EUNX.DE vs. SXR8.DE
EUNX.DE (iShares US Aggregate Bond UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNX.DE is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUNX.DE returned 0.88%/yr vs 14.87%/yr for SXR8.DE. At a 0.25 correlation, their price movements are largely independent. EUNX.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
EUNX.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNX.DE achieves a 3.24% return, which is significantly lower than SXR8.DE's 12.22% return. Over the past 10 years, EUNX.DE has underperformed SXR8.DE with an annualized return of 0.88%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
EUNX.DE
- 1D
- -0.09%
- 1M
- 1.95%
- 6M
- 3.26%
- YTD
- 3.24%
- 1Y
- 6.84%
- 3Y*
- 2.22%
- 5Y*
- 0.53%
- 10Y*
- 0.88%
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
EUNX.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNX.DE iShares US Aggregate Bond UCITS ETF USD (Dist) | 3.24% | -4.75% | 6.89% | 1.32% | -7.48% | 6.28% | -2.24% | 11.26% | 4.22% | -9.17% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EUNX.DE and SXR8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2012 | 0.25 |
The correlation between EUNX.DE and SXR8.DE shifts across timeframes, from 0.12 (5 years) to 0.26 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUNX.DE vs. SXR8.DE — Risk / Return Rank
EUNX.DE
SXR8.DE
EUNX.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| EUNX.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 3.45 | -1.48 |
| Martin ratioReturn relative to average drawdown | 5.22 | 12.24 | -7.02 |
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Drawdowns
EUNX.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUNX.DE drawdown since its inception was -15.72%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUNX.DE and SXR8.DE.
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Drawdown Indicators
| EUNX.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.72% | -33.78% | +18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -6.94% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -23.32% | +12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -12.69% | -23.32% | +10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -15.72% | -33.78% | +18.06% |
Current DrawdownCurrent decline from peak | -6.14% | -0.61% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -5.20% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.96% | -0.65% |
Volatility
EUNX.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) is 1.59%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that EUNX.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNX.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 3.63% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.97% | 7.98% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 11.90% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 15.20% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.44% | 16.07% | -8.63% |
EUNX.DE vs. SXR8.DE - Expense Ratio Comparison
EUNX.DE has a 0.25% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUNX.DE vs. SXR8.DE - Dividend Comparison
EUNX.DE's dividend yield for the trailing twelve months is around 3.83%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNX.DE iShares US Aggregate Bond UCITS ETF USD (Dist) | 3.83% | 3.84% | 3.54% | 3.08% | 2.18% | 1.65% | 2.24% | 2.67% | 2.43% | 2.16% | 1.63% | 1.60% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 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
EUNX.DE and SXR8.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for EUNX.DE.
EUNX.DE is categorized as Total Bond Market, while SXR8.DE is S&P 500. EUNX.DE tracks Bloomberg US Aggregate Bond Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for EUNX.DE and 0.07% for SXR8.DE.
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