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

Performance

EUNL.DE vs. PG - 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 The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNL.DE is traded in EUR, while PG is traded in USD. To make them comparable, the PG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNL.DE achieves a 11.17% return, which is significantly higher than PG's 7.56% return. Over the past 10 years, EUNL.DE has outperformed PG with an annualized return of 13.12%, while PG has yielded a comparatively lower 8.70% annualized return.


EUNL.DE

1D
1.11%
1M
2.65%
YTD
11.17%
6M
12.56%
1Y
25.26%
3Y*
17.19%
5Y*
12.67%
10Y*
13.12%

PG

1D
0.00%
1M
6.22%
YTD
7.56%
6M
6.27%
1Y
-4.12%
3Y*
0.74%
5Y*
5.82%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
11.17%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%
PG
The Procter & Gamble Company
7.93%-22.67%24.99%-3.83%0.84%29.54%4.74%42.86%8.43%-1.16%

Correlation

The correlation between EUNL.DE and PG is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.03

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

0.08

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

0.17

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

0.24

The correlation between EUNL.DE and PG shifts across timeframes, from -0.03 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNL.DE vs. PG — 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: 8181
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

PG
PG Risk / Return Rank: 3232
Overall Rank
PG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2828
Sortino Ratio Rank
PG Omega Ratio Rank: 2929
Omega Ratio Rank
PG Calmar Ratio Rank: 3535
Calmar Ratio Rank
PG Martin Ratio Rank: 3535
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. PG - 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 The Procter & Gamble Company (PG). 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.DEPGDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.41

0.98

+0.43

Calmar ratioReturn relative to maximum drawdown

4.04

-0.29

+4.33

Martin ratioReturn relative to average drawdown

16.31

-0.51

+16.82

EUNL.DE vs. PG - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.22, which is higher than the PG Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of EUNL.DE and PG, 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. PG - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, roughly equal to the maximum PG drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and PG.


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Drawdown Indicators


EUNL.DEPGDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-34.76%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-14.28%

+8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-29.10%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-29.10%

+7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-29.11%

-4.52%

Current Drawdown

Current decline from peak

-0.02%

-21.31%

+21.29%

Average Drawdown

Average peak-to-trough decline

-4.22%

-8.51%

+4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

8.07%

-6.53%

Volatility

EUNL.DE vs. PG - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.14%, while The Procter & Gamble Company (PG) has a volatility of 7.47%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DEPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

7.47%

-4.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

14.93%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

18.51%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

18.17%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

19.70%

-4.53%

Dividends

EUNL.DE vs. PG - Dividend Comparison

EUNL.DE has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.83%.


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%
PG
The Procter & Gamble Company
2.83%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Frequently Asked Questions


EUNL.DE and PG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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