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

Performance

EUNU.DE vs. DBZB.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 Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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 higher than DBZB.DE's -0.71% 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*

DBZB.DE

1D
0.15%
1M
-0.28%
YTD
-0.71%
6M
-0.77%
1Y
-0.07%
3Y*
0.76%
5Y*
-2.54%
10Y*
-0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNU.DE vs. DBZB.DE - 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%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.71%1.28%-0.41%3.56%-15.11%-3.19%4.16%4.55%-0.36%-0.61%

Correlation

The correlation between EUNU.DE and DBZB.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.49

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

0.56

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

0.52

Over the past year, the correlation between EUNU.DE and DBZB.DE has dropped to 0.31 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

EUNU.DE vs. DBZB.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

DBZB.DE
DBZB.DE Risk / Return Rank: 99
Overall Rank
DBZB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 88
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 99
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. DBZB.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 Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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.DEDBZB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

0.96

1.00

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.30

-0.01

-0.28

Martin ratioReturn relative to average drawdown

-0.67

-0.04

-0.62

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

The current EUNU.DE Sharpe Ratio is -0.29, which is lower than the DBZB.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of EUNU.DE and DBZB.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.DEDBZB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

-0.01

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.47

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.22

0.00

Drawdowns

EUNU.DE vs. DBZB.DE - Drawdown Comparison

The maximum EUNU.DE drawdown since its inception was -12.88%, smaller than the maximum DBZB.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for EUNU.DE and DBZB.DE.


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Drawdown Indicators


EUNU.DEDBZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-21.88%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-3.52%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-5.14%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-19.51%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

Current Drawdown

Current decline from peak

-7.39%

-16.44%

+9.05%

Average Drawdown

Average peak-to-trough decline

-4.71%

-5.97%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.26%

+0.45%

Volatility

EUNU.DE vs. DBZB.DE - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) is 0.95%, while Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) has a volatility of 1.48%. This indicates that EUNU.DE experiences smaller price fluctuations and is considered to be less risky than DBZB.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.DEDBZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.48%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

3.06%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.86%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

5.37%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

4.74%

+1.02%

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

EUNU.DE has a 0.10% expense ratio, which is lower than DBZB.DE'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

EUNU.DE vs. DBZB.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
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 DBZB.DE have a correlation of 0.31, 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 0.25% for DBZB.DE.

EUNU.DE tracks Bloomberg Global Aggregate Bond, while DBZB.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for EUNU.DE and 0.25% for DBZB.DE.

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