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IB1T.DE vs. EUNA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IB1T.DE vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Bitcoin ETP (IB1T.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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IB1T.DE vs. EUNA.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IB1T.DE achieves a -20.83% return, which is significantly lower than EUNA.DE's -0.50% return.


IB1T.DE

1D
1.76%
1M
-0.24%
YTD
-20.83%
6M
-40.99%
1Y
-24.87%
3Y*
5Y*
10Y*

EUNA.DE

1D
0.51%
1M
-1.38%
YTD
-0.50%
6M
0.00%
1Y
1.34%
3Y*
2.07%
5Y*
-1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IB1T.DE vs. EUNA.DE - Expense Ratio Comparison

IB1T.DE has a 0.25% expense ratio, which is higher than EUNA.DE's 0.10% 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%.


Return for Risk

IB1T.DE vs. EUNA.DE — Risk / Return Rank

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

IB1T.DE
IB1T.DE Risk / Return Rank: 33
Overall Rank
IB1T.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IB1T.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
IB1T.DE Omega Ratio Rank: 33
Omega Ratio Rank
IB1T.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IB1T.DE Martin Ratio Rank: 33
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 2121
Overall Rank
EUNA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 2121
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.

IB1T.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin ETP (IB1T.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.


IB1T.DEEUNA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.62

0.37

-0.99

Sortino ratio

Return per unit of downside risk

-0.70

0.53

-1.23

Omega ratio

Gain probability vs. loss probability

0.92

1.07

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.53

0.52

-1.05

Martin ratio

Return relative to average drawdown

-1.14

1.37

-2.52

IB1T.DE vs. EUNA.DE - Sharpe Ratio Comparison

The current IB1T.DE Sharpe Ratio is -0.62, which is lower than the EUNA.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IB1T.DE and EUNA.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.


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Sharpe Ratios by Period


IB1T.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

0.37

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

-0.05

-0.74

Correlation

The correlation between IB1T.DE and EUNA.DE is 0.10, 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.


Dividends

IB1T.DE vs. EUNA.DE - Dividend Comparison

Neither IB1T.DE nor EUNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IB1T.DE vs. EUNA.DE - Drawdown Comparison

The maximum IB1T.DE drawdown since its inception was -49.39%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for IB1T.DE and EUNA.DE.


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Drawdown Indicators


IB1T.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.39%

-17.79%

-31.60%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

-2.57%

-46.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

Current Drawdown

Current decline from peak

-44.69%

-8.69%

-36.00%

Average Drawdown

Average peak-to-trough decline

-17.25%

-6.72%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.00%

0.97%

+22.03%

Volatility

IB1T.DE vs. EUNA.DE - Volatility Comparison

iShares Bitcoin ETP (IB1T.DE) has a higher volatility of 13.11% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.74%. This indicates that IB1T.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB1T.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.11%

1.74%

+11.37%

Volatility (6M)

Calculated over the trailing 6-month period

32.55%

2.38%

+30.17%

Volatility (1Y)

Calculated over the trailing 1-year period

40.25%

3.60%

+36.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.76%

4.58%

+36.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.76%

4.27%

+36.49%