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MAGR.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGR.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) 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

The year-to-date returns for both stocks are quite close, with MAGR.DE having a 12.86% return and EUNL.DE slightly lower at 12.51%.


MAGR.DE

1D
0.83%
1M
0.35%
6M
13.16%
YTD
12.86%
1Y
22.62%
3Y*
14.70%
5Y*
7.31%
10Y*

EUNL.DE

1D
0.37%
1M
1.51%
6M
12.63%
YTD
12.51%
1Y
24.23%
3Y*
17.52%
5Y*
12.27%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGR.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MAGR.DE
iShares Growth Portfolio UCITS ETF EUR (Acc)
12.86%10.23%16.33%12.00%-18.48%17.95%7.91%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
12.51%7.91%25.93%20.12%-13.59%32.72%8.47%

Correlation

The correlation between MAGR.DE and EUNL.DE is 0.87, 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

0.87

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

0.87

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.87

The correlation between MAGR.DE and EUNL.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

MAGR.DE vs. EUNL.DE — Risk / Return Rank

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

MAGR.DE
MAGR.DE Risk / Return Rank: 7676
Overall Rank
MAGR.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MAGR.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
MAGR.DE Omega Ratio Rank: 7373
Omega Ratio Rank
MAGR.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
MAGR.DE Martin Ratio Rank: 7979
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 8383
Overall Rank
EUNL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8888
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.

MAGR.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.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.

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.


MAGR.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.98

3.88

-0.90

Martin ratioReturn relative to average drawdown

12.47

15.65

-3.18

MAGR.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current MAGR.DE Sharpe Ratio is 1.94, which is comparable to the EUNL.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MAGR.DE 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

MAGR.DE vs. EUNL.DE - Drawdown Comparison

The maximum MAGR.DE drawdown since its inception was -21.40%, smaller than the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for MAGR.DE and EUNL.DE.


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Drawdown Indicators


MAGR.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-33.63%

+12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-6.22%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-21.73%

+4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-21.73%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.70%

-0.10%

-0.60%

Average Drawdown

Average peak-to-trough decline

-6.20%

-4.21%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.54%

+0.27%

Volatility

MAGR.DE vs. EUNL.DE - Volatility Comparison

iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) has a higher volatility of 4.32% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.21%. This indicates that MAGR.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


MAGR.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

3.21%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

7.97%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

11.33%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

14.19%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

15.11%

-2.87%

MAGR.DE vs. EUNL.DE - Expense Ratio Comparison

MAGR.DE has a 0.25% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MAGR.DE vs. EUNL.DE - Dividend Comparison

Neither MAGR.DE nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MAGR.DE and EUNL.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for MAGR.DE.

MAGR.DE is categorized as Global Allocation, while EUNL.DE is Global Equities. Their fees differ too: 0.25% for MAGR.DE and 0.20% for EUNL.DE.

Portfolio Optimizer

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