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EUNJ.DE vs. CEBL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNJ.DE vs. CEBL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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, EUNJ.DE achieves a 8.50% return, which is significantly lower than CEBL.DE's 31.90% return. Over the past 10 years, EUNJ.DE has underperformed CEBL.DE with an annualized return of 7.05%, while CEBL.DE has yielded a comparatively higher 11.02% annualized return.


EUNJ.DE

1D
-0.88%
1M
0.07%
YTD
8.50%
6M
9.89%
1Y
13.18%
3Y*
9.84%
5Y*
5.36%
10Y*
7.05%

CEBL.DE

1D
-1.89%
1M
7.90%
YTD
31.90%
6M
34.52%
1Y
55.49%
3Y*
22.99%
5Y*
8.97%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNJ.DE vs. CEBL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
8.50%6.56%11.50%1.85%-1.18%12.54%-3.43%21.23%-6.37%10.31%
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
31.90%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%

Correlation

The correlation between EUNJ.DE and CEBL.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.68

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

0.69

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

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.74

The correlation between EUNJ.DE and CEBL.DE shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNJ.DE vs. CEBL.DE — Risk / Return Rank

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

EUNJ.DE
EUNJ.DE Risk / Return Rank: 3636
Overall Rank
EUNJ.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EUNJ.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EUNJ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EUNJ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EUNJ.DE Martin Ratio Rank: 4040
Martin Ratio Rank

CEBL.DE
CEBL.DE Risk / Return Rank: 8585
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8585
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.

EUNJ.DE vs. CEBL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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.


EUNJ.DECEBL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.20

1.50

-0.29

Calmar ratioReturn relative to maximum drawdown

2.14

4.83

-2.69

Martin ratioReturn relative to average drawdown

6.18

17.67

-11.49

EUNJ.DE vs. CEBL.DE - Sharpe Ratio Comparison

The current EUNJ.DE Sharpe Ratio is 1.14, which is lower than the CEBL.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EUNJ.DE and CEBL.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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Sharpe Ratios by Period


EUNJ.DECEBL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.81

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.58

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.43

-0.08

Drawdowns

EUNJ.DE vs. CEBL.DE - Drawdown Comparison

The maximum EUNJ.DE drawdown since its inception was -36.95%, which is greater than CEBL.DE's maximum drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for EUNJ.DE and CEBL.DE.


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Drawdown Indicators


EUNJ.DECEBL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-35.09%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-11.43%

+5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.39%

-20.53%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-29.00%

+8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-33.12%

-3.83%

Current Drawdown

Current decline from peak

-2.02%

-2.85%

+0.83%

Average Drawdown

Average peak-to-trough decline

-6.94%

-11.09%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.13%

-1.00%

Volatility

EUNJ.DE vs. CEBL.DE - Volatility Comparison

The current volatility for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) is 3.04%, while iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a volatility of 8.24%. This indicates that EUNJ.DE experiences smaller price fluctuations and is considered to be less risky than CEBL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNJ.DECEBL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

8.24%

-5.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

16.36%

-7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

19.68%

-8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

18.48%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

18.94%

-2.40%

EUNJ.DE vs. CEBL.DE - Expense Ratio Comparison

EUNJ.DE has a 0.60% expense ratio, which is higher than CEBL.DE's 0.20% expense ratio.


Dividends

EUNJ.DE vs. CEBL.DE - Dividend Comparison

EUNJ.DE's dividend yield for the trailing twelve months is around 2.46%, while CEBL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEBL.DE
iShares MSCI EM Asia UCITS ETF (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%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.46%2.95%3.35%3.56%3.92%2.79%2.64%3.52%3.78%3.41%3.31%3.34%

Frequently Asked Questions


EUNJ.DE and CEBL.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEBL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEBL.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for EUNJ.DE.

EUNJ.DE tracks MSCI Pacific ex Japan, while CEBL.DE tracks MSCI Emerging Markets Asia. Their fees differ too: 0.60% for EUNJ.DE and 0.20% for CEBL.DE.

Portfolio Optimizer

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