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EUNH.DE vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNH.DE vs. IUSG - 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 iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNH.DE is traded in EUR, while IUSG is traded in USD. To make them comparable, the IUSG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNH.DE achieves a 0.19% return, which is significantly lower than IUSG's 11.88% return. Over the past 10 years, EUNH.DE has underperformed IUSG with an annualized return of -0.34%, while IUSG has yielded a comparatively higher 17.25% annualized return.


EUNH.DE

1D
0.27%
1M
0.49%
YTD
0.19%
6M
0.69%
1Y
0.32%
3Y*
2.46%
5Y*
-2.33%
10Y*
-0.34%

IUSG

1D
0.44%
1M
-1.67%
YTD
11.88%
6M
12.64%
1Y
29.09%
3Y*
22.44%
5Y*
15.60%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNH.DE vs. IUSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
0.19%0.80%1.52%6.83%-18.31%-3.38%4.72%6.76%0.86%-0.13%
IUSG
iShares Core S&P U.S. Growth ETF
11.88%6.85%43.59%25.40%-24.40%41.08%21.71%33.57%3.86%11.41%

Correlation

The correlation between EUNH.DE and IUSG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.09

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.02

The correlation between EUNH.DE and IUSG shifts across timeframes, from 0.02 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNH.DE vs. IUSG — 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: 99
Overall Rank
EUNH.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 99
Martin Ratio Rank

IUSG
IUSG Risk / Return Rank: 5454
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUSG Omega Ratio Rank: 5454
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IUSG 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. IUSG - 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 iShares Core S&P U.S. Growth ETF (IUSG). 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.DEIUSGDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.04

2.33

-2.38

Martin ratioReturn relative to average drawdown

-0.11

8.22

-8.33

EUNH.DE vs. IUSG - Sharpe Ratio Comparison

The current EUNH.DE Sharpe Ratio is -0.03, which is lower than the IUSG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of EUNH.DE and IUSG, 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. IUSG - Drawdown Comparison

The maximum EUNH.DE drawdown since its inception was -22.42%, smaller than the maximum IUSG drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for EUNH.DE and IUSG.


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Drawdown Indicators


EUNH.DEIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-45.82%

+23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-12.02%

+8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

-27.11%

+23.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-27.11%

+5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

-31.84%

+9.42%

Current Drawdown

Current decline from peak

-13.88%

-3.82%

-10.06%

Average Drawdown

Average peak-to-trough decline

-5.80%

-7.91%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

3.41%

-2.06%

Volatility

EUNH.DE vs. IUSG - Volatility Comparison

The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) is 1.65%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 5.42%. This indicates that EUNH.DE experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNH.DEIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

5.42%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

12.29%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

16.31%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

20.66%

-14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

20.80%

-15.29%

EUNH.DE vs. IUSG - Expense Ratio Comparison

EUNH.DE has a 0.07% expense ratio, which is higher than IUSG's 0.04% 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

EUNH.DE vs. IUSG - Dividend Comparison

EUNH.DE's dividend yield for the trailing twelve months is around 2.49%, more than IUSG's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
2.49%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%

Frequently Asked Questions


EUNH.DE and IUSG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.07% for EUNH.DE.

EUNH.DE is categorized as European Government Bonds, while IUSG is Large Cap Growth Equities. EUNH.DE tracks Bloomberg Euro Aggregate Treasury, while IUSG tracks S&P 900 Growth Index. Their fees differ too: 0.07% for EUNH.DE and 0.04% for IUSG.

Portfolio Optimizer

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