SODJ.DE vs. EUNA.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF Hedged Euro (Accumulating)) are both exchange-traded funds - SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index, while EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond Index. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs -1.55%/yr for EUNA.DE. At a 0.09 correlation, their price movements are largely independent. SODJ.DE charges 0.15%/yr vs 0.10%/yr for EUNA.DE.
Performance
SODJ.DE vs. EUNA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than EUNA.DE's -0.81% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
EUNA.DE
- 1D
- 0.00%
- 1M
- -0.61%
- 6M
- -0.61%
- YTD
- -0.81%
- 1Y
- 1.24%
- 3Y*
- 2.20%
- 5Y*
- -1.55%
- 10Y*
- —
SODJ.DE vs. EUNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF Hedged Euro (Accumulating) | -0.81% | 2.91% | 1.48% | 4.41% | -13.52% | -2.42% | 3.86% | 5.07% | 1.23% |
Correlation
The correlation between SODJ.DE and EUNA.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.09 |
Over the past year, SODJ.DE and EUNA.DE have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
SODJ.DE vs. EUNA.DE — Risk / Return Rank
SODJ.DE
EUNA.DE
SODJ.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and iShares Core Global Aggregate Bond UCITS ETF Hedged Euro (Accumulating) (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.
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.
| SODJ.DE | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.06 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 0.44 | +3.21 |
| Martin ratioReturn relative to average drawdown | 11.99 | 1.13 | +10.86 |
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Drawdowns
SODJ.DE vs. EUNA.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, which is greater than EUNA.DE's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and EUNA.DE.
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Drawdown Indicators
| SODJ.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -17.81% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -2.80% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -4.11% | -13.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -17.04% | -2.22% |
Current DrawdownCurrent decline from peak | -3.76% | -8.91% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -6.72% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.09% | +2.14% |
Volatility
SODJ.DE vs. EUNA.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to iShares Core Global Aggregate Bond UCITS ETF Hedged Euro (Accumulating) (EUNA.DE) at 0.94%. This indicates that SODJ.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
| SODJ.DE | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 0.94% | +5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 2.89% | +13.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 3.76% | +16.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 4.84% | +12.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 4.44% | +13.78% |
SODJ.DE vs. EUNA.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% 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
SODJ.DE vs. EUNA.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while EUNA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF Hedged Euro (Accumulating) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
SODJ.DE and EUNA.DE have a correlation of 0.32, 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 0.15% for SODJ.DE.
SODJ.DE is categorized as Japan Equities, while EUNA.DE is Global Bonds. SODJ.DE tracks MSCI Japan Screened Index, while EUNA.DE tracks Bloomberg Global Aggregate Bond Index. Their fees differ too: 0.15% for SODJ.DE and 0.10% for EUNA.DE.
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