EUNN.DE vs. CHFUSD=X
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) is Japan Equities fund tracking the MSCI Japan IMI, while CHFUSD=X (USD/CHF) is a currency. Over the past 10 years, EUNN.DE returned 8.56%/yr vs 1.60%/yr for CHFUSD=X. At a 0.00 correlation, their price movements are largely independent.
Performance
EUNN.DE vs. CHFUSD=X - Performance Comparison
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Different Trading Currencies
EUNN.DE is traded in EUR, while CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.29% return, which is significantly higher than CHFUSD=X's 0.68% return. Over the past 10 years, EUNN.DE has outperformed CHFUSD=X with an annualized return of 8.56%, while CHFUSD=X has yielded a comparatively lower 1.60% annualized return.
EUNN.DE
- 1D
- 1.06%
- 1M
- -4.08%
- 6M
- 9.80%
- YTD
- 16.29%
- 1Y
- 34.35%
- 3Y*
- 16.14%
- 5Y*
- 9.67%
- 10Y*
- 8.56%
- ALL TIME*
- 8.98%
CHFUSD=X
- 1D
- -0.12%
- 1M
- 0.12%
- 6M
- 0.42%
- YTD
- 0.68%
- 1Y
- 0.72%
- 3Y*
- 1.37%
- 5Y*
- 3.20%
- 10Y*
- 1.60%
- ALL TIME*
- 3.16%
EUNN.DE vs. CHFUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.29% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
CHFUSD=X USD/CHF | 0.68% | 0.97% | -1.18% | 6.54% | 4.77% | 4.29% | 0.41% | 3.81% | 3.79% | -8.29% |
Correlation
The correlation between EUNN.DE and CHFUSD=X is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2009 | 0.00 |
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Return for Risk
EUNN.DE vs. CHFUSD=X — Risk / Return Rank
EUNN.DE
CHFUSD=X
EUNN.DE vs. CHFUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and USD/CHF (CHFUSD=X). 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.
| EUNN.DE | CHFUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.03 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.20 | +3.37 |
| Martin ratioReturn relative to average drawdown | 11.68 | 0.42 | +11.27 |
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Drawdowns
EUNN.DE vs. CHFUSD=X - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, which is greater than CHFUSD=X's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and CHFUSD=X.
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Drawdown Indicators
| EUNN.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -18.49% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -2.95% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -6.63% | -9.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -6.63% | -12.78% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -11.28% | -17.28% |
Current DrawdownCurrent decline from peak | -5.27% | -2.67% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -7.84% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.48% | +1.45% |
Volatility
EUNN.DE vs. CHFUSD=X - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 6.42% compared to USD/CHF (CHFUSD=X) at 0.88%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNN.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 0.88% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.67% | 2.64% | +13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 3.45% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 5.40% | +10.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 4.94% | +11.20% |
Frequently Asked Questions
EUNN.DE and CHFUSD=X have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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