EUNH.DE vs. SXR8.DE
EUNH.DE (iShares Core Euro Government Bond UCITS ETF (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNH.DE is a European Government Bonds fund tracking the Bloomberg Euro Aggregate Treasury, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUNH.DE returned -0.32%/yr vs 14.95%/yr for SXR8.DE. At a 0.00 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
EUNH.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNH.DE achieves a -0.06% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, EUNH.DE has underperformed SXR8.DE with an annualized return of -0.32%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
EUNH.DE
- 1D
- 0.04%
- 1M
- -0.08%
- YTD
- -0.06%
- 6M
- 0.09%
- 1Y
- 0.30%
- 3Y*
- 2.35%
- 5Y*
- -2.27%
- 10Y*
- -0.32%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EUNH.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNH.DE iShares Core Euro Government Bond UCITS ETF (Dist) | -0.06% | 0.80% | 1.52% | 6.83% | -18.32% | -3.37% | 4.72% | 6.76% | 0.85% | -0.13% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EUNH.DE and SXR8.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.00 |
Over the past year, EUNH.DE and SXR8.DE have become more correlated (0.23) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
EUNH.DE vs. SXR8.DE — Risk / Return Rank
EUNH.DE
SXR8.DE
EUNH.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| EUNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.58 | -3.61 |
| Martin ratioReturn relative to average drawdown | -0.08 | 12.71 | -12.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.21 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.96 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.92 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.79 | -0.54 |
Drawdowns
EUNH.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUNH.DE drawdown since its inception was -22.43%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUNH.DE and SXR8.DE.
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Drawdown Indicators
| EUNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.43% | -33.78% | +11.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -7.13% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -4.10% | -23.32% | +19.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -23.32% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -22.43% | -33.78% | +11.35% |
Current DrawdownCurrent decline from peak | -14.10% | -0.45% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -5.17% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.01% | -0.66% |
Volatility
EUNH.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) is 1.72%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that EUNH.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 2.65% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.70% | 7.57% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 11.56% | -7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.34% | 15.16% | -8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 16.09% | -10.57% |
EUNH.DE vs. SXR8.DE - Expense Ratio Comparison
Both EUNH.DE and SXR8.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EUNH.DE vs. SXR8.DE - Dividend Comparison
EUNH.DE's dividend yield for the trailing twelve months is around 2.49%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNH.DE and SXR8.DE have a correlation of 0.23, 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 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUNH.DE and SXR8.DE have the same expense ratio: 0.07% per year.
EUNH.DE is categorized as European Government Bonds, while SXR8.DE is S&P 500. EUNH.DE tracks Bloomberg Euro Aggregate Treasury, while SXR8.DE tracks S&P 500 Index.
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