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EUNW.DE vs. EFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNW.DE vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNW.DE is traded in EUR, while EFA is traded in USD. To make them comparable, the EFA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNW.DE achieves a 0.77% return, which is significantly lower than EFA's 9.11% return. Over the past 10 years, EUNW.DE has underperformed EFA with an annualized return of 3.10%, while EFA has yielded a comparatively higher 9.00% annualized return.


EUNW.DE

1D
0.14%
1M
0.41%
YTD
0.77%
6M
1.47%
1Y
3.10%
3Y*
6.08%
5Y*
2.62%
10Y*
3.10%

EFA

1D
0.49%
1M
1.12%
YTD
9.11%
6M
10.65%
1Y
17.29%
3Y*
13.20%
5Y*
9.21%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNW.DE vs. EFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.77%4.99%5.90%11.26%-9.37%2.92%1.07%9.86%-3.52%4.59%
EFA
iShares MSCI EAFE ETF
9.11%15.94%10.32%14.81%-9.08%19.78%-1.27%24.80%-9.78%9.70%

Correlation

The correlation between EUNW.DE and EFA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.51

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.45

The correlation between EUNW.DE and EFA has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.

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Return for Risk

EUNW.DE vs. EFA — Risk / Return Rank

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

EUNW.DE
EUNW.DE Risk / Return Rank: 2929
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3333
Martin Ratio Rank

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA 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.

EUNW.DE vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) and iShares MSCI EAFE ETF (EFA). 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.


EUNW.DEEFADifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.07

1.81

-0.74

Martin ratioReturn relative to average drawdown

4.47

7.25

-2.78

EUNW.DE vs. EFA - Sharpe Ratio Comparison

The current EUNW.DE Sharpe Ratio is 0.91, which is lower than the EFA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EUNW.DE and EFA, 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


EUNW.DEEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.31

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.66

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.57

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.29

+0.35

Drawdowns

EUNW.DE vs. EFA - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, smaller than the maximum EFA drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and EFA.


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Drawdown Indicators


EUNW.DEEFADifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-55.58%

+30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-9.60%

+6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-15.70%

+11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-17.18%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-33.89%

+8.42%

Current Drawdown

Current decline from peak

-0.17%

-1.32%

+1.15%

Average Drawdown

Average peak-to-trough decline

-2.06%

-11.02%

+8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.40%

-1.71%

Volatility

EUNW.DE vs. EFA - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.82%, while iShares MSCI EAFE ETF (EFA) has a volatility of 3.45%. This indicates that EUNW.DE experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNW.DEEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

3.45%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

10.99%

-8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

13.32%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

14.01%

-8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

16.01%

-9.43%

EUNW.DE vs. EFA - Expense Ratio Comparison

EUNW.DE has a 0.50% expense ratio, which is higher than EFA's 0.32% expense ratio.


Dividends

EUNW.DE vs. EFA - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 5.18%, more than EFA's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.18%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%

Frequently Asked Questions


EUNW.DE and EFA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFA is cheaper with a 0.32% expense ratio, compared with 0.50% for EUNW.DE.

EUNW.DE is categorized as European High Yield Bonds, while EFA is Foreign Large Cap Equities. EUNW.DE tracks iBoxx® EUR Liquid High Yield, while EFA tracks MSCI EAFE Index (Net). Their fees differ too: 0.50% for EUNW.DE and 0.32% for EFA.

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