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IASH.L vs. EUNL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IASH.L and EUNL.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IASH.L vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS USD (IASH.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
17.75%
5.95%
IASH.L
EUNL.DE

Key characteristics

Sharpe Ratio

IASH.L:

0.54

EUNL.DE:

2.05

Sortino Ratio

IASH.L:

0.99

EUNL.DE:

2.82

Omega Ratio

IASH.L:

1.14

EUNL.DE:

1.41

Calmar Ratio

IASH.L:

0.33

EUNL.DE:

2.93

Martin Ratio

IASH.L:

1.29

EUNL.DE:

13.58

Ulcer Index

IASH.L:

11.54%

EUNL.DE:

1.76%

Daily Std Dev

IASH.L:

27.66%

EUNL.DE:

11.61%

Max Drawdown

IASH.L:

-49.29%

EUNL.DE:

-33.63%

Current Drawdown

IASH.L:

-28.61%

EUNL.DE:

0.00%

Returns By Period

In the year-to-date period, IASH.L achieves a 2.29% return, which is significantly lower than EUNL.DE's 4.79% return.


IASH.L

YTD

2.29%

1M

2.59%

6M

23.18%

1Y

15.30%

5Y*

1.38%

10Y*

N/A

EUNL.DE

YTD

4.79%

1M

1.28%

6M

15.04%

1Y

23.30%

5Y*

12.72%

10Y*

11.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IASH.L vs. EUNL.DE - Expense Ratio Comparison

IASH.L has a 0.40% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


IASH.L
iShares MSCI China A UCITS USD
Expense ratio chart for IASH.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for EUNL.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

IASH.L vs. EUNL.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IASH.L
The Risk-Adjusted Performance Rank of IASH.L is 2121
Overall Rank
The Sharpe Ratio Rank of IASH.L is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IASH.L is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IASH.L is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IASH.L is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IASH.L is 1717
Martin Ratio Rank

EUNL.DE
The Risk-Adjusted Performance Rank of EUNL.DE is 8585
Overall Rank
The Sharpe Ratio Rank of EUNL.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of EUNL.DE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EUNL.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EUNL.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of EUNL.DE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IASH.L vs. EUNL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS USD (IASH.L) 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.


Sharpe ratio
The chart of Sharpe ratio for IASH.L, currently valued at 0.56, compared to the broader market0.002.004.000.561.56
The chart of Sortino ratio for IASH.L, currently valued at 1.03, compared to the broader market0.005.0010.001.032.18
The chart of Omega ratio for IASH.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.29
The chart of Calmar ratio for IASH.L, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.342.26
The chart of Martin ratio for IASH.L, currently valued at 1.29, compared to the broader market0.0020.0040.0060.0080.00100.001.298.69
IASH.L
EUNL.DE

The current IASH.L Sharpe Ratio is 0.54, which is lower than the EUNL.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IASH.L and EUNL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.56
1.56
IASH.L
EUNL.DE

Dividends

IASH.L vs. EUNL.DE - Dividend Comparison

Neither IASH.L nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IASH.L vs. EUNL.DE - Drawdown Comparison

The maximum IASH.L drawdown since its inception was -49.29%, 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 IASH.L and EUNL.DE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.92%
-0.34%
IASH.L
EUNL.DE

Volatility

IASH.L vs. EUNL.DE - Volatility Comparison

iShares MSCI China A UCITS USD (IASH.L) has a higher volatility of 4.42% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.67%. This indicates that IASH.L'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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.42%
2.67%
IASH.L
EUNL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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