EXXY.DE vs. EUNL.DE
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE).
EXXY.DE and EUNL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXXY.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Aug 7, 2007. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both EXXY.DE and EUNL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXXY.DE or EUNL.DE.
Performance
EXXY.DE vs. EUNL.DE - Performance Comparison
Returns By Period
In the year-to-date period, EXXY.DE achieves a 6.44% return, which is significantly lower than EUNL.DE's 24.48% return. Over the past 10 years, EXXY.DE has underperformed EUNL.DE with an annualized return of 0.48%, while EUNL.DE has yielded a comparatively higher 11.63% annualized return.
EXXY.DE
6.44%
2.14%
-4.35%
2.94%
6.97%
0.48%
EUNL.DE
24.48%
2.27%
10.68%
30.76%
13.06%
11.63%
Key characteristics
| EXXY.DE | EUNL.DE | |
|---|---|---|
| Sharpe Ratio | 0.24 | 2.71 |
| Sortino Ratio | 0.40 | 3.63 |
| Omega Ratio | 1.05 | 1.56 |
| Calmar Ratio | 0.06 | 3.63 |
| Martin Ratio | 0.48 | 17.45 |
| Ulcer Index | 5.70% | 1.69% |
| Daily Std Dev | 11.67% | 10.89% |
| Max Drawdown | -65.58% | -33.63% |
| Current Drawdown | -37.43% | -1.09% |
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EXXY.DE vs. EUNL.DE - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.
Correlation
The correlation between EXXY.DE and EUNL.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EXXY.DE vs. EUNL.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
Dividends
EXXY.DE vs. EUNL.DE - Dividend Comparison
Neither EXXY.DE nor EUNL.DE has paid dividends to shareholders.
Drawdowns
EXXY.DE vs. EUNL.DE - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and EUNL.DE. For additional features, visit the drawdowns tool.
Volatility
EXXY.DE vs. EUNL.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 3.80% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.35%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.