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

Performance

EUNR.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 lower than IUSQ.DE's 12.95% return. Over the past 10 years, EUNR.DE has underperformed IUSQ.DE with an annualized return of 0.82%, while IUSQ.DE has yielded a comparatively higher 12.83% annualized 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%

IUSQ.DE

1D
-0.36%
1M
1.02%
YTD
12.95%
6M
13.38%
1Y
27.30%
3Y*
18.41%
5Y*
11.86%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
1.25%2.63%3.48%7.31%-13.61%-1.23%2.84%6.34%-1.21%1.58%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.95%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between EUNR.DE and IUSQ.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.33

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

0.26

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.15

Over the past year, EUNR.DE and IUSQ.DE have become more correlated (0.44) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

EUNR.DE vs. IUSQ.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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8585
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8989
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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.14

1.43

-0.28

Calmar ratioReturn relative to maximum drawdown

0.88

4.19

-3.32

Martin ratioReturn relative to average drawdown

2.87

17.20

-14.33

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

The current EUNR.DE Sharpe Ratio is 0.74, which is lower than the IUSQ.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of EUNR.DE and IUSQ.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. IUSQ.DE - Drawdown Comparison

The maximum EUNR.DE drawdown since its inception was -17.49%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EUNR.DE and IUSQ.DE.


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Drawdown Indicators


EUNR.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.49%

-33.60%

+16.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-6.48%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-21.25%

+18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-21.25%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-17.49%

-33.60%

+16.11%

Current Drawdown

Current decline from peak

-2.20%

-1.09%

-1.11%

Average Drawdown

Average peak-to-trough decline

-3.26%

-4.17%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.58%

-0.77%

Volatility

EUNR.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) is 0.70%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.44%. This indicates that EUNR.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

3.44%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

8.52%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

11.71%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.58%

13.98%

-9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

15.01%

-10.47%

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

Both EUNR.DE and IUSQ.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. IUSQ.DE - Dividend Comparison

EUNR.DE's dividend yield for the trailing twelve months is around 2.80%, while IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (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 IUSQ.DE have a correlation of 0.44, 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 IUSQ.DE have the same expense ratio: 0.20% per year.

EUNR.DE is categorized as European Corporate Bonds, while IUSQ.DE is Global Equities. EUNR.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while IUSQ.DE tracks MSCI ACWI Index.

Portfolio Optimizer

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