| EUN8.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.45 | -3.27 |
| Martin ratioReturn relative to average drawdown | 0.45 | 12.24 | -11.79 |
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Drawdowns
EUN8.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUN8.DE drawdown since its inception was -29.75%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUN8.DE and SXR8.DE.
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Drawdown Indicators
| EUN8.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.75% | -33.78% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -6.94% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -6.68% | -23.32% | +16.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -23.32% | -5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -29.75% | -33.78% | +4.03% |
Current DrawdownCurrent decline from peak | -18.61% | -0.61% | -18.00% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -5.20% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.96% | +0.15% |
Volatility
EUN8.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) is 1.45%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that EUN8.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN8.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 3.63% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 7.98% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.73% | 11.90% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.35% | 15.20% | -5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.29% | 16.07% | -7.78% |
EUN8.DE vs. SXR8.DE - Expense Ratio Comparison
EUN8.DE has a 0.15% expense ratio, which is higher than SXR8.DE's 0.07% 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
EUN8.DE vs. SXR8.DE - Dividend Comparison
EUN8.DE's dividend yield for the trailing twelve months is around 3.23%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN8.DE iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) | 3.23% | 3.14% | 2.95% | 2.09% | 0.52% | 0.31% | 0.58% | 1.20% | 1.26% | 1.13% | 1.26% | 0.75% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 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
EUN8.DE and SXR8.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for EUN8.DE.
EUN8.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. EUN8.DE tracks Bloomberg Euro Government Bond 10-15 Year Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for EUN8.DE and 0.07% for SXR8.DE.
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