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

Performance

EUNA.DE vs. XBAG.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 Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EUNA.DE

1D
0.00%
1M
0.81%
YTD
-0.00%
6M
0.41%
1Y
1.23%
3Y*
2.33%
5Y*
-1.17%
10Y*

XBAG.DE

1D
-0.06%
1M
1.88%
YTD
2.37%
6M
2.70%
1Y
2.59%
3Y*
1.28%
5Y*
-1.17%
10Y*
-0.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.00%2.91%1.48%4.41%-13.52%-2.42%3.86%5.07%-1.20%-0.20%
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
2.37%-3.91%3.40%1.86%-11.54%2.90%-0.49%9.26%3.05%-1.35%

Correlation

The correlation between EUNA.DE and XBAG.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.49

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

0.52

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

0.49

The correlation between EUNA.DE and XBAG.DE shifts across timeframes, from 0.38 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUNA.DE vs. XBAG.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: 1414
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1515
Martin Ratio Rank

XBAG.DE
XBAG.DE Risk / Return Rank: 2020
Overall Rank
XBAG.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBAG.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XBAG.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XBAG.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XBAG.DE Martin Ratio Rank: 2020
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. XBAG.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 Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.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.DEXBAG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.06

1.12

-0.06

Calmar ratioReturn relative to maximum drawdown

0.44

1.06

-0.63

Martin ratioReturn relative to average drawdown

1.18

2.20

-1.02

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

The current EUNA.DE Sharpe Ratio is 0.33, which is lower than the XBAG.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EUNA.DE and XBAG.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. XBAG.DE - Drawdown Comparison

The maximum EUNA.DE drawdown since its inception was -17.81%, smaller than the maximum XBAG.DE drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and XBAG.DE.


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Drawdown Indicators


EUNA.DEXBAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-27.90%

+10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.42%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-7.50%

+3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-15.82%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.65%

Current Drawdown

Current decline from peak

-8.16%

-10.59%

+2.43%

Average Drawdown

Average peak-to-trough decline

-6.71%

-10.63%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.17%

-0.14%

Volatility

EUNA.DE vs. XBAG.DE - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) have volatilities of 0.94% and 0.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNA.DEXBAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.92%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.73%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

3.85%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

6.08%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

5.85%

-1.41%

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

Both EUNA.DE and XBAG.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. XBAG.DE - Dividend Comparison

EUNA.DE has not paid dividends to shareholders, while XBAG.DE's dividend yield for the trailing twelve months is around 2.94%.


PositionTTM2025202420232022202120202019201820172016
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%
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
2.94%2.94%3.16%2.22%2.78%0.82%1.47%1.76%1.36%1.11%2.04%

Frequently Asked Questions


EUNA.DE and XBAG.DE have a correlation of 0.38, 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 XBAG.DE have the same expense ratio: 0.10% per year.

EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while XBAG.DE tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Xtrackers.

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