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EUNL.DE vs. U13G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. U13G.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 Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.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 U13G.L is traded in GBp. To make them comparable, the U13G.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 U13G.L's 1.97% return. Over the past 10 years, EUNL.DE has outperformed U13G.L with an annualized return of 12.99%, while U13G.L has yielded a comparatively lower 1.49% 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%

U13G.L

1D
-0.07%
1M
0.77%
YTD
1.97%
6M
2.24%
1Y
3.47%
3Y*
1.67%
5Y*
2.74%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. U13G.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%
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
1.97%-7.13%10.96%0.49%2.09%7.13%-5.81%6.61%5.96%-12.25%

Correlation

The correlation between EUNL.DE and U13G.L is 0.02, 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

0.02

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

0.09

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

-0.03

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2010

0.14

The correlation between EUNL.DE and U13G.L shifts across timeframes, from -0.03 (5 years) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNL.DE vs. U13G.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

U13G.L
U13G.L Risk / Return Rank: 2222
Overall Rank
U13G.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
U13G.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
U13G.L Omega Ratio Rank: 2020
Omega Ratio Rank
U13G.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
U13G.L Martin Ratio Rank: 2222
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. U13G.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 Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.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.DEU13G.LDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.38

1.07

+0.31

Calmar ratioReturn relative to maximum drawdown

3.74

0.67

+3.07

Martin ratioReturn relative to average drawdown

15.11

1.56

+13.54

EUNL.DE vs. U13G.L - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the U13G.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of EUNL.DE and U13G.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. U13G.L - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum U13G.L drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and U13G.L.


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Drawdown Indicators


EUNL.DEU13G.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-44.16%

+10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-3.48%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-10.94%

-10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-12.80%

-8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-16.86%

-16.77%

Current Drawdown

Current decline from peak

-1.13%

-28.37%

+27.24%

Average Drawdown

Average peak-to-trough decline

-4.22%

-23.78%

+19.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.50%

+0.04%

Volatility

EUNL.DE vs. U13G.L - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a higher volatility of 3.08% compared to Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L) at 1.28%. This indicates that EUNL.DE's price experiences larger fluctuations and is considered to be riskier than U13G.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.DEU13G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

1.28%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

4.14%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

5.81%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

7.67%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

8.44%

+6.72%

EUNL.DE vs. U13G.L - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is higher than U13G.L's 0.06% 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. U13G.L - Dividend Comparison

EUNL.DE has not paid dividends to shareholders, while U13G.L's dividend yield for the trailing twelve months is around 3.03%.


PositionTTM2025202420232022202120202019201820172016
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%
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
3.03%3.06%2.39%1.79%1.46%1.19%1.69%2.19%1.96%1.82%1.61%

Frequently Asked Questions


EUNL.DE and U13G.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U13G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U13G.L is cheaper with a 0.06% expense ratio, compared with 0.20% for EUNL.DE.

EUNL.DE is categorized as Global Equities, while U13G.L is Government Bonds. EUNL.DE tracks MSCI World Index, while U13G.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EUNL.DE and 0.06% for U13G.L.

Portfolio Optimizer

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