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EUNN.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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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 IUS7.DE's 2.97% return. Over the past 10 years, EUNN.DE has outperformed IUS7.DE with an annualized return of 9.05%, while IUS7.DE has yielded a comparatively lower 3.08% annualized 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%

IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
16.53%13.46%12.90%15.16%-11.47%9.25%4.10%22.24%-10.32%10.42%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%

Correlation

The correlation between EUNN.DE and IUS7.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

0.37

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

0.37

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2009

0.40

The correlation between EUNN.DE and IUS7.DE shifts across timeframes, from 0.28 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUNN.DE vs. IUS7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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.

EUNN.DE vs. IUS7.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 (Dist) (IUS7.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.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.14

3.00

+0.13

Martin ratioReturn relative to average drawdown

10.51

9.17

+1.34

EUNN.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.67, which is comparable to the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EUNN.DE and IUS7.DE, 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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Sharpe Ratios by Period


EUNN.DEIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.55

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.33

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.28

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.61

-0.08

Drawdowns

EUNN.DE vs. IUS7.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.55%, which is greater than IUS7.DE's maximum drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and IUS7.DE.


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Drawdown Indicators


EUNN.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-27.13%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-3.09%

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-12.95%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-15.90%

-3.51%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

-27.13%

-1.42%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-6.85%

-6.48%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.01%

+1.85%

Volatility

EUNN.DE vs. IUS7.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 (Dist) (IUS7.DE) at 1.24%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than IUS7.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.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

1.24%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

4.03%

+10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

5.97%

+12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

8.56%

+7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

11.02%

+5.06%

EUNN.DE vs. IUS7.DE - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

EUNN.DE vs. IUS7.DE - Dividend Comparison

EUNN.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.80%.


PositionTTM20252024202320222021202020192018201720162015
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%

Frequently Asked Questions


EUNN.DE and IUS7.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 IUS7.DE.

EUNN.DE is categorized as Japan Equities, while IUS7.DE is Emerging Markets Bonds. EUNN.DE tracks MSCI Japan IMI, while IUS7.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.12% for EUNN.DE and 0.45% for IUS7.DE.

Portfolio Optimizer

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