SXRQ.DE vs. EUN2.DE
SXRQ.DE (iShares Euro Government Bond 7-10yr UCITS ETF (Acc)) and EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) are both exchange-traded funds - SXRQ.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 10, while EUN2.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXRQ.DE returned -0.18%/yr vs 10.53%/yr for EUN2.DE. At a 0.04 correlation, their price movements are largely independent. SXRQ.DE charges 0.15%/yr vs 0.10%/yr for EUN2.DE.
Performance
SXRQ.DE vs. EUN2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRQ.DE achieves a 0.06% return, which is significantly lower than EUN2.DE's 7.12% return. Over the past 10 years, SXRQ.DE has underperformed EUN2.DE with an annualized return of -0.18%, while EUN2.DE has yielded a comparatively higher 10.53% annualized return.
SXRQ.DE
- 1D
- 0.03%
- 1M
- 0.05%
- YTD
- 0.06%
- 6M
- 0.07%
- 1Y
- 0.71%
- 3Y*
- 2.62%
- 5Y*
- -2.34%
- 10Y*
- -0.18%
EUN2.DE
- 1D
- 0.76%
- 1M
- 1.87%
- YTD
- 7.12%
- 6M
- 8.50%
- 1Y
- 15.68%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
SXRQ.DE vs. EUN2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRQ.DE iShares Euro Government Bond 7-10yr UCITS ETF (Acc) | 0.06% | 1.69% | 0.90% | 8.71% | -19.90% | -3.09% | 4.11% | 6.70% | 1.22% | 0.85% |
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 7.12% | 22.24% | 10.97% | 22.70% | -8.84% | 23.49% | -3.00% | 30.05% | -12.00% | 10.20% |
Correlation
The correlation between SXRQ.DE and EUN2.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2009 | 0.04 |
Over the past year, SXRQ.DE and EUN2.DE have become more correlated (0.42) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
SXRQ.DE vs. EUN2.DE — Risk / Return Rank
SXRQ.DE
EUN2.DE
SXRQ.DE vs. EUN2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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.
| SXRQ.DE | EUN2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.43 | -1.39 |
| Martin ratioReturn relative to average drawdown | 0.10 | 4.86 | -4.76 |
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
| SXRQ.DE | EUN2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.99 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.65 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.57 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.17 | +0.24 |
Drawdowns
SXRQ.DE vs. EUN2.DE - Drawdown Comparison
The maximum SXRQ.DE drawdown since its inception was -23.28%, smaller than the maximum EUN2.DE drawdown of -65.11%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and EUN2.DE.
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Drawdown Indicators
| SXRQ.DE | EUN2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.28% | -65.11% | +41.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -10.98% | +6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -4.53% | -16.46% | +11.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.30% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -23.28% | -38.35% | +15.07% |
Current DrawdownCurrent decline from peak | -13.74% | -0.57% | -13.17% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -19.35% | +13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 3.24% | -1.69% |
Volatility
SXRQ.DE vs. EUN2.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) is 1.84%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a volatility of 4.96%. This indicates that SXRQ.DE experiences smaller price fluctuations and is considered to be less risky than EUN2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRQ.DE | EUN2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 4.96% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 12.88% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.00% | 15.93% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 17.46% | -10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 18.23% | -12.26% |
SXRQ.DE vs. EUN2.DE - Expense Ratio Comparison
SXRQ.DE has a 0.15% expense ratio, which is higher than EUN2.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
SXRQ.DE vs. EUN2.DE - Dividend Comparison
SXRQ.DE has not paid dividends to shareholders, while EUN2.DE's dividend yield for the trailing twelve months is around 2.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.55% | 2.51% | 3.02% | 3.02% | 2.92% | 2.05% | 2.15% | 3.02% | 3.70% | 2.85% | 3.38% | 2.93% |
SXRQ.DE iShares Euro Government Bond 7-10yr 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
SXRQ.DE and EUN2.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN2.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SXRQ.DE.
SXRQ.DE is categorized as European Government Bonds, while EUN2.DE is Europe Equities. SXRQ.DE tracks Bloomberg Euro Government Bond 10, while EUN2.DE tracks EURO STOXX® 50. Their fees differ too: 0.15% for SXRQ.DE and 0.10% for EUN2.DE.
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