EUN9.DE vs. SXR8.DE
EUN9.DE (iShares Euro Government Bond 5-7yr UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUN9.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 5-7, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUN9.DE returned 0.08%/yr vs 14.95%/yr for SXR8.DE. At a 0.01 correlation, their price movements are largely independent. EUN9.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
EUN9.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN9.DE achieves a -0.02% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, EUN9.DE has underperformed SXR8.DE with an annualized return of 0.08%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
EUN9.DE
- 1D
- 0.08%
- 1M
- -0.03%
- YTD
- -0.02%
- 6M
- -0.02%
- 1Y
- 0.85%
- 3Y*
- 2.94%
- 5Y*
- -1.15%
- 10Y*
- 0.08%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EUN9.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN9.DE iShares Euro Government Bond 5-7yr UCITS ETF | -0.02% | 2.45% | 1.87% | 6.90% | -14.78% | -1.90% | 2.71% | 4.34% | 0.55% | 0.34% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EUN9.DE and SXR8.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.01 |
Over the past year, EUN9.DE and SXR8.DE have become more correlated (0.21) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
EUN9.DE vs. SXR8.DE — Risk / Return Rank
EUN9.DE
SXR8.DE
EUN9.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 5-7yr UCITS ETF (EUN9.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.
| EUN9.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.58 | -3.46 |
| Martin ratioReturn relative to average drawdown | 0.33 | 12.71 | -12.38 |
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
| EUN9.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 2.21 | -2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.96 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.92 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.79 | -0.45 |
Drawdowns
EUN9.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUN9.DE drawdown since its inception was -17.43%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUN9.DE and SXR8.DE.
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Drawdown Indicators
| EUN9.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.43% | -33.78% | +16.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.42% | -7.13% | +3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -3.42% | -23.32% | +19.90% |
Max Drawdown (5Y)Largest decline over 5 years | -17.35% | -23.32% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -17.43% | -33.78% | +16.35% |
Current DrawdownCurrent decline from peak | -7.00% | -0.45% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -5.17% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.01% | -0.78% |
Volatility
EUN9.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 5-7yr UCITS ETF (EUN9.DE) is 1.57%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that EUN9.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
| EUN9.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 2.65% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.45% | 7.57% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 11.56% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 15.16% | -9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.32% | 16.09% | -11.77% |
EUN9.DE vs. SXR8.DE - Expense Ratio Comparison
EUN9.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
EUN9.DE vs. SXR8.DE - Dividend Comparison
EUN9.DE's dividend yield for the trailing twelve months is around 2.66%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN9.DE iShares Euro Government Bond 5-7yr UCITS ETF | 2.66% | 2.66% | 2.53% | 0.86% | 0.00% | 0.00% | 0.14% | 0.49% | 0.35% | 0.23% | 0.53% | 0.36% |
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
EUN9.DE and SXR8.DE have a correlation of 0.21, 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 EUN9.DE.
EUN9.DE is categorized as European Government Bonds, while SXR8.DE is S&P 500. EUN9.DE tracks Bloomberg Euro Government Bond 5-7, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for EUN9.DE and 0.07% for SXR8.DE.
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