NKE.DE vs. EUNL.DE
NKE.DE (Nike Inc) 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, NKE.DE returned -1.70%/yr vs 12.45%/yr for EUNL.DE. At a 0.46 correlation, their price movements are largely independent.
Performance
NKE.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NKE.DE achieves a -26.74% return, which is significantly lower than EUNL.DE's 12.48% return. Over the past 10 years, NKE.DE has underperformed EUNL.DE with an annualized return of -1.70%, while EUNL.DE has yielded a comparatively higher 12.45% annualized return.
NKE.DE
- 1D
- -0.32%
- 1M
- -3.93%
- 6M
- -30.28%
- YTD
- -26.74%
- 1Y
- -37.61%
- 3Y*
- -25.82%
- 5Y*
- -21.64%
- 10Y*
- -1.70%
- ALL TIME*
- 28.85%
EUNL.DE
- 1D
- 0.39%
- 1M
- 0.74%
- 6M
- 12.07%
- YTD
- 12.48%
- 1Y
- 22.89%
- 3Y*
- 17.40%
- 5Y*
- 12.08%
- 10Y*
- 12.45%
- ALL TIME*
- 12.55%
NKE.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NKE.DE Nike Inc | -26.74% | -26.40% | -25.20% | -8.74% | -25.92% | 30.24% | 28.39% | 42.70% | 24.32% | 10.56% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 12.48% | 7.91% | 25.93% | 20.12% | -13.59% | 32.72% | 5.48% | 31.35% | -5.13% | 7.71% |
Correlation
The correlation between NKE.DE and EUNL.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2009 | 0.46 |
The correlation between NKE.DE and EUNL.DE shifts across timeframes, from 0.29 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
NKE.DE vs. EUNL.DE — Risk / Return Rank
NKE.DE
EUNL.DE
NKE.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nike Inc (NKE.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.
| NKE.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.17 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.38 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.66 | -4.47 |
| Martin ratioReturn relative to average drawdown | -1.32 | 14.77 | -16.09 |
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Drawdowns
NKE.DE vs. EUNL.DE - Drawdown Comparison
The maximum NKE.DE drawdown since its inception was -75.42%, 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 NKE.DE and EUNL.DE.
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Drawdown Indicators
| NKE.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.42% | -33.63% | -41.79% |
Max Drawdown (1Y)Largest decline over 1 year | -46.59% | -6.22% | -40.37% |
Max Drawdown (3Y)Largest decline over 3 years | -66.41% | -21.73% | -44.68% |
Max Drawdown (5Y)Largest decline over 5 years | -75.42% | -21.73% | -53.69% |
Max Drawdown (10Y)Largest decline over 10 years | -75.42% | -33.63% | -41.79% |
Current DrawdownCurrent decline from peak | -73.98% | -0.49% | -73.49% |
Average DrawdownAverage peak-to-trough decline | -20.74% | -4.20% | -16.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.37% | 1.55% | +26.82% |
Volatility
NKE.DE vs. EUNL.DE - Volatility Comparison
Nike Inc (NKE.DE) has a higher volatility of 10.05% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.73%. This indicates that NKE.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
| NKE.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 2.73% | +7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.73% | 7.91% | +16.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.62% | 11.10% | +22.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.74% | 14.15% | +18.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.00% | 15.11% | +15.89% |
Dividends
NKE.DE vs. EUNL.DE - Dividend Comparison
NKE.DE's dividend yield for the trailing twelve months is around 3.74%, while EUNL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
NKE.DE Nike Inc | 3.74% | 2.65% | 1.77% | 1.20% | 1.15% | 0.76% | 0.87% | 0.99% | 1.27% | 1.41% | 1.37% | 0.99% |
Frequently Asked Questions
NKE.DE and EUNL.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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