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

Performance

EUNL.DE vs. EXHB.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 eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.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 EXHB.DE's 0.18% return. Over the past 10 years, EUNL.DE has outperformed EXHB.DE with an annualized return of 12.99%, while EXHB.DE has yielded a comparatively lower -0.25% annualized return.


EUNL.DE

1D
1.66%
1M
2.05%
YTD
9.95%
6M
11.17%
1Y
23.39%
3Y*
16.77%
5Y*
12.47%
10Y*
12.99%

EXHB.DE

1D
0.11%
1M
0.37%
YTD
0.18%
6M
0.33%
1Y
0.56%
3Y*
2.22%
5Y*
0.24%
10Y*
-0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.95%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%
EXHB.DE
iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE)
0.18%1.66%2.55%2.59%-5.04%-0.96%-0.80%-0.87%-0.45%-1.07%

Correlation

The correlation between EUNL.DE and EXHB.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.07

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

0.02

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

-0.06

The correlation between EUNL.DE and EXHB.DE shifts across timeframes, from -0.06 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNL.DE vs. EXHB.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

EXHB.DE
EXHB.DE Risk / Return Rank: 1616
Overall Rank
EXHB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EXHB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXHB.DE Omega Ratio Rank: 1616
Omega Ratio Rank
EXHB.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXHB.DE Martin Ratio Rank: 1616
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. EXHB.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 eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.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.DEEXHB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.38

1.09

+0.30

Calmar ratioReturn relative to maximum drawdown

3.74

0.48

+3.27

Martin ratioReturn relative to average drawdown

15.11

1.36

+13.75

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

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the EXHB.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EUNL.DE and EXHB.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. EXHB.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, which is greater than EXHB.DE's maximum drawdown of -9.97%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and EXHB.DE.


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Drawdown Indicators


EUNL.DEEXHB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-9.97%

-23.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-1.18%

-5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-1.18%

-20.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-6.45%

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-9.97%

-23.66%

Current Drawdown

Current decline from peak

-1.13%

-2.65%

+1.52%

Average Drawdown

Average peak-to-trough decline

-4.22%

-2.11%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

0.41%

+1.13%

Volatility

EUNL.DE vs. EXHB.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a higher volatility of 3.08% compared to iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.DE) at 0.48%. This indicates that EUNL.DE's price experiences larger fluctuations and is considered to be riskier than EXHB.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.DEEXHB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

0.48%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

1.12%

+6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

1.25%

+10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

1.72%

+12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

1.44%

+13.72%

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

EUNL.DE has a 0.20% expense ratio, which is higher than EXHB.DE's 0.16% 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. EXHB.DE - Dividend Comparison

EUNL.DE has not paid dividends to shareholders, while EXHB.DE's dividend yield for the trailing twelve months is around 1.39%.


PositionTTM20252024202320222021202020192018201720162015
EUNL.DE
iShares Core MSCI World UCITS ETF USD (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%
EXHB.DE
iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE)
1.39%0.96%0.72%0.60%1.05%0.97%0.80%1.06%0.97%1.50%1.42%1.49%

Frequently Asked Questions


EUNL.DE and EXHB.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXHB.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXHB.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for EUNL.DE.

EUNL.DE is categorized as Global Equities, while EXHB.DE is European Government Bonds. EUNL.DE tracks MSCI World Index, while EXHB.DE tracks eb.rexx® Government Germany 1.5-2.5. Their fees differ too: 0.20% for EUNL.DE and 0.16% for EXHB.DE.

Portfolio Optimizer

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