EUNA.DE vs. SXR8.DE
EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EUNA.DE returned -1.29%/yr vs 14.77%/yr for SXR8.DE. At a correlation of -0.01, they often move in opposite directions. EUNA.DE charges 0.10%/yr vs 0.07%/yr for SXR8.DE.
Performance
EUNA.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNA.DE achieves a -0.46% return, which is significantly lower than SXR8.DE's 11.37% return.
EUNA.DE
- 1D
- 0.22%
- 1M
- 0.18%
- YTD
- -0.46%
- 6M
- -0.29%
- 1Y
- 1.18%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EUNA.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 2.79% | 1.60% | 4.36% | -13.52% | -2.37% | 3.70% | 5.06% | -1.17% | -0.54% |
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% | -0.61% |
Correlation
The correlation between EUNA.DE and SXR8.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | -0.01 |
The correlation between EUNA.DE and SXR8.DE shifts across timeframes, from -0.01 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUNA.DE vs. SXR8.DE — Risk / Return Rank
EUNA.DE
SXR8.DE
EUNA.DE vs. SXR8.DE - 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 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.
| EUNA.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 3.58 | -3.15 |
| Martin ratioReturn relative to average drawdown | 1.18 | 12.71 | -11.53 |
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
| EUNA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.21 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.96 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.79 | -0.84 |
Drawdowns
EUNA.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUNA.DE drawdown since its inception was -17.79%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and SXR8.DE.
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Drawdown Indicators
| EUNA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -33.78% | +15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -7.13% | +4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | -23.32% | +19.30% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -23.32% | +6.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -8.66% | -0.45% | -8.21% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -5.17% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.01% | -1.02% |
Volatility
EUNA.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.35%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that EUNA.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
| EUNA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 2.65% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 7.57% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 11.56% | -8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 15.16% | -10.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.27% | 16.09% | -11.82% |
EUNA.DE vs. SXR8.DE - Expense Ratio Comparison
EUNA.DE has a 0.10% 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
EUNA.DE vs. SXR8.DE - Dividend Comparison
Neither EUNA.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNA.DE and SXR8.DE have a correlation of 0.18, 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 0.10% for EUNA.DE.
EUNA.DE is categorized as Global Bonds, while SXR8.DE is S&P 500. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.10% for EUNA.DE and 0.07% for SXR8.DE.
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