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IBGS.L vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGS.L vs. EUNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBGS.L is traded in GBP, while EUNW.DE is traded in EUR. To make them comparable, the EUNW.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBGS.L achieves a -1.02% return, which is significantly lower than EUNW.DE's -0.08% return. Over the past 10 years, IBGS.L has underperformed EUNW.DE with an annualized return of 1.38%, while EUNW.DE has yielded a comparatively higher 4.12% annualized return.


IBGS.L

1D
-0.07%
1M
0.24%
YTD
-1.02%
6M
-0.96%
1Y
3.54%
3Y*
2.79%
5Y*
0.92%
10Y*
1.38%

EUNW.DE

1D
-0.13%
1M
1.04%
YTD
-0.08%
6M
0.24%
1Y
6.07%
3Y*
6.44%
5Y*
2.80%
10Y*
4.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGS.L vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-1.02%7.76%-1.67%1.50%1.00%-7.25%5.39%-4.81%0.64%3.54%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-0.08%10.46%1.28%9.04%-4.40%-4.33%6.77%4.15%-2.16%9.06%

Correlation

The correlation between IBGS.L and EUNW.DE is 0.67, 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

0.67

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

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2014

0.64

The correlation between IBGS.L and EUNW.DE has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.

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Return for Risk

IBGS.L vs. EUNW.DE — Risk / Return Rank

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

IBGS.L
IBGS.L Risk / Return Rank: 2424
Overall Rank
IBGS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 2424
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3232
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.

IBGS.L vs. EUNW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.


IBGS.LEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.36

1.65

-0.29

Martin ratioReturn relative to average drawdown

3.05

5.26

-2.22

IBGS.L vs. EUNW.DE - Sharpe Ratio Comparison

The current IBGS.L Sharpe Ratio is 0.85, which is lower than the EUNW.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IBGS.L and EUNW.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


IBGS.LEUNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.24

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.40

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.48

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.43

-0.19

Drawdowns

IBGS.L vs. EUNW.DE - Drawdown Comparison

The maximum IBGS.L drawdown since its inception was -16.59%, smaller than the maximum EUNW.DE drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for IBGS.L and EUNW.DE.


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Drawdown Indicators


IBGS.LEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-21.82%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-3.66%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-3.66%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-15.36%

+9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

-21.82%

+8.71%

Current Drawdown

Current decline from peak

-3.95%

-0.85%

-3.10%

Average Drawdown

Average peak-to-trough decline

-5.92%

-4.59%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.15%

+0.01%

Volatility

IBGS.L vs. EUNW.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) is 1.20%, while iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) has a volatility of 1.31%. This indicates that IBGS.L experiences smaller price fluctuations and is considered to be less risky than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGS.LEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.31%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.69%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.89%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

6.95%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

8.54%

-1.45%

IBGS.L vs. EUNW.DE - Expense Ratio Comparison

IBGS.L has a 0.15% expense ratio, which is lower than EUNW.DE's 0.50% expense ratio.


Dividends

IBGS.L vs. EUNW.DE - Dividend Comparison

IBGS.L's dividend yield for the trailing twelve months is around 2.18%, less than EUNW.DE's 5.17% yield.


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%
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%

Frequently Asked Questions


IBGS.L and EUNW.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGS.L is cheaper with a 0.15% expense ratio, compared with 0.50% for EUNW.DE.

IBGS.L is categorized as European Government Bonds, while EUNW.DE is European High Yield Bonds. IBGS.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while EUNW.DE tracks iBoxx® EUR Liquid High Yield. Their fees differ too: 0.15% for IBGS.L and 0.50% for EUNW.DE.

Portfolio Optimizer

Find the right allocation for IBGS.L and EUNW.DE

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