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

Performance

EUNW.DE vs. XNKY.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 Xtrackers Nikkei 225 UCITS ETF (XNKY.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 1.08% return, which is significantly lower than XNKY.DE's 32.35% return.


EUNW.DE

1D
0.34%
1M
0.71%
YTD
1.08%
6M
1.74%
1Y
3.40%
3Y*
6.20%
5Y*
2.64%
10Y*
3.24%

XNKY.DE

1D
-1.43%
1M
6.07%
YTD
32.35%
6M
33.84%
1Y
59.86%
3Y*
20.83%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
1.08%4.99%5.90%11.26%-9.37%2.92%5.55%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
32.35%16.16%14.34%18.03%-15.35%3.16%13.56%

Correlation

The correlation between EUNW.DE and XNKY.DE is 0.54, 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

0.54

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

0.51

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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2020

0.51

The correlation between EUNW.DE and XNKY.DE has been stable across timeframes, ranging from 0.51 to 0.54 - a consistent structural relationship.

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Return for Risk

EUNW.DE vs. XNKY.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: 3232
Overall Rank
EUNW.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XNKY.DE
XNKY.DE Risk / Return Rank: 7979
Overall Rank
XNKY.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 7474
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. XNKY.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 Xtrackers Nikkei 225 UCITS ETF (XNKY.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.


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

-1.53

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

1.18

4.59

-3.41

Martin ratioReturn relative to average drawdown

4.94

13.91

-8.97

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

The current EUNW.DE Sharpe Ratio is 1.00, which is lower than the XNKY.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EUNW.DE and XNKY.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

EUNW.DE vs. XNKY.DE - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and XNKY.DE.


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Drawdown Indicators


EUNW.DEXNKY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-21.47%

-4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-12.99%

+10.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-20.16%

+16.36%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-21.15%

+6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

0.00%

-1.43%

+1.43%

Average Drawdown

Average peak-to-trough decline

-2.06%

-7.84%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

4.29%

-3.60%

Volatility

EUNW.DE vs. XNKY.DE - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.82%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.59%. This indicates that EUNW.DE experiences smaller price fluctuations and is considered to be less risky than XNKY.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.DEXNKY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

6.59%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

18.61%

-15.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

23.59%

-20.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

18.57%

-13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.57%

18.41%

-11.84%

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

EUNW.DE has a 0.50% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.


Dividends

EUNW.DE vs. XNKY.DE - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 5.16%, while XNKY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.16%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUNW.DE and XNKY.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for EUNW.DE.

EUNW.DE is categorized as European High Yield Bonds, while XNKY.DE is Japan Equities. EUNW.DE tracks iBoxx® EUR Liquid High Yield, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for EUNW.DE and 0.09% for XNKY.DE.

Portfolio Optimizer

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