IDV vs. EUNW.DE
IDV (iShares International Select Dividend ETF) and EUNW.DE (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while EUNW.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield. Both are passively managed. Over the past 10 years, IDV returned 10.33%/yr vs 3.33%/yr for EUNW.DE. A 0.54 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.50%/yr for EUNW.DE.
Performance
IDV vs. EUNW.DE - Performance Comparison
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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%
IDV vs. EUNW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IDV
EUNW.DE
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.
| IDV | EUNW.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDV | EUNW.DE | Difference | |
|---|---|---|---|
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
| IDV | EUNW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.08% | -3.13% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -8.15% | -7.24% |
Ulcer IndexDepth 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
| IDV | EUNW.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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