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IDV vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. EUNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) 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

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

Returns By Period

In the year-to-date period, IDV achieves a 10.84% return, which is significantly higher than EUNW.DE's -0.32% return. Over the past 10 years, IDV has outperformed EUNW.DE with an annualized return of 10.33%, while EUNW.DE has yielded a comparatively lower 3.33% annualized return.


IDV

1D
0.23%
1M
-2.36%
YTD
10.84%
6M
14.01%
1Y
33.84%
3Y*
24.24%
5Y*
11.70%
10Y*
10.33%

EUNW.DE

1D
0.15%
1M
-1.00%
YTD
-0.32%
6M
1.24%
1Y
5.16%
3Y*
9.22%
5Y*
1.72%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF
10.84%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-0.32%18.53%-0.16%14.77%-14.36%-5.19%10.94%7.55%-8.06%19.38%

Correlation

The correlation between IDV and EUNW.DE is 0.56, 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

0.56

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

0.63

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

0.65

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

0.58

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

0.54

The correlation between IDV and EUNW.DE shifts across timeframes, from 0.54 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDV vs. EUNW.DE — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 2828
Overall Rank
EUNW.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3333
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.

IDV vs. EUNW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.


IDVEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.47

1.12

+0.36

Calmar ratioReturn relative to maximum drawdown

3.99

0.66

+3.33

Martin ratioReturn relative to average drawdown

15.00

1.96

+13.04

IDV vs. EUNW.DE - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is higher than the EUNW.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IDV 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


IDVEUNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.65

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.16

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.31

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.22

-0.01

Drawdowns

IDV vs. EUNW.DE - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than EUNW.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for IDV and EUNW.DE.


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Drawdown Indicators


IDVEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-31.65%

-38.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-7.43%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-7.55%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-31.57%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-31.65%

-10.85%

Current Drawdown

Current decline from peak

-4.08%

-3.13%

-0.95%

Average Drawdown

Average peak-to-trough decline

-15.39%

-8.15%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.52%

-0.26%

Volatility

IDV vs. EUNW.DE - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 3.91% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 1.73%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier 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


IDVEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

1.73%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

5.75%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

7.57%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

10.44%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

10.65%

+7.29%

IDV vs. EUNW.DE - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than EUNW.DE's 0.50% expense ratio.


Dividends

IDV vs. EUNW.DE - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, 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%
IDV
iShares International Select Dividend ETF
4.51%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Frequently Asked Questions


IDV and EUNW.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDV is cheaper with a 0.49% expense ratio, compared with 0.50% for EUNW.DE.

IDV is categorized as Global Equities, while EUNW.DE is European High Yield Bonds. IDV tracks Dow Jones EPAC Select Dividend, while EUNW.DE tracks iBoxx® EUR Liquid High Yield. Their fees differ too: 0.49% for IDV and 0.50% for EUNW.DE.

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