SXR4.DE vs. EUNA.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged). Both are passively managed. Over the past 5 years, SXR4.DE returned 14.32%/yr vs -1.29%/yr for EUNA.DE. At a correlation of -0.00, they often move in opposite directions. SXR4.DE charges 0.07%/yr vs 0.10%/yr for EUNA.DE.
Performance
SXR4.DE vs. EUNA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly higher than EUNA.DE's -0.46% return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
EUNA.DE
- 1D
- 0.22%
- 1M
- -0.12%
- YTD
- -0.46%
- 6M
- -0.07%
- 1Y
- 1.32%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
SXR4.DE vs. EUNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | -0.57% |
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% | -1.17% | -0.54% |
Correlation
The correlation between SXR4.DE and EUNA.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | -0.00 |
The correlation between SXR4.DE and EUNA.DE shifts across timeframes, from -0.00 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXR4.DE vs. EUNA.DE — Risk / Return Rank
SXR4.DE
EUNA.DE
SXR4.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| SXR4.DE | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.06 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 0.43 | +2.99 |
| Martin ratioReturn relative to average drawdown | 11.92 | 1.18 | +10.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXR4.DE | EUNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.34 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | -0.28 | +1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | -0.05 | +0.83 |
Drawdowns
SXR4.DE vs. EUNA.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, 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 SXR4.DE and EUNA.DE.
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Drawdown Indicators
| SXR4.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -17.79% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -2.75% | -4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -4.02% | -19.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -17.03% | -6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -8.66% | +8.26% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -6.76% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 0.99% | +1.12% |
Volatility
SXR4.DE vs. EUNA.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) has a higher volatility of 2.73% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.35%. This indicates that SXR4.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
| SXR4.DE | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 1.35% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 2.82% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 3.46% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 4.64% | +10.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 4.27% | +11.96% |
SXR4.DE vs. EUNA.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than EUNA.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXR4.DE vs. EUNA.DE - Dividend Comparison
Neither SXR4.DE nor EUNA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and EUNA.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for EUNA.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while EUNA.DE is Global Bonds. SXR4.DE tracks MSCI USA, while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). Their fees differ too: 0.07% for SXR4.DE and 0.10% for EUNA.DE.
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