LLY.DE vs. EUNL.DE
LLY.DE (Eli Lilly and Company) is a stock, while EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, LLY.DE returned 32.87%/yr vs 12.82%/yr for EUNL.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
LLY.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LLY.DE achieves a 7.08% return, which is significantly lower than EUNL.DE's 10.86% return. Over the past 10 years, LLY.DE has outperformed EUNL.DE with an annualized return of 32.87%, while EUNL.DE has yielded a comparatively lower 12.82% annualized return.
LLY.DE
- 1D
- 4.63%
- 1M
- 17.16%
- YTD
- 7.08%
- 6M
- 13.15%
- 1Y
- 46.47%
- 3Y*
- 33.86%
- 5Y*
- 43.52%
- 10Y*
- 32.87%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
LLY.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY.DE Eli Lilly and Company | 7.08% | 24.06% | 41.62% | 55.09% | 41.92% | 81.45% | 18.83% | 21.40% | 41.20% | 3.95% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between LLY.DE and EUNL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.37 |
The correlation between LLY.DE and EUNL.DE shifts across timeframes, from 0.20 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY.DE vs. EUNL.DE — Risk / Return Rank
LLY.DE
EUNL.DE
LLY.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY.DE) 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.
| LLY.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.64 | -1.70 |
| Martin ratioReturn relative to average drawdown | 4.74 | 14.52 | -9.78 |
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
| LLY.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.12 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 0.90 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.84 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.82 | -0.41 |
Drawdowns
LLY.DE vs. EUNL.DE - Drawdown Comparison
The maximum LLY.DE drawdown since its inception was -79.63%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for LLY.DE and EUNL.DE.
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Drawdown Indicators
| LLY.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -33.63% | -46.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -6.50% | -17.27% |
Max Drawdown (3Y)Largest decline over 3 years | -38.76% | -21.73% | -17.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -21.73% | -17.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | -33.63% | -5.13% |
Current DrawdownCurrent decline from peak | 0.00% | -0.31% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -36.68% | -4.25% | -32.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 1.64% | +8.15% |
Volatility
LLY.DE vs. EUNL.DE - Volatility Comparison
Eli Lilly and Company (LLY.DE) has a higher volatility of 10.20% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that LLY.DE'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
| LLY.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 2.62% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 24.93% | 7.72% | +17.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.08% | 11.16% | +25.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.48% | 14.17% | +19.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.77% | 15.17% | +15.60% |
Dividends
LLY.DE vs. EUNL.DE - Dividend Comparison
LLY.DE's dividend yield for the trailing twelve months is around 0.49%, while EUNL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY.DE Eli Lilly and Company | 0.49% | 0.50% | 0.56% | 0.68% | 0.93% | 1.01% | 1.65% | 1.70% | 1.68% | 2.33% | 2.33% |
Frequently Asked Questions
LLY.DE and EUNL.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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