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IEF vs. EUNM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. EUNM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and iShares MSCI EM UCITS ETF (Acc) (EUNM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than EUNM.DE's 24.21% return. Over the past 10 years, IEF has underperformed EUNM.DE with an annualized return of 0.59%, while EUNM.DE has yielded a comparatively higher 10.42% annualized return.


IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

EUNM.DE

1D
3.06%
1M
1.25%
YTD
24.21%
6M
26.82%
1Y
46.10%
3Y*
22.30%
5Y*
7.29%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. EUNM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
24.21%34.57%7.57%9.05%-19.19%-3.58%17.25%18.36%-15.03%36.84%

Correlation

The correlation between IEF and EUNM.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.15

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

0.07

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

-0.11

The correlation between IEF and EUNM.DE shifts across timeframes, from -0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. EUNM.DE — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank

EUNM.DE
EUNM.DE Risk / Return Rank: 8686
Overall Rank
EUNM.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 8585
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.

IEF vs. EUNM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and iShares MSCI EM UCITS ETF (Acc) (EUNM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEFEUNM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.12

1.42

-0.29

Calmar ratioReturn relative to maximum drawdown

0.84

3.59

-2.76

Martin ratioReturn relative to average drawdown

2.35

12.74

-10.40

IEF vs. EUNM.DE - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is lower than the EUNM.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IEF and EUNM.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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Drawdowns

IEF vs. EUNM.DE - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum EUNM.DE drawdown of -39.63%. Use the drawdown chart below to compare losses from any high point for IEF and EUNM.DE.


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Drawdown Indicators


IEFEUNM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-39.63%

+15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-12.77%

+8.70%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-17.60%

+9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-36.77%

+15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-39.63%

+15.70%

Current Drawdown

Current decline from peak

-11.18%

-3.93%

-7.25%

Average Drawdown

Average peak-to-trough decline

-5.35%

-14.80%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.61%

-2.16%

Volatility

IEF vs. EUNM.DE - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a volatility of 8.16%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than EUNM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFEUNM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

8.16%

-6.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

17.21%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

19.69%

-14.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

18.80%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

19.48%

-12.85%

IEF vs. EUNM.DE - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than EUNM.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEF vs. EUNM.DE - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, while EUNM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


IEF and EUNM.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IEF is cheaper with a 0.15% expense ratio, compared with 0.18% for EUNM.DE.

IEF is categorized as Government Bonds, while EUNM.DE is Emerging Markets Equities. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while EUNM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for IEF and 0.18% for EUNM.DE.

Portfolio Optimizer

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