PortfoliosLab logoPortfoliosLab logo
EUNR.DE vs. IEXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNR.DE vs. IEXA.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 ex-Financials UCITS ETF EUR Acc (IEXA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EUNR.DE having a 1.25% return and IEXA.DE slightly higher at 1.30%.


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%

IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNR.DE vs. IEXA.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%
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%

Correlation

The correlation between EUNR.DE and IEXA.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.90

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

0.93

The correlation between EUNR.DE and IEXA.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUNR.DE vs. IEXA.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

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.DE Martin Ratio Rank: 2323
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. IEXA.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 ex-Financials UCITS ETF EUR Acc (IEXA.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.DEIEXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.88

0.87

0.00

Martin ratioReturn relative to average drawdown

2.87

2.79

+0.08

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

The current EUNR.DE Sharpe Ratio is 0.74, which is comparable to the IEXA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EUNR.DE and IEXA.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.


Loading charts...

Drawdowns

EUNR.DE vs. IEXA.DE - Drawdown Comparison

The maximum EUNR.DE drawdown since its inception was -17.49%, which is greater than IEXA.DE's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for EUNR.DE and IEXA.DE.


Loading charts...

Drawdown Indicators


EUNR.DEIEXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.49%

-9.06%

-8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.56%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-2.56%

-0.09%

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%

-2.24%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.80%

+0.01%

Volatility

EUNR.DE vs. IEXA.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) is 0.70%, while iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) has a volatility of 0.78%. This indicates that EUNR.DE experiences smaller price fluctuations and is considered to be less risky than IEXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUNR.DEIEXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.78%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.77%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

3.26%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.58%

4.77%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.77%

-0.23%

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

Both EUNR.DE and IEXA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUNR.DE vs. IEXA.DE - Dividend Comparison

EUNR.DE's dividend yield for the trailing twelve months is around 2.80%, while IEXA.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%
IEXA.DE
iShares EUR Corporate Bond ex-Financials 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 IEXA.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNR.DE and IEXA.DE have the same expense ratio: 0.20% per year.

Both ETFs track Bloomberg Euro Corporate ex-Financials Bond.

Portfolio Optimizer

Find the right allocation for EUNR.DE and IEXA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer