EUNW.DE vs. IUS7.DE
EUNW.DE (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - EUNW.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, EUNW.DE returned 3.10%/yr vs 3.08%/yr for IUS7.DE. At a 0.34 correlation, their price movements are largely independent. EUNW.DE charges 0.50%/yr vs 0.45%/yr for IUS7.DE.
Performance
EUNW.DE vs. IUS7.DE - Performance Comparison
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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 IUS7.DE's 2.97% return. Both investments have delivered pretty close results over the past 10 years, with EUNW.DE having a 3.10% annualized return and IUS7.DE not far behind at 3.08%.
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%
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.36%
- YTD
- 2.97%
- 6M
- 2.33%
- 1Y
- 9.74%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
EUNW.DE vs. IUS7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 18.79% | -1.16% | -3.39% |
Correlation
The correlation between EUNW.DE and IUS7.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2014 | 0.34 |
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Return for Risk
EUNW.DE vs. IUS7.DE — Risk / Return Rank
EUNW.DE
IUS7.DE
EUNW.DE vs. IUS7.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.DE | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.00 | -1.88 |
| Martin ratioReturn relative to average drawdown | 4.73 | 9.17 | -4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNW.DE | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.55 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.33 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.28 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Drawdowns
EUNW.DE vs. IUS7.DE - Drawdown Comparison
The maximum EUNW.DE drawdown since its inception was -25.47%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and IUS7.DE.
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Drawdown Indicators
| EUNW.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -27.13% | +1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -3.09% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.80% | -12.95% | +9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -15.90% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | -27.13% | +1.66% |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -6.48% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.01% | -0.34% |
Volatility
EUNW.DE vs. IUS7.DE - Volatility Comparison
The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.79%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a volatility of 1.24%. This indicates that EUNW.DE experiences smaller price fluctuations and is considered to be less risky than IUS7.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.DE | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.24% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 4.03% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.30% | 5.97% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.25% | 8.56% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 11.02% | -4.44% |
EUNW.DE vs. IUS7.DE - Expense Ratio Comparison
EUNW.DE has a 0.50% expense ratio, which is higher than IUS7.DE's 0.45% expense ratio.
Dividends
EUNW.DE vs. IUS7.DE - Dividend Comparison
EUNW.DE's dividend yield for the trailing twelve months is around 5.17%, less than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
Frequently Asked Questions
EUNW.DE and IUS7.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS7.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS7.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for EUNW.DE.
EUNW.DE is categorized as European High Yield Bonds, while IUS7.DE is Emerging Markets Bonds. EUNW.DE tracks iBoxx® EUR Liquid High Yield, while IUS7.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.50% for EUNW.DE and 0.45% for IUS7.DE.
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