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

Performance

EUNH.DE vs. VUSB - 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 Vanguard Ultra-Short Bond ETF (VUSB). 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 VUSB is traded in USD. To make them comparable, the VUSB 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 -0.06% return, which is significantly lower than VUSB's 2.57% return.


EUNH.DE

1D
0.04%
1M
0.49%
YTD
-0.06%
6M
0.02%
1Y
-0.11%
3Y*
2.35%
5Y*
-2.27%
10Y*
-0.32%

VUSB

1D
-0.12%
1M
1.01%
YTD
2.57%
6M
2.07%
1Y
2.77%
3Y*
2.56%
5Y*
4.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNH.DE vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.06%0.80%1.52%6.83%-18.32%-1.03%
VUSB
Vanguard Ultra-Short Bond ETF
2.57%-7.28%12.66%2.35%5.81%4.41%

Correlation

The correlation between EUNH.DE and VUSB is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.07

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

-0.03

The correlation between EUNH.DE and VUSB shifts across timeframes, from -0.22 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNH.DE vs. VUSB — 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: 88
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

VUSB
VUSB Risk / Return Rank: 9898
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9898
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. VUSB - 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 Vanguard Ultra-Short Bond ETF (VUSB). 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.DEVUSBDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.00

1.08

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.03

0.76

-0.80

Martin ratioReturn relative to average drawdown

-0.08

1.84

-1.92

EUNH.DE vs. VUSB - Sharpe Ratio Comparison

The current EUNH.DE Sharpe Ratio is -0.02, which is lower than the VUSB Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EUNH.DE and VUSB, 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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Sharpe Ratios by Period


EUNH.DEVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.46

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.59

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.51

-0.26

Drawdowns

EUNH.DE vs. VUSB - Drawdown Comparison

The maximum EUNH.DE drawdown since its inception was -22.43%, which is greater than VUSB's maximum drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for EUNH.DE and VUSB.


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Drawdown Indicators


EUNH.DEVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-11.69%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-3.64%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

-11.10%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-11.69%

-9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

Current Drawdown

Current decline from peak

-14.10%

-5.97%

-8.13%

Average Drawdown

Average peak-to-trough decline

-5.97%

-4.76%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.51%

-0.16%

Volatility

EUNH.DE vs. VUSB - Volatility Comparison

iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) has a higher volatility of 1.72% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 1.16%. This indicates that EUNH.DE's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNH.DEVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.16%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

4.19%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

6.07%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

7.46%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

7.42%

-1.90%

EUNH.DE vs. VUSB - Expense Ratio Comparison

EUNH.DE has a 0.07% expense ratio, which is lower than VUSB's 0.10% expense ratio. Despite the difference, 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. VUSB - Dividend Comparison

EUNH.DE's dividend yield for the trailing twelve months is around 2.49%, less than VUSB's 4.39% 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%
VUSB
Vanguard Ultra-Short Bond ETF
4.39%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNH.DE and VUSB have a correlation of -0.22, 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 0.10% for VUSB.

EUNH.DE is categorized as European Government Bonds, while VUSB is Ultrashort Bond. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for EUNH.DE and 0.10% for VUSB.

Portfolio Optimizer

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