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

Performance

EUNW.DE vs. EUHI.DE - 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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.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, EUNW.DE achieves a 0.85% return, which is significantly lower than EUHI.DE's 1.24% return.


EUNW.DE

1D
0.05%
1M
0.46%
YTD
0.85%
6M
1.40%
1Y
3.33%
3Y*
6.32%
5Y*
2.68%
10Y*
3.10%

EUHI.DE

1D
-0.00%
1M
0.41%
YTD
1.24%
6M
1.47%
1Y
3.53%
3Y*
6.36%
5Y*
2.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNW.DE vs. EUHI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.85%5.00%5.90%11.26%-9.36%2.93%1.06%9.87%-3.52%0.04%
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
1.24%5.05%6.16%10.11%-8.21%3.21%1.04%8.37%-4.20%0.33%

Correlation

The correlation between EUNW.DE and EUHI.DE is 0.76, 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

0.76

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

0.80

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2017

0.67

The correlation between EUNW.DE and EUHI.DE shifts across timeframes, from 0.67 (all time) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUNW.DE vs. EUHI.DE — 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: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2727
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: 2424
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3333
Martin Ratio Rank

EUHI.DE
EUHI.DE Risk / Return Rank: 3636
Overall Rank
EUHI.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUHI.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EUHI.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUHI.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUHI.DE Martin Ratio Rank: 3636
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. EUHI.DE - 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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.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.


EUNW.DEEUHI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.06

Calmar ratioReturn relative to maximum drawdown

1.12

1.24

-0.11

Martin ratioReturn relative to average drawdown

4.73

5.48

-0.75

EUNW.DE vs. EUHI.DE - Sharpe Ratio Comparison

The current EUNW.DE Sharpe Ratio is 0.96, which is comparable to the EUHI.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EUNW.DE and EUHI.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


EUNW.DEEUHI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.24

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.62

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.40

+0.07

Drawdowns

EUNW.DE vs. EUHI.DE - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, which is greater than EUHI.DE's maximum drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and EUHI.DE.


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Drawdown Indicators


EUNW.DEEUHI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-21.68%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.85%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-3.28%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-12.64%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.10%

-0.12%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.41%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.64%

+0.03%

Volatility

EUNW.DE vs. EUHI.DE - Volatility Comparison

iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) has a higher volatility of 0.79% compared to PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE) at 0.67%. This indicates that EUNW.DE's price experiences larger fluctuations and is considered to be riskier than EUHI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNW.DEEUHI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

0.67%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.38%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

2.83%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

4.50%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

6.21%

+0.37%

EUNW.DE vs. EUHI.DE - Expense Ratio Comparison

Both EUNW.DE and EUHI.DE have an expense ratio of 0.50%.


Dividends

EUNW.DE vs. EUHI.DE - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 5.17%, more than EUHI.DE's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
4.40%4.47%4.75%4.15%3.10%2.54%2.61%2.59%2.03%0.17%0.00%0.00%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.17%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 EUHI.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUNW.DE and EUHI.DE have the same expense ratio: 0.50% per year.

EUNW.DE tracks iBoxx® EUR Liquid High Yield, while EUHI.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained. They also come from different issuers: iShares and PIMCO.

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