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EUNL.DE vs. 36BE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. 36BE.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 USD Corporate Bond ESG UCITS ETF Dist (36BE.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 9.95% return, which is significantly higher than 36BE.DE's 1.93% return.


EUNL.DE

1D
1.66%
1M
1.52%
YTD
9.95%
6M
11.17%
1Y
23.88%
3Y*
16.77%
5Y*
12.47%
10Y*
12.99%

36BE.DE

1D
-0.27%
1M
1.10%
YTD
1.93%
6M
2.48%
1Y
4.96%
3Y*
2.76%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. 36BE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.95%7.91%25.93%20.12%-13.59%32.72%12.62%
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
1.93%-4.42%8.07%4.41%-9.68%6.56%-4.02%

Correlation

The correlation between EUNL.DE and 36BE.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.33

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2020

0.19

The correlation between EUNL.DE and 36BE.DE shifts across timeframes, from 0.19 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNL.DE vs. 36BE.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: 7878
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8585
Martin Ratio Rank

36BE.DE
36BE.DE Risk / Return Rank: 2929
Overall Rank
36BE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
36BE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
36BE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
36BE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
36BE.DE Martin Ratio Rank: 3131
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. 36BE.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 USD Corporate Bond ESG UCITS ETF Dist (36BE.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.

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.


EUNL.DE36BE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.38

1.17

+0.21

Calmar ratioReturn relative to maximum drawdown

3.74

1.54

+2.20

Martin ratioReturn relative to average drawdown

15.11

3.99

+11.11

EUNL.DE vs. 36BE.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the 36BE.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EUNL.DE and 36BE.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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Drawdowns

EUNL.DE vs. 36BE.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, which is greater than 36BE.DE's maximum drawdown of -12.94%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and 36BE.DE.


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Drawdown Indicators


EUNL.DE36BE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-12.94%

-20.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-3.21%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-11.33%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-12.94%

-8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-1.13%

-5.16%

+4.03%

Average Drawdown

Average peak-to-trough decline

-4.22%

-5.91%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.24%

+0.30%

Volatility

EUNL.DE vs. 36BE.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a higher volatility of 3.08% compared to iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) at 1.23%. This indicates that EUNL.DE's price experiences larger fluctuations and is considered to be riskier than 36BE.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.DE36BE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

1.23%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

4.04%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

5.84%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

8.21%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

8.91%

+6.25%

EUNL.DE vs. 36BE.DE - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is higher than 36BE.DE's 0.15% 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

EUNL.DE vs. 36BE.DE - Dividend Comparison

EUNL.DE has not paid dividends to shareholders, while 36BE.DE's dividend yield for the trailing twelve months is around 4.90%.


PositionTTM202520242023202220212020
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
4.90%4.92%4.68%4.25%2.85%1.70%1.43%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNL.DE and 36BE.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36BE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EUNL.DE.

EUNL.DE is categorized as Global Equities, while 36BE.DE is Corporate Bonds. EUNL.DE tracks MSCI World Index, while 36BE.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. Their fees differ too: 0.20% for EUNL.DE and 0.15% for 36BE.DE.

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