EUNU.DE vs. AGG
EUNU.DE (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - EUNU.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, EUNU.DE returned -0.25%/yr vs 1.13%/yr for AGG. A 0.71 correlation means they provide meaningful diversification when combined. EUNU.DE charges 0.10%/yr vs 0.03%/yr for AGG.
Performance
EUNU.DE vs. AGG - Performance Comparison
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Different Trading Currencies
EUNU.DE is traded in EUR, while AGG is traded in USD. To make them comparable, the AGG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUNU.DE achieves a -0.39% return, which is significantly lower than AGG's 1.88% return.
EUNU.DE
- 1D
- 0.02%
- 1M
- 0.44%
- YTD
- -0.39%
- 6M
- -0.91%
- 1Y
- -0.79%
- 3Y*
- 1.03%
- 5Y*
- -0.25%
- 10Y*
- —
AGG
- 1D
- 0.30%
- 1M
- 1.26%
- YTD
- 1.88%
- 6M
- 1.15%
- 1Y
- 3.74%
- 3Y*
- 1.25%
- 5Y*
- 1.13%
- 10Y*
- 1.40%
EUNU.DE vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNU.DE iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -0.39% | -4.02% | 5.70% | 4.05% | -10.69% | 4.64% | 0.21% | 10.21% | 4.60% | -1.59% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.88% | -5.53% | 8.00% | 2.49% | -7.63% | 5.58% | -1.38% | 10.91% | 4.79% | -1.95% |
Correlation
The correlation between EUNU.DE and AGG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.71 |
The correlation between EUNU.DE and AGG has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.
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Return for Risk
EUNU.DE vs. AGG — Risk / Return Rank
EUNU.DE
AGG
EUNU.DE vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| EUNU.DE | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.91 | -1.21 |
| Martin ratioReturn relative to average drawdown | -0.67 | 2.67 | -3.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNU.DE | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | 0.65 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.14 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.39 | -0.16 |
Drawdowns
EUNU.DE vs. AGG - Drawdown Comparison
The maximum EUNU.DE drawdown since its inception was -12.88%, smaller than the maximum AGG drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for EUNU.DE and AGG.
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Drawdown Indicators
| EUNU.DE | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.88% | -16.82% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.82% | -4.13% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -8.28% | -11.23% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -12.88% | -12.30% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.90% | — |
Current DrawdownCurrent decline from peak | -7.39% | -6.31% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -6.63% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.40% | +0.31% |
Volatility
EUNU.DE vs. AGG - Volatility Comparison
iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 0.95% and 0.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNU.DE | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 0.92% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 4.29% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 5.81% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.06% | 8.11% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.76% | 8.02% | -2.26% |
EUNU.DE vs. AGG - Expense Ratio Comparison
EUNU.DE has a 0.10% expense ratio, which is higher than AGG's 0.03% 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
EUNU.DE vs. AGG - Dividend Comparison
EUNU.DE's dividend yield for the trailing twelve months is around 1.53%, less than AGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
EUNU.DE iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | 1.53% | 3.21% | 4.10% | 4.25% | 1.55% | 2.78% | 2.49% | 2.47% | 2.10% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNU.DE and AGG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for EUNU.DE.
EUNU.DE is categorized as Global Bonds, while AGG is Total Bond Market. EUNU.DE tracks Bloomberg Global Aggregate Bond, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.10% for EUNU.DE and 0.03% for AGG.
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