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IUSE.L vs. EUN5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSE.L vs. EUN5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSE.L achieves a 7.54% return, which is significantly higher than EUN5.DE's -1.23% return. Over the past 10 years, IUSE.L has outperformed EUN5.DE with an annualized return of 12.04%, while EUN5.DE has yielded a comparatively lower 0.64% annualized return.


IUSE.L

1D
-1.30%
1M
-0.21%
6M
6.68%
YTD
7.54%
1Y
17.02%
3Y*
16.87%
5Y*
10.14%
10Y*
12.04%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSE.L vs. EUN5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc
7.54%14.95%23.21%23.05%-21.17%27.85%14.81%26.33%-8.40%19.04%
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 IUSE.L and EUN5.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.30

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

0.28

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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.12

Over the past year, IUSE.L and EUN5.DE have become more correlated (0.43) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

IUSE.L vs. EUN5.DE — Risk / Return Rank

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

IUSE.L
IUSE.L Risk / Return Rank: 5555
Overall Rank
IUSE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUSE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IUSE.L Omega Ratio Rank: 5252
Omega Ratio Rank
IUSE.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IUSE.L Martin Ratio Rank: 5959
Martin Ratio Rank

EUN5.DE
EUN5.DE Risk / Return Rank: 88
Overall Rank
EUN5.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 99
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.

IUSE.L vs. EUN5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) 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.


IUSE.LEUN5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.26

0.98

+0.27

Calmar ratioReturn relative to maximum drawdown

1.98

-0.10

+2.08

Martin ratioReturn relative to average drawdown

7.93

-0.27

+8.20

IUSE.L vs. EUN5.DE - Sharpe Ratio Comparison

The current IUSE.L Sharpe Ratio is 1.42, which is higher than the EUN5.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of IUSE.L and EUN5.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

IUSE.L vs. EUN5.DE - Drawdown Comparison

The maximum IUSE.L drawdown since its inception was -34.75%, 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 IUSE.L and EUN5.DE.


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Drawdown Indicators


IUSE.LEUN5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.75%

-17.30%

-17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-3.64%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.33%

-3.64%

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-17.30%

-8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.75%

-17.30%

-17.45%

Current Drawdown

Current decline from peak

-1.97%

-2.81%

+0.84%

Average Drawdown

Average peak-to-trough decline

-4.25%

-3.17%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.40%

+0.76%

Volatility

IUSE.L vs. EUN5.DE - Volatility Comparison

iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) has a higher volatility of 3.05% compared to iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) at 0.77%. This indicates that IUSE.L'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.


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Volatility by Period


IUSE.LEUN5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

0.77%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

2.88%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

3.71%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

4.56%

+11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

4.58%

+11.71%

IUSE.L vs. EUN5.DE - Expense Ratio Comparison

Both IUSE.L and EUN5.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUSE.L vs. EUN5.DE - Dividend Comparison

IUSE.L has not paid dividends to shareholders, while EUN5.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
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%
IUSE.L
iShares S&P 500 EUR Hedged 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%

Frequently Asked Questions


IUSE.L and EUN5.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUSE.L and EUN5.DE have the same expense ratio: 0.20% per year.

IUSE.L is categorized as S&P 500, while EUN5.DE is European Corporate Bonds. IUSE.L tracks S&P 500 EUR Hedged Index, while EUN5.DE tracks Bloomberg Euro Corporate Bond.

Portfolio Optimizer

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