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

Performance

EUNW.DE vs. GSY - 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 Invesco Ultra Short Duration ETF (GSY). 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 GSY is traded in USD. To make them comparable, the GSY 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 0.85% return, which is significantly lower than GSY's 3.57% return. Over the past 10 years, EUNW.DE has outperformed GSY with an annualized return of 3.10%, while GSY has yielded a comparatively lower 2.71% annualized 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%

GSY

1D
0.74%
1M
2.28%
YTD
3.57%
6M
2.99%
1Y
3.78%
3Y*
2.85%
5Y*
4.78%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNW.DE vs. GSY - 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%4.59%
GSY
Invesco Ultra Short Duration ETF
3.57%-7.49%12.95%2.81%6.21%7.51%-6.52%5.72%6.97%-10.66%

Correlation

The correlation between EUNW.DE and GSY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.15

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

-0.23

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2014

-0.09

The correlation between EUNW.DE and GSY shifts across timeframes, from -0.23 (5 years) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNW.DE vs. GSY — 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

GSY
GSY Risk / Return Rank: 100100
Overall Rank
GSY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GSY Sortino Ratio Rank: 100100
Sortino Ratio Rank
GSY Omega Ratio Rank: 100100
Omega Ratio Rank
GSY Calmar Ratio Rank: 100100
Calmar Ratio Rank
GSY Martin Ratio Rank: 100100
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. GSY - 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 Invesco Ultra Short Duration ETF (GSY). 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.DEGSYDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.12

1.03

+0.09

Martin ratioReturn relative to average drawdown

4.73

2.41

+2.32

EUNW.DE vs. GSY - Sharpe Ratio Comparison

The current EUNW.DE Sharpe Ratio is 0.96, which is higher than the GSY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EUNW.DE and GSY, 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.DEGSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.61

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.63

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.37

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.33

+0.15

Drawdowns

EUNW.DE vs. GSY - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, which is greater than GSY's maximum drawdown of -21.95%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and GSY.


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Drawdown Indicators


EUNW.DEGSYDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-21.95%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.69%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-11.17%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-11.34%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-15.17%

-10.30%

Current Drawdown

Current decline from peak

-0.10%

-5.31%

+5.21%

Average Drawdown

Average peak-to-trough decline

-2.31%

-7.20%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.57%

-0.90%

Volatility

EUNW.DE vs. GSY - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.79%, while Invesco Ultra Short Duration ETF (GSY) has a volatility of 1.25%. This indicates that EUNW.DE experiences smaller price fluctuations and is considered to be less risky than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNW.DEGSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.25%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

4.27%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

6.20%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

7.55%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

7.30%

-0.72%

EUNW.DE vs. GSY - Expense Ratio Comparison

EUNW.DE has a 0.50% expense ratio, which is higher than GSY's 0.22% expense ratio.


Dividends

EUNW.DE vs. GSY - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 5.17%, more than GSY's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GSY
Invesco Ultra Short Duration ETF
4.34%4.56%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.21%1.17%

Frequently Asked Questions


EUNW.DE and GSY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSY is cheaper with a 0.22% expense ratio, compared with 0.50% for EUNW.DE.

EUNW.DE is categorized as European High Yield Bonds, while GSY is Ultrashort Bond. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.50% for EUNW.DE and 0.22% for GSY.

Portfolio Optimizer

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