EUNN.DE vs. IS02.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while IS02.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, EUNN.DE returned 9.85%/yr vs 2.88%/yr for IS02.DE. At a 0.35 correlation, their price movements are largely independent. EUNN.DE charges 0.12%/yr vs 0.45%/yr for IS02.DE.
Performance
EUNN.DE vs. IS02.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.53% return, which is significantly higher than IS02.DE's 2.97% return.
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
IS02.DE
- 1D
- 0.11%
- 1M
- 1.39%
- YTD
- 2.97%
- 6M
- 2.43%
- 1Y
- 9.76%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
EUNN.DE vs. IS02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 12.71% |
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | 0.08% |
Correlation
The correlation between EUNN.DE and IS02.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.35 |
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Return for Risk
EUNN.DE vs. IS02.DE — Risk / Return Rank
EUNN.DE
IS02.DE
EUNN.DE vs. IS02.DE - 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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.
| EUNN.DE | IS02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.11 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.51 | 8.98 | +1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNN.DE | IS02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.57 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.33 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.27 | +0.26 |
Drawdowns
EUNN.DE vs. IS02.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and IS02.DE.
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Drawdown Indicators
| EUNN.DE | IS02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -16.21% | -12.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -3.00% | -6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -12.85% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -16.21% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.92% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.04% | +1.82% |
Volatility
EUNN.DE vs. IS02.DE - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 3.16% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.19%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than IS02.DE 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 | IS02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 1.19% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 3.97% | +10.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 5.94% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 8.53% | +7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 8.34% | +7.74% |
EUNN.DE vs. IS02.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.
Dividends
EUNN.DE vs. IS02.DE - Dividend Comparison
Neither EUNN.DE nor IS02.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and IS02.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for IS02.DE.
EUNN.DE is categorized as Japan Equities, while IS02.DE is Emerging Markets Bonds. EUNN.DE tracks MSCI Japan IMI, while IS02.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.12% for EUNN.DE and 0.45% for IS02.DE.
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