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EUNL.DE vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. IS3K.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 Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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 IS3K.DE's 3.44% return. Over the past 10 years, EUNL.DE has outperformed IS3K.DE with an annualized return of 12.99%, while IS3K.DE has yielded a comparatively lower 4.66% annualized 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%

IS3K.DE

1D
-0.21%
1M
1.25%
YTD
3.44%
6M
3.70%
1Y
7.01%
3Y*
5.09%
5Y*
5.52%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. IS3K.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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
3.44%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-8.47%

Correlation

The correlation between EUNL.DE and IS3K.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.41

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

0.39

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.54

Over the past year, the correlation between EUNL.DE and IS3K.DE has dropped to 0.30 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

EUNL.DE vs. IS3K.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

IS3K.DE
IS3K.DE Risk / Return Rank: 4343
Overall Rank
IS3K.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 4747
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. IS3K.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 Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.DEIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.38

1.22

+0.16

Calmar ratioReturn relative to maximum drawdown

3.74

2.23

+1.51

Martin ratioReturn relative to average drawdown

15.11

6.95

+8.16

EUNL.DE vs. IS3K.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the IS3K.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of EUNL.DE and IS3K.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. IS3K.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, which is greater than IS3K.DE's maximum drawdown of -27.02%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and IS3K.DE.


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Drawdown Indicators


EUNL.DEIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-27.02%

-6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-3.09%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-11.25%

-10.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-11.25%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-17.93%

-15.70%

Current Drawdown

Current decline from peak

-1.13%

-2.90%

+1.77%

Average Drawdown

Average peak-to-trough decline

-4.22%

-6.55%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.00%

+0.54%

Volatility

EUNL.DE vs. IS3K.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a higher volatility of 3.08% compared to iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) at 0.90%. This indicates that EUNL.DE's price experiences larger fluctuations and is considered to be riskier than IS3K.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.DEIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

0.90%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

3.77%

+4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

5.70%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

7.12%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

7.83%

+7.33%

EUNL.DE vs. IS3K.DE - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is lower than IS3K.DE's 0.45% expense ratio.


Dividends

EUNL.DE vs. IS3K.DE - Dividend Comparison

EUNL.DE has not paid dividends to shareholders, while IS3K.DE's dividend yield for the trailing twelve months is around 4.96%.


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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.96%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%

Frequently Asked Questions


EUNL.DE and IS3K.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for IS3K.DE.

EUNL.DE is categorized as Global Equities, while IS3K.DE is High Yield Bonds. EUNL.DE tracks MSCI World Index, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. Their fees differ too: 0.20% for EUNL.DE and 0.45% for IS3K.DE.

Portfolio Optimizer

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