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EUNL.DE vs. CBUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. CBUG.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 Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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 11.02% return, which is significantly lower than CBUG.DE's 18.13% return.


EUNL.DE

1D
-0.55%
1M
0.80%
YTD
11.02%
6M
11.36%
1Y
24.80%
3Y*
17.97%
5Y*
12.27%
10Y*
13.28%

CBUG.DE

1D
0.65%
1M
4.21%
YTD
18.13%
6M
18.13%
1Y
33.69%
3Y*
15.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. CBUG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
11.02%7.91%25.93%20.12%-13.59%2.36%
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
18.13%6.50%13.10%11.25%-14.07%2.02%

Correlation

The correlation between EUNL.DE and CBUG.DE is 0.79, 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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.85

The correlation between EUNL.DE and CBUG.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

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Return for Risk

EUNL.DE vs. CBUG.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: 8282
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8787
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 8686
Overall Rank
CBUG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 9090
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. CBUG.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 Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.97

4.63

-0.66

Martin ratioReturn relative to average drawdown

16.03

17.68

-1.65

EUNL.DE vs. CBUG.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.19, which is comparable to the CBUG.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EUNL.DE and CBUG.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. CBUG.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, which is greater than CBUG.DE's maximum drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and CBUG.DE.


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Drawdown Indicators


EUNL.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-24.57%

-9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-7.24%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-24.57%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.77%

0.00%

-0.77%

Average Drawdown

Average peak-to-trough decline

-4.21%

-7.41%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.90%

-0.36%

Volatility

EUNL.DE vs. CBUG.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.01%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.37%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.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.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

3.37%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

10.00%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

13.98%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

16.66%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

16.66%

-1.52%

EUNL.DE vs. CBUG.DE - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is higher than CBUG.DE's 0.10% 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. CBUG.DE - Dividend Comparison

Neither EUNL.DE nor CBUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNL.DE and CBUG.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for EUNL.DE.

EUNL.DE tracks MSCI World Index, while CBUG.DE tracks MSCI ACWI SMID NR USD. Their fees differ too: 0.20% for EUNL.DE and 0.10% for CBUG.DE.

Portfolio Optimizer

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