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EUNT.DE vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNT.DE vs. EGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) and iShares Physical Gold ETC (EGLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNT.DE achieves a 0.31% return, which is significantly lower than EGLN.L's 4.83% return.


EUNT.DE

1D
0.11%
1M
0.20%
YTD
0.31%
6M
0.48%
1Y
1.91%
3Y*
4.26%
5Y*
1.03%
10Y*
0.99%

EGLN.L

1D
0.55%
1M
-3.66%
YTD
4.83%
6M
6.17%
1Y
31.10%
3Y*
28.02%
5Y*
19.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNT.DE vs. EGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
0.31%3.43%4.33%5.81%-7.80%-0.22%0.98%2.64%-0.65%0.82%
EGLN.L
iShares Physical Gold ETC
4.83%46.01%34.32%9.37%6.00%3.85%13.68%20.62%3.36%-1.73%

Correlation

The correlation between EUNT.DE and EGLN.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.20

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Return for Risk

EUNT.DE vs. EGLN.L — Risk / Return Rank

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

EUNT.DE
EUNT.DE Risk / Return Rank: 2222
Overall Rank
EUNT.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EUNT.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUNT.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EUNT.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EUNT.DE Martin Ratio Rank: 2424
Martin Ratio Rank

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4141
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3232
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.

EUNT.DE vs. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) and iShares Physical Gold ETC (EGLN.L). 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.


EUNT.DEEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

0.86

1.80

-0.94

Martin ratioReturn relative to average drawdown

3.10

4.58

-1.47

EUNT.DE vs. EGLN.L - Sharpe Ratio Comparison

The current EUNT.DE Sharpe Ratio is 0.76, which is lower than the EGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EUNT.DE and EGLN.L, 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


EUNT.DEEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.30

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.22

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.95

-0.52

Drawdowns

EUNT.DE vs. EGLN.L - Drawdown Comparison

The maximum EUNT.DE drawdown since its inception was -10.16%, smaller than the maximum EGLN.L drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for EUNT.DE and EGLN.L.


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Drawdown Indicators


EUNT.DEEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.16%

-18.35%

+8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-16.70%

+14.74%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-16.70%

+14.74%

Max Drawdown (5Y)

Largest decline over 5 years

-10.16%

-16.70%

+6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-10.16%

Current Drawdown

Current decline from peak

-0.47%

-15.21%

+14.74%

Average Drawdown

Average peak-to-trough decline

-1.53%

-6.34%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

6.57%

-6.02%

Volatility

EUNT.DE vs. EGLN.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) is 0.76%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that EUNT.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNT.DEEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

5.42%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

20.15%

-18.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

23.14%

-20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.86%

16.17%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

14.38%

-11.14%

EUNT.DE vs. EGLN.L - Expense Ratio Comparison

EUNT.DE has a 0.20% expense ratio, which is lower than EGLN.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNT.DE vs. EGLN.L - Dividend Comparison

EUNT.DE's dividend yield for the trailing twelve months is around 3.04%, while EGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.04%2.91%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%

Frequently Asked Questions


EUNT.DE and EGLN.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNT.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNT.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EGLN.L.

EUNT.DE is categorized as European Corporate Bonds, while EGLN.L is Gold. EUNT.DE tracks Bloomberg Euro Corporate 1-5 Year Bond, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.20% for EUNT.DE and 0.25% for EGLN.L.

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