EUNH.DE vs. 500G.L
Compare and contrast key facts about iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) and Amundi S&P 500 UCITS ETF C USD (500G.L).
EUNH.DE and 500G.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNH.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Aggregate Treasury. It was launched on Apr 17, 2009. 500G.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018. Both EUNH.DE and 500G.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNH.DE or 500G.L.
Key characteristics
| EUNH.DE | 500G.L | |
|---|---|---|
| YTD Return | 1.02% | 26.34% |
| 1Y Return | 7.04% | 32.15% |
| 3Y Return (Ann) | -4.38% | 12.00% |
| 5Y Return (Ann) | -2.35% | 16.17% |
| Sharpe Ratio | 1.15 | 2.82 |
| Sortino Ratio | 1.73 | 4.02 |
| Omega Ratio | 1.19 | 1.55 |
| Calmar Ratio | 0.30 | 4.95 |
| Martin Ratio | 3.15 | 20.00 |
| Ulcer Index | 1.88% | 1.59% |
| Daily Std Dev | 5.21% | 11.21% |
| Max Drawdown | -22.43% | -25.52% |
| Current Drawdown | -15.15% | 0.00% |
Correlation
The correlation between EUNH.DE and 500G.L is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUNH.DE vs. 500G.L - Performance Comparison
In the year-to-date period, EUNH.DE achieves a 1.02% return, which is significantly lower than 500G.L's 26.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUNH.DE vs. 500G.L - Expense Ratio Comparison
EUNH.DE has a 0.07% expense ratio, which is higher than 500G.L's 0.05% 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%.
Risk-Adjusted Performance
EUNH.DE vs. 500G.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) and Amundi S&P 500 UCITS ETF C USD (500G.L). 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.
Dividends
EUNH.DE vs. 500G.L - Dividend Comparison
EUNH.DE's dividend yield for the trailing twelve months is around 1.78%, while 500G.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNH.DE iShares Core Euro Government Bond UCITS ETF (Dist) | 1.78% | 0.97% | 0.27% | 0.24% | 0.47% | 0.65% | 0.66% | 0.70% | 0.94% | 0.62% | 1.70% | 2.09% |
500G.L Amundi S&P 500 UCITS ETF C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUNH.DE vs. 500G.L - Drawdown Comparison
The maximum EUNH.DE drawdown since its inception was -22.43%, smaller than the maximum 500G.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for EUNH.DE and 500G.L. For additional features, visit the drawdowns tool.
Volatility
EUNH.DE vs. 500G.L - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) is 3.00%, while Amundi S&P 500 UCITS ETF C USD (500G.L) has a volatility of 3.29%. This indicates that EUNH.DE experiences smaller price fluctuations and is considered to be less risky than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.