PortfoliosLab logoPortfoliosLab logo
EUNU.DE vs. CORP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNU.DE vs. CORP - 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 PIMCO Investment Grade Corporate Bond Index ETF (CORP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EUNU.DE is traded in EUR, while CORP is traded in USD. To make them comparable, the CORP 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 CORP's 1.88% return.


EUNU.DE

1D
0.02%
1M
0.50%
YTD
-0.39%
6M
-0.86%
1Y
-1.14%
3Y*
1.03%
5Y*
-0.25%
10Y*

CORP

1D
0.02%
1M
1.12%
YTD
1.88%
6M
0.90%
1Y
3.86%
3Y*
2.76%
5Y*
1.89%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNU.DE vs. CORP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
1.88%-4.86%9.24%5.85%-9.68%6.21%0.66%17.39%1.25%-1.76%

Correlation

The correlation between EUNU.DE and CORP is 0.67, 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

0.67

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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

0.68

The correlation between EUNU.DE and CORP has been stable across timeframes, ranging from 0.67 to 0.70 - 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

EUNU.DE vs. CORP — 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

CORP
CORP Risk / Return Rank: 3939
Overall Rank
CORP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CORP Omega Ratio Rank: 3636
Omega Ratio Rank
CORP Calmar Ratio Rank: 4040
Calmar Ratio Rank
CORP Martin Ratio Rank: 4141
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. CORP - 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 PIMCO Investment Grade Corporate Bond Index ETF (CORP). 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.DECORPDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

0.96

1.12

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.30

0.98

-1.28

Martin ratioReturn relative to average drawdown

-0.67

3.02

-3.68

EUNU.DE vs. CORP - Sharpe Ratio Comparison

The current EUNU.DE Sharpe Ratio is -0.29, which is lower than the CORP Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EUNU.DE and CORP, 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...

Sharpe Ratios by Period


EUNU.DECORPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

0.66

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.22

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.46

-0.24

Drawdowns

EUNU.DE vs. CORP - Drawdown Comparison

The maximum EUNU.DE drawdown since its inception was -12.88%, smaller than the maximum CORP drawdown of -16.80%. Use the drawdown chart below to compare losses from any high point for EUNU.DE and CORP.


Loading charts...

Drawdown Indicators


EUNU.DECORPDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-16.80%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-3.95%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-11.83%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-11.96%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-16.80%

Current Drawdown

Current decline from peak

-7.39%

-5.46%

-1.93%

Average Drawdown

Average peak-to-trough decline

-4.71%

-5.23%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.32%

+0.39%

Volatility

EUNU.DE vs. CORP - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) and PIMCO Investment Grade Corporate Bond Index ETF (CORP) have volatilities of 0.95% and 0.93%, 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.


Loading charts...

Volatility by Period


EUNU.DECORPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.93%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

4.32%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

5.88%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

8.49%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

8.84%

-3.08%

EUNU.DE vs. CORP - Expense Ratio Comparison

EUNU.DE has a 0.10% expense ratio, which is lower than CORP's 0.20% 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. CORP - Dividend Comparison

EUNU.DE's dividend yield for the trailing twelve months is around 1.53%, less than CORP's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.84%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
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 CORP have a correlation of 0.67, 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 0.20% for CORP.

EUNU.DE is categorized as Global Bonds, while CORP is Corporate Bonds. EUNU.DE tracks Bloomberg Global Aggregate Bond, while CORP tracks ICE BofA US Corporate. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.10% for EUNU.DE and 0.20% for CORP.

Portfolio Optimizer

Find the right allocation for EUNU.DE and CORP

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