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EUNR.DE vs. IE3E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNR.DE vs. IE3E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.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, EUNR.DE achieves a 1.25% return, which is significantly higher than IE3E.DE's 0.91% return.


EUNR.DE

1D
0.05%
1M
0.75%
YTD
1.25%
6M
1.43%
1Y
2.33%
3Y*
4.19%
5Y*
-0.11%
10Y*
0.82%

IE3E.DE

1D
0.18%
1M
0.54%
YTD
0.91%
6M
0.91%
1Y
2.02%
3Y*
3.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNR.DE vs. IE3E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
1.25%2.63%3.48%7.31%-5.44%
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
0.91%2.99%4.29%4.27%-1.80%

Correlation

The correlation between EUNR.DE and IE3E.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.49

The correlation between EUNR.DE and IE3E.DE shifts across timeframes, from 0.39 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNR.DE vs. IE3E.DE — Risk / Return Rank

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

EUNR.DE
EUNR.DE Risk / Return Rank: 2222
Overall Rank
EUNR.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EUNR.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUNR.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EUNR.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EUNR.DE Martin Ratio Rank: 2323
Martin Ratio Rank

IE3E.DE
IE3E.DE Risk / Return Rank: 3737
Overall Rank
IE3E.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IE3E.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IE3E.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IE3E.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IE3E.DE Martin Ratio Rank: 4747
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.

EUNR.DE vs. IE3E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.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.


EUNR.DEIE3E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.09

Calmar ratioReturn relative to maximum drawdown

0.88

1.86

-0.98

Martin ratioReturn relative to average drawdown

2.87

7.04

-4.17

EUNR.DE vs. IE3E.DE - Sharpe Ratio Comparison

The current EUNR.DE Sharpe Ratio is 0.74, which is comparable to the IE3E.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EUNR.DE and IE3E.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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Drawdowns

EUNR.DE vs. IE3E.DE - Drawdown Comparison

The maximum EUNR.DE drawdown since its inception was -17.49%, which is greater than IE3E.DE's maximum drawdown of -3.18%. Use the drawdown chart below to compare losses from any high point for EUNR.DE and IE3E.DE.


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Drawdown Indicators


EUNR.DEIE3E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.49%

-3.18%

-14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-1.08%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-1.08%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-17.49%

Current Drawdown

Current decline from peak

-2.20%

0.00%

-2.20%

Average Drawdown

Average peak-to-trough decline

-3.26%

-0.58%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.29%

+0.52%

Volatility

EUNR.DE vs. IE3E.DE - Volatility Comparison

iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) has a higher volatility of 0.70% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) at 0.58%. This indicates that EUNR.DE's price experiences larger fluctuations and is considered to be riskier than IE3E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNR.DEIE3E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.58%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

1.68%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.03%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.58%

2.05%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

2.05%

+2.49%

EUNR.DE vs. IE3E.DE - Expense Ratio Comparison

EUNR.DE has a 0.20% expense ratio, which is higher than IE3E.DE's 0.12% 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

EUNR.DE vs. IE3E.DE - Dividend Comparison

EUNR.DE's dividend yield for the trailing twelve months is around 2.80%, while IE3E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
2.80%2.65%2.25%1.50%0.90%0.81%0.88%1.25%1.35%1.42%1.84%1.03%
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNR.DE and IE3E.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IE3E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IE3E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EUNR.DE.

EUNR.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while IE3E.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Their fees differ too: 0.20% for EUNR.DE and 0.12% for IE3E.DE.

Portfolio Optimizer

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