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SXRP.DE vs. EUNH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRP.DE vs. EUNH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) and iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.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, SXRP.DE achieves a -0.09% return, which is significantly lower than EUNH.DE's -0.06% return. Over the past 10 years, SXRP.DE has outperformed EUNH.DE with an annualized return of 0.07%, while EUNH.DE has yielded a comparatively lower -0.32% annualized return.


SXRP.DE

1D
0.06%
1M
-0.06%
YTD
-0.09%
6M
-0.01%
1Y
0.74%
3Y*
2.82%
5Y*
-0.69%
10Y*
0.07%

EUNH.DE

1D
0.04%
1M
-0.08%
YTD
-0.06%
6M
0.09%
1Y
0.30%
3Y*
2.35%
5Y*
-2.27%
10Y*
-0.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRP.DE vs. EUNH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-0.09%2.47%2.09%5.92%-12.11%-1.59%1.82%2.83%0.15%0.10%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
-0.06%0.80%1.52%6.83%-18.32%-3.37%4.72%6.76%0.85%-0.13%

Correlation

The correlation between SXRP.DE and EUNH.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2009

0.88

The correlation between SXRP.DE and EUNH.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

SXRP.DE vs. EUNH.DE — Risk / Return Rank

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

SXRP.DE
SXRP.DE Risk / Return Rank: 1010
Overall Rank
SXRP.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SXRP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SXRP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SXRP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SXRP.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EUNH.DE
EUNH.DE Risk / Return Rank: 88
Overall Rank
EUNH.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 99
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.

SXRP.DE vs. EUNH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) and iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.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.


SXRP.DEEUNH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.14

-0.03

+0.17

Martin ratioReturn relative to average drawdown

0.41

-0.08

+0.49

SXRP.DE vs. EUNH.DE - Sharpe Ratio Comparison

The current SXRP.DE Sharpe Ratio is 0.13, which is higher than the EUNH.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SXRP.DE and EUNH.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


SXRP.DEEUNH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-0.02

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.35

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

-0.06

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.25

+0.23

Drawdowns

SXRP.DE vs. EUNH.DE - Drawdown Comparison

The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum EUNH.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and EUNH.DE.


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Drawdown Indicators


SXRP.DEEUNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.50%

-22.43%

+7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-3.48%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-4.10%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-21.53%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-14.50%

-22.43%

+7.93%

Current Drawdown

Current decline from peak

-4.47%

-14.10%

+9.63%

Average Drawdown

Average peak-to-trough decline

-2.87%

-5.97%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.35%

-0.35%

Volatility

SXRP.DE vs. EUNH.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) has a volatility of 1.72%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than EUNH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRP.DEEUNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.72%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.70%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

4.37%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

6.34%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.55%

5.52%

-1.97%

SXRP.DE vs. EUNH.DE - Expense Ratio Comparison

SXRP.DE has a 0.15% expense ratio, which is higher than EUNH.DE's 0.07% 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

SXRP.DE vs. EUNH.DE - Dividend Comparison

SXRP.DE has not paid dividends to shareholders, while EUNH.DE's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018201720162015
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
2.49%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (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%

Frequently Asked Questions


With a correlation of 0.91, SXRP.DE and EUNH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EUNH.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNH.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SXRP.DE.

SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. Their fees differ too: 0.15% for SXRP.DE and 0.07% for EUNH.DE.

Portfolio Optimizer

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