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EUNU.DE vs. IS3Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNU.DE vs. IS3Q.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 iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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 2.98% return, which is significantly lower than IS3Q.DE's 10.76% return.


EUNU.DE

1D
-0.26%
1M
1.85%
YTD
2.98%
6M
3.25%
1Y
3.48%
3Y*
1.68%
5Y*
-0.68%
10Y*

IS3Q.DE

1D
-0.26%
1M
1.53%
YTD
10.76%
6M
11.12%
1Y
22.27%
3Y*
15.90%
5Y*
10.90%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNU.DE vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
2.98%-3.92%4.02%1.81%-10.73%3.08%-0.84%9.25%3.37%-15.95%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
10.76%2.80%23.78%21.69%-14.83%34.27%4.44%33.94%-3.47%1.96%

Correlation

The correlation between EUNU.DE and IS3Q.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.25

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.10

Over the past year, EUNU.DE and IS3Q.DE have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

EUNU.DE vs. IS3Q.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: 2626
Overall Rank
EUNU.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EUNU.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EUNU.DE Omega Ratio Rank: 2525
Omega Ratio Rank
EUNU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
EUNU.DE Martin Ratio Rank: 2626
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 7878
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 8383
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. IS3Q.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 iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUNU.DEIS3Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.16

1.39

-0.23

Calmar ratioReturn relative to maximum drawdown

1.50

3.50

-2.00

Martin ratioReturn relative to average drawdown

3.33

14.50

-11.18

EUNU.DE vs. IS3Q.DE - Sharpe Ratio Comparison

The current EUNU.DE Sharpe Ratio is 0.82, which is lower than the IS3Q.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EUNU.DE and IS3Q.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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Drawdowns

EUNU.DE vs. IS3Q.DE - Drawdown Comparison

The maximum EUNU.DE drawdown since its inception was -19.45%, smaller than the maximum IS3Q.DE drawdown of -32.30%. Use the drawdown chart below to compare losses from any high point for EUNU.DE and IS3Q.DE.


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Drawdown Indicators


EUNU.DEIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-32.30%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-6.33%

+4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.60%

-20.63%

+13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.70%

-20.63%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

Current Drawdown

Current decline from peak

-10.19%

-0.41%

-9.78%

Average Drawdown

Average peak-to-trough decline

-10.29%

-6.25%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.53%

-0.50%

Volatility

EUNU.DE vs. IS3Q.DE - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) is 1.10%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.34%. This indicates that EUNU.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.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.DEIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

2.34%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

7.43%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

10.68%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

14.16%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

15.82%

-8.15%

EUNU.DE vs. IS3Q.DE - Expense Ratio Comparison

EUNU.DE has a 0.10% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


Dividends

EUNU.DE vs. IS3Q.DE - Dividend Comparison

EUNU.DE's dividend yield for the trailing twelve months is around 3.11%, while IS3Q.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
3.11%3.21%2.63%2.02%1.56%1.26%1.61%1.60%0.94%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNU.DE and IS3Q.DE have a correlation of 0.34, 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 0.30% for IS3Q.DE.

EUNU.DE is categorized as Global Bonds, while IS3Q.DE is Global Equities. EUNU.DE tracks Bloomberg Global Aggregate Bond, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.10% for EUNU.DE and 0.30% for IS3Q.DE.

Portfolio Optimizer

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