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EUNL.DE vs. PHSP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. PHSP.L - 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 WisdomTree Physical Silver (PHSP.L). 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 PHSP.L is traded in GBp. To make them comparable, the PHSP.L 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 9.95% return, which is significantly higher than PHSP.L's -9.00% return. Both investments have delivered pretty close results over the past 10 years, with EUNL.DE having a 12.99% annualized return and PHSP.L not far ahead at 13.07%.


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%

PHSP.L

1D
0.00%
1M
-26.47%
YTD
-9.00%
6M
5.61%
1Y
76.30%
3Y*
35.38%
5Y*
18.58%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. PHSP.L - 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%
PHSP.L
WisdomTree Physical Silver
-4.50%117.70%28.78%-4.53%9.55%-6.39%33.20%19.73%-4.74%-9.39%

Correlation

The correlation between EUNL.DE and PHSP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.19

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

0.15

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

0.11

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

0.13

The correlation between EUNL.DE and PHSP.L shifts across timeframes, from 0.11 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUNL.DE vs. PHSP.L — 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

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L 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. PHSP.L - 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 WisdomTree Physical Silver (PHSP.L). 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.DEPHSP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratioReturn relative to maximum drawdown

3.74

1.81

+1.93

Martin ratioReturn relative to average drawdown

15.11

4.02

+11.08

EUNL.DE vs. PHSP.L - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the PHSP.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EUNL.DE and PHSP.L, 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. PHSP.L - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum PHSP.L drawdown of -71.39%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and PHSP.L.


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Drawdown Indicators


EUNL.DEPHSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-71.39%

+37.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-41.90%

+35.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-41.90%

+20.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-41.90%

+20.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-42.19%

+8.56%

Current Drawdown

Current decline from peak

-1.13%

-41.90%

+40.77%

Average Drawdown

Average peak-to-trough decline

-4.22%

-42.75%

+38.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

18.91%

-17.37%

Volatility

EUNL.DE vs. PHSP.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.08%, while WisdomTree Physical Silver (PHSP.L) has a volatility of 13.12%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than PHSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DEPHSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

13.12%

-10.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

51.67%

-43.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

54.58%

-43.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

36.56%

-22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

30.94%

-15.78%

EUNL.DE vs. PHSP.L - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is lower than PHSP.L's 0.49% expense ratio.


Dividends

EUNL.DE vs. PHSP.L - Dividend Comparison

Neither EUNL.DE nor PHSP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNL.DE and PHSP.L have a correlation of 0.25, 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 0.49% for PHSP.L.

EUNL.DE is categorized as Global Equities, while PHSP.L is Silver. EUNL.DE tracks MSCI World Index, while PHSP.L tracks LBMA Silver Price. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for EUNL.DE and 0.49% for PHSP.L.

Portfolio Optimizer

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