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EUNA.DE vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNA.DE vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNA.DE is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNA.DE achieves a -0.20% return, which is significantly lower than O's 14.13% return.


EUNA.DE

1D
0.41%
1M
1.23%
YTD
-0.20%
6M
0.41%
1Y
1.44%
3Y*
2.41%
5Y*
-1.28%
10Y*

O

1D
-1.14%
1M
2.41%
YTD
14.13%
6M
11.36%
1Y
13.40%
3Y*
4.10%
5Y*
4.58%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNA.DE vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.20%2.91%1.48%4.41%-13.52%-2.42%3.86%5.07%-1.20%-0.20%
O
Realty Income Corporation
14.13%-1.11%4.35%-7.41%-1.63%33.22%-18.88%24.01%21.38%0.07%

Correlation

The correlation between EUNA.DE and O is -0.02, 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

-0.02

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

0.19

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

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.15

The correlation between EUNA.DE and O shifts across timeframes, from -0.02 (1 year) to 0.19 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUNA.DE vs. O — Risk / Return Rank

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

EUNA.DE
EUNA.DE Risk / Return Rank: 1515
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1616
Martin Ratio Rank

O
O Risk / Return Rank: 6565
Overall Rank
O Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
O Sortino Ratio Rank: 6161
Sortino Ratio Rank
O Omega Ratio Rank: 5959
Omega Ratio Rank
O Calmar Ratio Rank: 6767
Calmar Ratio Rank
O Martin Ratio Rank: 6868
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.

EUNA.DE vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and Realty Income Corporation (O). 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.


EUNA.DEODifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratioReturn relative to maximum drawdown

0.51

1.31

-0.80

Martin ratioReturn relative to average drawdown

1.42

3.02

-1.60

EUNA.DE vs. O - Sharpe Ratio Comparison

The current EUNA.DE Sharpe Ratio is 0.39, which is lower than the O Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EUNA.DE and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUNA.DE vs. O - Drawdown Comparison

The maximum EUNA.DE drawdown since its inception was -17.81%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and O.


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Drawdown Indicators


EUNA.DEODifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-48.59%

+30.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-10.26%

+7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-23.22%

+19.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-37.26%

+20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

Current Drawdown

Current decline from peak

-8.35%

-10.39%

+2.04%

Average Drawdown

Average peak-to-trough decline

-6.70%

-14.59%

+7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

4.44%

-3.43%

Volatility

EUNA.DE vs. O - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.22%, while Realty Income Corporation (O) has a volatility of 5.66%. This indicates that EUNA.DE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNA.DEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

5.66%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

12.31%

-9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

16.25%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

18.89%

-14.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

25.96%

-21.51%

Dividends

EUNA.DE vs. O - Dividend Comparison

EUNA.DE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.21%.


PositionTTM20252024202320222021202020192018201720162015
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) 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%
O
Realty Income Corporation
5.21%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions


EUNA.DE and O have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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