EUNL.DE vs. EXXY.DE
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE).
EUNL.DE and EXXY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. EXXY.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Aug 7, 2007. Both EUNL.DE and EXXY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNL.DE or EXXY.DE.
Performance
EUNL.DE vs. EXXY.DE - Performance Comparison
Returns By Period
In the year-to-date period, EUNL.DE achieves a 24.09% return, which is significantly higher than EXXY.DE's 5.42% return. Over the past 10 years, EUNL.DE has outperformed EXXY.DE with an annualized return of 11.79%, while EXXY.DE has yielded a comparatively lower 0.58% annualized return.
EUNL.DE
24.09%
1.95%
10.98%
30.35%
12.96%
11.79%
EXXY.DE
5.42%
1.16%
-3.88%
1.96%
6.91%
0.58%
Key characteristics
| EUNL.DE | EXXY.DE | |
|---|---|---|
| Sharpe Ratio | 2.76 | 0.10 |
| Sortino Ratio | 3.70 | 0.22 |
| Omega Ratio | 1.57 | 1.03 |
| Calmar Ratio | 3.72 | 0.03 |
| Martin Ratio | 17.87 | 0.20 |
| Ulcer Index | 1.69% | 5.70% |
| Daily Std Dev | 10.89% | 11.73% |
| Max Drawdown | -33.63% | -65.58% |
| Current Drawdown | -1.40% | -38.03% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUNL.DE vs. EXXY.DE - Expense Ratio Comparison
EUNL.DE has a 0.20% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.
Correlation
The correlation between EUNL.DE and EXXY.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EUNL.DE vs. EXXY.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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.
Dividends
EUNL.DE vs. EXXY.DE - Dividend Comparison
Neither EUNL.DE nor EXXY.DE has paid dividends to shareholders.
Drawdowns
EUNL.DE vs. EXXY.DE - Drawdown Comparison
The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum EXXY.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and EXXY.DE. For additional features, visit the drawdowns tool.
Volatility
EUNL.DE vs. EXXY.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.24%, while iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a volatility of 3.47%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than EXXY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.