IUSA.DE vs. EUNA.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged). Both are passively managed. Over the past 5 years, IUSA.DE returned 14.90%/yr vs -1.29%/yr for EUNA.DE. At a correlation of -0.01, they often move in opposite directions. IUSA.DE charges 0.07%/yr vs 0.10%/yr for EUNA.DE.
Performance
IUSA.DE vs. EUNA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly higher than EUNA.DE's -0.46% return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
EUNA.DE
- 1D
- 0.22%
- 1M
- -0.12%
- YTD
- -0.46%
- 6M
- -0.07%
- 1Y
- 1.32%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
IUSA.DE vs. EUNA.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 | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | -0.58% |
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 2.79% | 1.60% | 4.36% | -13.52% | -2.37% | 3.70% | 5.06% | -1.17% | -0.54% |
Correlation
The correlation between IUSA.DE and EUNA.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | -0.01 |
The correlation between IUSA.DE and EUNA.DE shifts across timeframes, from -0.01 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSA.DE vs. EUNA.DE — Risk / Return Rank
IUSA.DE
EUNA.DE
IUSA.DE vs. EUNA.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 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.
| IUSA.DE | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.06 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 0.43 | +3.20 |
| Martin ratioReturn relative to average drawdown | 12.88 | 1.18 | +11.70 |
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
| IUSA.DE | EUNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 0.34 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | -0.28 | +1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | -0.05 | +0.72 |
Drawdowns
IUSA.DE vs. EUNA.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and EUNA.DE.
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Drawdown Indicators
| IUSA.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -17.79% | -32.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -2.75% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -4.02% | -19.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -17.03% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -8.66% | +8.20% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.76% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 0.99% | +1.01% |
Volatility
IUSA.DE vs. EUNA.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a higher volatility of 2.67% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.35%. This indicates that IUSA.DE'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
| IUSA.DE | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 1.35% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 2.82% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 3.46% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 4.64% | +10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 4.27% | +11.79% |
IUSA.DE vs. EUNA.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than EUNA.DE's 0.10% 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. EUNA.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while EUNA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
Frequently Asked Questions
IUSA.DE and EUNA.DE have a correlation of 0.18, 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 0.10% for EUNA.DE.
IUSA.DE is categorized as S&P 500, while EUNA.DE is Global Bonds. IUSA.DE tracks S&P 500 Index, while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). Their fees differ too: 0.07% for IUSA.DE and 0.10% for EUNA.DE.
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