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EUNH.DE vs. 4COP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNH.DE vs. 4COP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.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, EUNH.DE achieves a -1.68% return, which is significantly lower than 4COP.DE's 3.65% return.


EUNH.DE

1D
0.05%
1M
-1.17%
6M
-0.68%
YTD
-1.68%
1Y
-1.04%
3Y*
1.61%
5Y*
-2.85%
10Y*
-0.68%

4COP.DE

1D
-3.07%
1M
-14.14%
6M
-7.51%
YTD
3.65%
1Y
73.88%
3Y*
24.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNH.DE vs. 4COP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
-1.68%0.80%1.52%6.83%-18.31%-0.59%
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
3.65%73.65%9.36%4.93%6.75%1.24%

Correlation

The correlation between EUNH.DE and 4COP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2021

0.09

Over the past year, EUNH.DE and 4COP.DE have become more correlated (0.37) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

EUNH.DE vs. 4COP.DE — Risk / Return Rank

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

EUNH.DE
EUNH.DE Risk / Return Rank: 77
Overall Rank
EUNH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 66
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 66
Martin Ratio Rank

4COP.DE
4COP.DE Risk / Return Rank: 6666
Overall Rank
4COP.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
4COP.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
4COP.DE Omega Ratio Rank: 6060
Omega Ratio Rank
4COP.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
4COP.DE Martin Ratio Rank: 5757
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.

EUNH.DE vs. 4COP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) and Global X Copper Miners UCITS ETF USD Accumulating (4COP.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.


EUNH.DE4COP.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

0.96

1.28

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.32

2.83

-3.15

Martin ratioReturn relative to average drawdown

-0.74

7.53

-8.27

EUNH.DE vs. 4COP.DE - Sharpe Ratio Comparison

The current EUNH.DE Sharpe Ratio is -0.26, which is lower than the 4COP.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EUNH.DE and 4COP.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

EUNH.DE vs. 4COP.DE - Drawdown Comparison

The maximum EUNH.DE drawdown since its inception was -22.42%, smaller than the maximum 4COP.DE drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for EUNH.DE and 4COP.DE.


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Drawdown Indicators


EUNH.DE4COP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-39.13%

+16.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-26.21%

+22.62%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

-39.13%

+35.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

Current Drawdown

Current decline from peak

-15.48%

-21.29%

+5.81%

Average Drawdown

Average peak-to-trough decline

-5.88%

-14.67%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

9.85%

-8.28%

Volatility

EUNH.DE vs. 4COP.DE - Volatility Comparison

The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) is 1.12%, while Global X Copper Miners UCITS ETF USD Accumulating (4COP.DE) has a volatility of 12.75%. This indicates that EUNH.DE experiences smaller price fluctuations and is considered to be less risky than 4COP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNH.DE4COP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

12.75%

-11.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

35.70%

-31.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

42.04%

-37.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

33.60%

-27.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

33.60%

-28.08%

EUNH.DE vs. 4COP.DE - Expense Ratio Comparison

EUNH.DE has a 0.07% expense ratio, which is lower than 4COP.DE's 0.55% expense ratio.


Dividends

EUNH.DE vs. 4COP.DE - Dividend Comparison

EUNH.DE's dividend yield for the trailing twelve months is around 1.31%, while 4COP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
1.31%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%

Frequently Asked Questions


EUNH.DE and 4COP.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNH.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNH.DE is cheaper with a 0.07% expense ratio, compared with 0.55% for 4COP.DE.

EUNH.DE is categorized as European Government Bonds, while 4COP.DE is Copper. EUNH.DE tracks Bloomberg Euro Aggregate Treasury, while 4COP.DE tracks Solactive Global Copper Miners v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.07% for EUNH.DE and 0.55% for 4COP.DE.

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