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

Performance

IUSE.L vs. EUNL.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 MSCI World UCITS ETF USD (Acc) (EUNL.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 7.12% return, which is significantly lower than EUNL.DE's 9.95% return. Both investments have delivered pretty close results over the past 10 years, with IUSE.L having a 12.51% annualized return and EUNL.DE not far ahead at 12.99%.


IUSE.L

1D
2.09%
1M
0.02%
YTD
7.12%
6M
8.27%
1Y
21.75%
3Y*
18.11%
5Y*
10.61%
10Y*
12.51%

EUNL.DE

1D
1.66%
1M
1.52%
YTD
9.95%
6M
11.17%
1Y
23.88%
3Y*
16.77%
5Y*
12.47%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc
7.12%14.95%23.21%23.05%-21.17%27.85%14.81%26.33%-8.40%19.04%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.95%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%

Correlation

The correlation between IUSE.L and EUNL.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.82

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

0.86

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

0.85

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

0.82

The correlation between IUSE.L and EUNL.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

IUSE.L vs. EUNL.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: 6060
Overall Rank
IUSE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IUSE.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUSE.L Omega Ratio Rank: 5959
Omega Ratio Rank
IUSE.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IUSE.L Martin Ratio Rank: 6363
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7878
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNL.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.

IUSE.L vs. EUNL.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 MSCI World UCITS ETF USD (Acc) (EUNL.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.LEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

2.45

3.74

-1.29

Martin ratioReturn relative to average drawdown

10.19

15.11

-4.92

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

The current IUSE.L Sharpe Ratio is 1.78, which is comparable to the EUNL.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of IUSE.L and EUNL.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. EUNL.DE - Drawdown Comparison

The maximum IUSE.L drawdown since its inception was -34.75%, roughly equal to the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IUSE.L and EUNL.DE.


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Drawdown Indicators


IUSE.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.75%

-33.63%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-6.22%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.33%

-21.73%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-21.73%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-34.75%

-33.63%

-1.12%

Current Drawdown

Current decline from peak

-2.35%

-1.13%

-1.22%

Average Drawdown

Average peak-to-trough decline

-4.27%

-4.22%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.54%

+0.55%

Volatility

IUSE.L vs. EUNL.DE - Volatility Comparison

iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) has a higher volatility of 4.09% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.08%. This indicates that IUSE.L's price experiences larger fluctuations and is considered to be riskier than EUNL.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.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

3.08%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.98%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

11.31%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

14.18%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

15.16%

+1.19%

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

Both IUSE.L and EUNL.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. EUNL.DE - Dividend Comparison

Neither IUSE.L nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSE.L and EUNL.DE have a correlation of 0.83, 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 EUNL.DE have the same expense ratio: 0.20% per year.

IUSE.L is categorized as S&P 500, while EUNL.DE is Global Equities. IUSE.L tracks S&P 500 EUR Hedged Index, while EUNL.DE tracks MSCI World Index.

Portfolio Optimizer

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