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EUNL.DE vs. 2B76.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. 2B76.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Automation & Robotics UCITS ETF (2B76.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, EUNL.DE achieves a -1.25% return, which is significantly higher than 2B76.DE's -3.15% return.


EUNL.DE

1D
0.02%
1M
-2.58%
YTD
-1.25%
6M
1.39%
1Y
23.95%
3Y*
15.02%
5Y*
10.85%
10Y*
11.91%

2B76.DE

1D
-13.75%
1M
-4.63%
YTD
-3.15%
6M
-3.06%
1Y
27.18%
3Y*
10.06%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. 2B76.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-1.25%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%
2B76.DE
iShares Automation & Robotics UCITS ETF
-3.15%4.57%12.11%34.96%-31.03%32.27%26.14%41.97%-15.50%29.23%

Correlation

The correlation between EUNL.DE and 2B76.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


EUNL.DE vs. 2B76.DE - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is lower than 2B76.DE's 0.40% expense ratio.


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Return for Risk

EUNL.DE vs. 2B76.DE — Risk / Return Rank

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

EUNL.DE
EUNL.DE Risk / Return Rank: 5454
Overall Rank
EUNL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7979
Martin Ratio Rank

2B76.DE
2B76.DE Risk / Return Rank: 2424
Overall Rank
2B76.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
2B76.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
2B76.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B76.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
2B76.DE Martin Ratio Rank: 2121
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.

EUNL.DE vs. 2B76.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Automation & Robotics UCITS ETF (2B76.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.


EUNL.DE2B76.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.30

+0.46

Sortino ratio

Return per unit of downside risk

1.11

0.78

+0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

2.79

0.92

+1.87

Martin ratio

Return relative to average drawdown

10.65

1.95

+8.70

EUNL.DE vs. 2B76.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 0.76, which is higher than the 2B76.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of EUNL.DE and 2B76.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


EUNL.DE2B76.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.30

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.20

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.53

+0.24

Drawdowns

EUNL.DE vs. 2B76.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum 2B76.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and 2B76.DE.


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Drawdown Indicators


EUNL.DE2B76.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-35.52%

+1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-22.42%

+15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-35.52%

+13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-3.98%

-19.26%

+15.28%

Average Drawdown

Average peak-to-trough decline

-4.29%

-9.71%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

10.61%

-8.90%

Volatility

EUNL.DE vs. 2B76.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 4.25%, while iShares Automation & Robotics UCITS ETF (2B76.DE) has a volatility of 25.29%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than 2B76.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DE2B76.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

25.29%

-21.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

35.75%

-27.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

40.81%

-24.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

26.01%

-11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

23.74%

-8.52%

Dividends

EUNL.DE vs. 2B76.DE - Dividend Comparison

Neither EUNL.DE nor 2B76.DE has paid dividends to shareholders.


Tickers have no history of dividend payments