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S6DW.DE vs. EUNA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6DW.DE vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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, S6DW.DE achieves a 10.73% return, which is significantly higher than EUNA.DE's -0.46% return.


S6DW.DE

1D
-0.04%
1M
3.95%
YTD
10.73%
6M
10.58%
1Y
23.93%
3Y*
18.05%
5Y*
13.09%
10Y*

EUNA.DE

1D
0.22%
1M
-0.12%
YTD
-0.46%
6M
-0.07%
1Y
1.32%
3Y*
2.28%
5Y*
-1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6DW.DE vs. EUNA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
10.73%7.69%27.33%22.28%-15.33%32.91%6.70%31.31%-6.30%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.46%2.79%1.60%4.36%-13.52%-2.37%3.70%5.06%1.21%

Correlation

The correlation between S6DW.DE and EUNA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.15

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.01

Over the past year, S6DW.DE and EUNA.DE have become more correlated (0.28) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

S6DW.DE vs. EUNA.DE — Risk / Return Rank

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

S6DW.DE
S6DW.DE Risk / Return Rank: 6363
Overall Rank
S6DW.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
S6DW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
S6DW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
S6DW.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
S6DW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 1414
Overall Rank
EUNA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1515
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.

S6DW.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.


S6DW.DEEUNA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.37

1.06

+0.31

Calmar ratioReturn relative to maximum drawdown

3.09

0.43

+2.67

Martin ratioReturn relative to average drawdown

12.18

1.18

+10.99

S6DW.DE vs. EUNA.DE - Sharpe Ratio Comparison

The current S6DW.DE Sharpe Ratio is 2.01, which is higher than the EUNA.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of S6DW.DE and EUNA.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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Sharpe Ratios by Period


S6DW.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.34

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

-0.28

+1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.05

+0.91

Drawdowns

S6DW.DE vs. EUNA.DE - Drawdown Comparison

The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and EUNA.DE.


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Drawdown Indicators


S6DW.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-17.79%

-15.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-2.75%

-4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-4.02%

-18.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-17.03%

-5.27%

Current Drawdown

Current decline from peak

-0.44%

-8.66%

+8.22%

Average Drawdown

Average peak-to-trough decline

-4.67%

-6.76%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

0.99%

+0.98%

Volatility

S6DW.DE vs. EUNA.DE - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) has a higher volatility of 2.85% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.35%. This indicates that S6DW.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S6DW.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

1.35%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

2.82%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

3.46%

+8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

4.64%

+9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

4.27%

+12.10%

S6DW.DE vs. EUNA.DE - Expense Ratio Comparison

S6DW.DE has a 0.20% expense ratio, which is higher than EUNA.DE's 0.10% 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

S6DW.DE vs. EUNA.DE - Dividend Comparison

S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while EUNA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
0.87%0.96%1.18%1.31%1.59%1.01%1.15%1.56%0.18%

Frequently Asked Questions


S6DW.DE and EUNA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for S6DW.DE.

S6DW.DE is categorized as Global Equities, while EUNA.DE is Global Bonds. S6DW.DE tracks MSCI World ESG Screened, while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). Their fees differ too: 0.20% for S6DW.DE and 0.10% for EUNA.DE.

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