EUNN.DE vs. SXRL.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.35%/yr vs 1.00%/yr for SXRL.DE. At a 0.15 correlation, their price movements are largely independent. EUNN.DE charges 0.12%/yr vs 0.07%/yr for SXRL.DE.
Performance
EUNN.DE vs. SXRL.DE - Performance Comparison
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Different Trading Currencies
EUNN.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE 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 16.13% return, which is significantly higher than SXRL.DE's 1.23% return. Over the past 10 years, EUNN.DE has outperformed SXRL.DE with an annualized return of 9.35%, while SXRL.DE has yielded a comparatively lower 1.00% annualized return.
EUNN.DE
- 1D
- 2.38%
- 1M
- 0.76%
- YTD
- 16.13%
- 6M
- 16.84%
- 1Y
- 31.11%
- 3Y*
- 14.25%
- 5Y*
- 9.71%
- 10Y*
- 9.35%
SXRL.DE
- 1D
- 0.34%
- 1M
- 1.44%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 3.36%
- 3Y*
- 1.48%
- 5Y*
- 1.27%
- 10Y*
- 1.00%
EUNN.DE vs. SXRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.13% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 1.23% | -4.83% | 8.08% | 1.19% | -4.08% | 6.08% | -2.60% | 8.44% | 5.99% | -11.17% |
Correlation
The correlation between EUNN.DE and SXRL.DE is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2009 | 0.15 |
The correlation between EUNN.DE and SXRL.DE shifts across timeframes, from -0.00 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNN.DE vs. SXRL.DE — Risk / Return Rank
EUNN.DE
SXRL.DE
EUNN.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.
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 | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 0.75 | +2.48 |
| Martin ratioReturn relative to average drawdown | 10.80 | 2.06 | +8.74 |
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Drawdowns
EUNN.DE vs. SXRL.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and SXRL.DE.
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Drawdown Indicators
| EUNN.DE | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -17.10% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -4.47% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -10.18% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -12.16% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -17.10% | -11.46% |
Current DrawdownCurrent decline from peak | -0.62% | -6.09% | +5.47% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -6.69% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.63% | +1.24% |
Volatility
EUNN.DE vs. SXRL.DE - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 4.18% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) at 0.97%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 0.97% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 4.29% | +10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 5.79% | +12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 7.84% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 7.59% | +8.50% |
EUNN.DE vs. SXRL.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is higher than SXRL.DE's 0.07% 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
EUNN.DE vs. SXRL.DE - Dividend Comparison
Neither EUNN.DE nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and SXRL.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for EUNN.DE.
EUNN.DE is categorized as Japan Equities, while SXRL.DE is Government Bonds. EUNN.DE tracks MSCI Japan IMI, while SXRL.DE tracks ICE US Treasury 3-7 Year. Their fees differ too: 0.12% for EUNN.DE and 0.07% for SXRL.DE.
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