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SEC0.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEC0.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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

In the year-to-date period, SEC0.DE achieves a 98.10% return, which is significantly higher than EUNL.DE's 10.86% return.


SEC0.DE

1D
-2.85%
1M
23.18%
YTD
98.10%
6M
100.19%
1Y
192.28%
3Y*
56.37%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.11%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%9.44%

Correlation

The correlation between SEC0.DE and EUNL.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.76

The correlation between SEC0.DE and EUNL.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

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Return for Risk

SEC0.DE vs. EUNL.DE — Risk / Return Rank

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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

SEC0.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.


SEC0.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.77

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.75

1.40

+0.35

Calmar ratioReturn relative to maximum drawdown

14.81

3.64

+11.16

Martin ratioReturn relative to average drawdown

52.61

14.52

+38.10

SEC0.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is higher than the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SEC0.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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Sharpe Ratios by Period


SEC0.DEEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

2.12

+3.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.82

+0.35

Drawdowns

SEC0.DE vs. EUNL.DE - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, 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 SEC0.DE and EUNL.DE.


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Drawdown Indicators


SEC0.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-33.63%

-5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-6.50%

-6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-21.73%

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-2.85%

-0.31%

-2.54%

Average Drawdown

Average peak-to-trough decline

-11.85%

-4.25%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

1.64%

+2.00%

Volatility

SEC0.DE vs. EUNL.DE - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that SEC0.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


SEC0.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

2.62%

+10.51%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

7.72%

+17.42%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

11.16%

+21.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

14.17%

+15.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

15.17%

+14.78%

SEC0.DE vs. EUNL.DE - Expense Ratio Comparison

SEC0.DE has a 0.35% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Dividends

SEC0.DE vs. EUNL.DE - Dividend Comparison

Neither SEC0.DE nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SEC0.DE and EUNL.DE have a correlation of 0.72, 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 0.35% for SEC0.DE.

SEC0.DE is categorized as Semiconductors, while EUNL.DE is Global Equities. SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.35% for SEC0.DE and 0.20% for EUNL.DE.

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