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EUNU.DE vs. AHYF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNU.DE vs. AHYF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.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, EUNU.DE achieves a -0.39% return, which is significantly lower than AHYF.DE's 0.87% 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*

AHYF.DE

1D
-0.02%
1M
0.41%
YTD
0.87%
6M
0.44%
1Y
0.14%
3Y*
1.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNU.DE vs. AHYF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
-0.39%-4.02%5.70%4.05%-6.29%
AHYF.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF USD
0.87%-3.21%5.06%0.94%-4.47%

Correlation

The correlation between EUNU.DE and AHYF.DE is 0.83, 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

0.83

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2022

0.79

The correlation between EUNU.DE and AHYF.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

EUNU.DE vs. AHYF.DE — Risk / Return Rank

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

EUNU.DE
EUNU.DE Risk / Return Rank: 66
Overall Rank
EUNU.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EUNU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EUNU.DE Omega Ratio Rank: 66
Omega Ratio Rank
EUNU.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EUNU.DE Martin Ratio Rank: 66
Martin Ratio Rank

AHYF.DE
AHYF.DE Risk / Return Rank: 88
Overall Rank
AHYF.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AHYF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
AHYF.DE Omega Ratio Rank: 88
Omega Ratio Rank
AHYF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
AHYF.DE Martin Ratio Rank: 88
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.

EUNU.DE vs. AHYF.DE - 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 Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.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.


EUNU.DEAHYF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

0.96

1.00

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.30

-0.06

-0.24

Martin ratioReturn relative to average drawdown

-0.67

-0.12

-0.55

EUNU.DE vs. AHYF.DE - Sharpe Ratio Comparison

The current EUNU.DE Sharpe Ratio is -0.29, which is lower than the AHYF.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of EUNU.DE and AHYF.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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Sharpe Ratios by Period


EUNU.DEAHYF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

-0.03

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.06

+0.29

Drawdowns

EUNU.DE vs. AHYF.DE - Drawdown Comparison

The maximum EUNU.DE drawdown since its inception was -12.88%, which is greater than AHYF.DE's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for EUNU.DE and AHYF.DE.


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Drawdown Indicators


EUNU.DEAHYF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-8.40%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-1.78%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-5.93%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

Current Drawdown

Current decline from peak

-7.39%

-4.19%

-3.20%

Average Drawdown

Average peak-to-trough decline

-4.71%

-4.26%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.91%

+0.80%

Volatility

EUNU.DE vs. AHYF.DE - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) has a higher volatility of 0.95% compared to Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.DE) at 0.46%. This indicates that EUNU.DE's price experiences larger fluctuations and is considered to be riskier than AHYF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNU.DEAHYF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.46%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.10%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.21%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

4.46%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

4.46%

+1.30%

EUNU.DE vs. AHYF.DE - Expense Ratio Comparison

EUNU.DE has a 0.10% expense ratio, which is lower than AHYF.DE's 0.14% 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

EUNU.DE vs. AHYF.DE - Dividend Comparison

EUNU.DE's dividend yield for the trailing twelve months is around 1.53%, while AHYF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AHYF.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


EUNU.DE and AHYF.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNU.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNU.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for AHYF.DE.

EUNU.DE tracks Bloomberg Global Aggregate Bond, while AHYF.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for EUNU.DE and 0.14% for AHYF.DE.

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