IUSA.DE vs. EUN5.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, IUSA.DE returned 14.31%/yr vs 0.64%/yr for EUN5.DE. At a 0.13 correlation, their price movements are largely independent. IUSA.DE charges 0.07%/yr vs 0.20%/yr for EUN5.DE.
Performance
IUSA.DE vs. EUN5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.82% return, which is significantly higher than EUN5.DE's -1.23% return. Over the past 10 years, IUSA.DE has outperformed EUN5.DE with an annualized return of 14.31%, while EUN5.DE has yielded a comparatively lower 0.64% annualized return.
IUSA.DE
- 1D
- -1.23%
- 1M
- 0.29%
- 6M
- 9.52%
- YTD
- 11.82%
- 1Y
- 21.99%
- 3Y*
- 18.64%
- 5Y*
- 13.46%
- 10Y*
- 14.31%
EUN5.DE
- 1D
- 0.03%
- 1M
- -0.44%
- 6M
- 0.09%
- YTD
- -1.23%
- 1Y
- -0.34%
- 3Y*
- 3.68%
- 5Y*
- -0.44%
- 10Y*
- 0.64%
IUSA.DE vs. EUN5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.82% | 4.69% | 32.36% | 22.47% | -14.25% | 40.75% | 6.77% | 34.55% | -1.14% | 6.67% |
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | -1.23% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.57% | 6.30% | -1.46% | 2.15% |
Correlation
The correlation between IUSA.DE and EUN5.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 26, 2009 | 0.13 |
Over the past year, IUSA.DE and EUN5.DE have become more correlated (0.34) than their long-term average of 0.13, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSA.DE vs. EUN5.DE — Risk / Return Rank
IUSA.DE
EUN5.DE
IUSA.DE vs. EUN5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.
| IUSA.DE | EUN5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.98 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | -0.10 | +3.21 |
| Martin ratioReturn relative to average drawdown | 11.06 | -0.27 | +11.33 |
Loading charts...
Drawdowns
IUSA.DE vs. EUN5.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -52.05%, which is greater than EUN5.DE's maximum drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and EUN5.DE.
Loading charts...
Drawdown Indicators
| IUSA.DE | EUN5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.05% | -17.30% | -34.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -3.64% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -3.64% | -19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -17.30% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -17.30% | -16.37% |
Current DrawdownCurrent decline from peak | -1.33% | -2.81% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -3.17% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.40% | +0.54% |
Volatility
IUSA.DE vs. EUN5.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a higher volatility of 3.00% compared to iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) at 0.77%. This indicates that IUSA.DE's price experiences larger fluctuations and is considered to be riskier than EUN5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSA.DE | EUN5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 0.77% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 2.88% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 3.71% | +7.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 4.56% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 4.58% | +11.46% |
IUSA.DE vs. EUN5.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than EUN5.DE's 0.20% 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
IUSA.DE vs. EUN5.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.86%, less than EUN5.DE's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 1.65% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.86% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
Frequently Asked Questions
IUSA.DE and EUN5.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for EUN5.DE.
IUSA.DE is categorized as S&P 500, while EUN5.DE is European Corporate Bonds. IUSA.DE tracks S&P 500 Index, while EUN5.DE tracks Bloomberg Euro Corporate Bond. Their fees differ too: 0.07% for IUSA.DE and 0.20% for EUN5.DE.
Find the right allocation for IUSA.DE and EUN5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer