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III.L vs. EUNA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

III.L vs. EUNA.DE

Last updated Jun 16, 2026

III.L (3I Group plc) is a stock, while EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) is Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged). Over the past 5 years, III.L returned 15.89%/yr vs -1.13%/yr for EUNA.DE. At a 0.02 correlation, their price movements are largely independent.

Performance

III.L vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 3I Group plc (III.L) 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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, III.L achieves a -29.97% return, which is significantly lower than EUNA.DE's -1.12% return.

III.L

1D
-1.04%
1M
3.39%
YTD
-29.97%
6M
-27.58%
1Y
-43.37%
3Y*
7.13%
5Y*
15.89%
10Y*
19.43%

EUNA.DE

1D
0.56%
1M
0.26%
YTD
-1.12%
6M
-1.25%
1Y
3.00%
3Y*
2.86%
5Y*
-1.13%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

III.L vs. EUNA.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
III.L
3I Group plc		-29.97%-6.44%50.11%85.46%-3.46%28.99%9.36%47.12%-11.76%0.74%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc		-1.12%8.27%-2.95%2.32%-8.79%-9.30%9.72%-0.39%0.19%-0.01%

Correlation

The correlation between III.L and EUNA.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.02

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3I Group plc

iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc

Often compared with III.L:
III.L vs. KKRIII.L vs. BRK-BIII.L vs. JGGI.LIII.L vs. PGHN.SWIII.L vs. AIE.LIII.L vs. IGC.LIII.L vs. SMH
Often compared with EUNA.DE:
EUNA.DE vs. VAGF.DEEUNA.DE vs. DBZB.DEEUNA.DE vs. EUNU.DEEUNA.DE vs. XHYG.DEEUNA.DE vs. VECA.DEEUNA.DE vs. VEUA.LEUNA.DE vs. VCPA.L

Return for Risk

III.L vs. EUNA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
III.L
III.L Risk / Return Rank: 77
Overall Rank
III.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
III.L Sortino Ratio Rank: 88
Sortino Ratio Rank
III.L Omega Ratio Rank: 66
Omega Ratio Rank
III.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
III.L Martin Ratio Rank: 44
Martin Ratio Rank
EUNA.DE
EUNA.DE Risk / Return Rank: 1515
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1616
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.

III.L vs. EUNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3I Group plc (III.L) 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.

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.

III.LEUNA.DEDifference
Sharpe ratioReturn per unit of total volatility
-1.00
0.55

-1.55

Sortino ratioReturn per unit of downside risk
-1.32
0.85

-2.17

Omega ratioGain probability vs. loss probability

0.80

1.10

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.82

0.76

-1.58

Martin ratioReturn relative to average drawdown

-1.61

1.71

-3.32

III.L vs. EUNA.DE - Sharpe Ratio Comparison

The current III.L Sharpe Ratio is -1.00, which is lower than the EUNA.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of III.L and EUNA.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

III.L vs. EUNA.DE - Drawdown Comparison

The maximum III.L drawdown since its inception was -84.90%, which is greater than EUNA.DE's maximum drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for III.L and EUNA.DE.

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Drawdown Indicators

III.LEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.90%

-22.23%

-62.67%

Max Drawdown (1Y)

Largest decline over 1 year

-52.78%

-3.94%

-48.84%

Max Drawdown (3Y)

Largest decline over 3 years

-52.78%

-4.76%

-48.02%

Max Drawdown (5Y)

Largest decline over 5 years

-52.78%

-16.42%

-36.36%

Max Drawdown (10Y)

Largest decline over 10 years

-52.78%

—

—

Current Drawdown

Current decline from peak

-48.17%

-13.78%

-34.39%

Average Drawdown

Average peak-to-trough decline

-23.09%

-11.21%

-11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.99%

1.75%

+25.24%

Volatility

III.L vs. EUNA.DE - Volatility Comparison

3I Group plc (III.L) has a higher volatility of 12.83% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.49%. This indicates that III.L'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

III.LEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

1.49%

+11.34%

Volatility (6M)

Calculated over the trailing 6-month period

37.16%

3.87%

+33.29%

Volatility (1Y)

Calculated over the trailing 1-year period

43.41%

5.40%

+38.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.79%

6.77%

+24.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.35%

7.43%

+22.92%

Dividends

III.L vs. EUNA.DE - Dividend Comparison

III.L's dividend yield for the trailing twelve months is around 3.46%, while EUNA.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) 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%
III.L
3I Group plc		3.46%2.42%1.82%2.32%3.76%2.78%3.02%3.42%4.78%2.90%3.41%2.37%

Frequently Asked Questions

III.L and EUNA.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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