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

Performance

EUNA.DE vs. VWCG.DE - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNA.DE achieves a -0.61% return, which is significantly lower than VWCG.DE's 8.96% return.


EUNA.DE

1D
0.00%
1M
0.82%
YTD
-0.61%
6M
-0.00%
1Y
1.03%
3Y*
2.34%
5Y*
-1.37%
10Y*

VWCG.DE

1D
1.89%
1M
5.02%
YTD
8.96%
6M
11.76%
1Y
19.41%
3Y*
14.33%
5Y*
10.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNA.DE vs. VWCG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.61%2.91%1.48%4.41%-13.52%-2.42%3.86%0.39%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
8.96%20.44%8.96%16.07%-9.83%24.91%-2.57%7.53%

Correlation

The correlation between EUNA.DE and VWCG.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.25

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.10

Over the past year, EUNA.DE and VWCG.DE have become more correlated (0.39) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

EUNA.DE vs. VWCG.DE — 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: 1313
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1414
Martin Ratio Rank

VWCG.DE
VWCG.DE Risk / Return Rank: 4646
Overall Rank
VWCG.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4949
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. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.


EUNA.DEVWCG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.04

1.26

-0.22

Calmar ratioReturn relative to maximum drawdown

0.29

1.91

-1.62

Martin ratioReturn relative to average drawdown

0.81

7.33

-6.51

EUNA.DE vs. VWCG.DE - Sharpe Ratio Comparison

The current EUNA.DE Sharpe Ratio is 0.22, which is lower than the VWCG.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of EUNA.DE and VWCG.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.


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Drawdowns

EUNA.DE vs. VWCG.DE - Drawdown Comparison

The maximum EUNA.DE drawdown since its inception was -17.81%, smaller than the maximum VWCG.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and VWCG.DE.


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Drawdown Indicators


EUNA.DEVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-35.70%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-9.58%

+6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-16.07%

+11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-20.09%

+3.05%

Current Drawdown

Current decline from peak

-8.72%

-0.03%

-8.69%

Average Drawdown

Average peak-to-trough decline

-6.70%

-4.98%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.51%

-1.50%

Volatility

EUNA.DE vs. VWCG.DE - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.34%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.24%. This indicates that EUNA.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.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.DEVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

4.24%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

10.80%

-7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

13.05%

-9.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

14.31%

-9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

16.85%

-12.40%

EUNA.DE vs. VWCG.DE - Expense Ratio Comparison

Both EUNA.DE and VWCG.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUNA.DE vs. VWCG.DE - Dividend Comparison

Neither EUNA.DE nor VWCG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNA.DE and VWCG.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNA.DE and VWCG.DE have the same expense ratio: 0.10% per year.

EUNA.DE is categorized as Global Bonds, while VWCG.DE is Europe Equities. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard.

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