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

Performance

EUNW.DE vs. XZHE.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 ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.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 higher than XZHE.DE's 0.54% 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%

XZHE.DE

1D
0.00%
1M
0.84%
YTD
0.54%
6M
0.98%
1Y
3.81%
3Y*
6.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
0.85%5.00%5.90%11.26%4.09%
XZHE.DE
Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C
0.54%5.48%5.98%9.94%2.99%

Correlation

The correlation between EUNW.DE and XZHE.DE is 0.74, 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

0.74

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2022

0.85

The correlation between EUNW.DE and XZHE.DE shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNW.DE vs. XZHE.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

XZHE.DE
XZHE.DE Risk / Return Rank: 2424
Overall Rank
XZHE.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XZHE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XZHE.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XZHE.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
XZHE.DE Martin Ratio Rank: 2626
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. XZHE.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 ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.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.DEXZHE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

1.12

0.92

+0.20

Martin ratioReturn relative to average drawdown

4.73

3.44

+1.28

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

The current EUNW.DE Sharpe Ratio is 0.96, which is comparable to the XZHE.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EUNW.DE and XZHE.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.DEXZHE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.81

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

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

1.12

-0.65

Drawdowns

EUNW.DE vs. XZHE.DE - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, which is greater than XZHE.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and XZHE.DE.


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Drawdown Indicators


EUNW.DEXZHE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-7.83%

-17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.94%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-3.99%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.10%

-0.55%

+0.45%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.99%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.05%

-0.38%

Volatility

EUNW.DE vs. XZHE.DE - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.79%, while Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE) has a volatility of 1.07%. This indicates that EUNW.DE experiences smaller price fluctuations and is considered to be less risky than XZHE.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.DEXZHE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.07%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

4.04%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

4.48%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

5.65%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

5.65%

+0.93%

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

EUNW.DE has a 0.50% expense ratio, which is higher than XZHE.DE's 0.25% expense ratio.


Dividends

EUNW.DE vs. XZHE.DE - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 5.17%, while XZHE.DE has not paid dividends to shareholders.


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%
XZHE.DE
Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C
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 XZHE.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZHE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZHE.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for EUNW.DE.

EUNW.DE tracks iBoxx® EUR Liquid High Yield, while XZHE.DE tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: iShares and DWS. Their fees differ too: 0.50% for EUNW.DE and 0.25% for XZHE.DE.

Portfolio Optimizer

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