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

Performance

SXRQ.DE vs. EUNH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.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, SXRQ.DE achieves a 0.06% return, which is significantly higher than EUNH.DE's -0.06% return. Over the past 10 years, SXRQ.DE has outperformed EUNH.DE with an annualized return of -0.18%, while EUNH.DE has yielded a comparatively lower -0.32% 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%

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)

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


2026 (YTD)202520242023202220212020201920182017
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%
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 SXRQ.DE and EUNH.DE is 0.94, 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

0.94

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

0.96

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

0.97

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

0.96

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

0.92

The correlation between SXRQ.DE and EUNH.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

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

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

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
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.

SXRQ.DE vs. EUNH.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 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.


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

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

0.04

-0.03

+0.07

Martin ratioReturn relative to average drawdown

0.10

-0.08

+0.18

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

The current SXRQ.DE Sharpe Ratio is 0.03, which is higher than the EUNH.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SXRQ.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


SXRQ.DEEUNH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

-0.02

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.35

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.06

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.25

+0.16

Drawdowns

SXRQ.DE vs. EUNH.DE - Drawdown Comparison

The maximum SXRQ.DE drawdown since its inception was -23.28%, roughly equal to the maximum EUNH.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and EUNH.DE.


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Drawdown Indicators


SXRQ.DEEUNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-22.43%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-3.48%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.10%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-21.53%

-1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.28%

-22.43%

-0.85%

Current Drawdown

Current decline from peak

-13.74%

-14.10%

+0.36%

Average Drawdown

Average peak-to-trough decline

-5.76%

-5.97%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.35%

+0.20%

Volatility

SXRQ.DE vs. EUNH.DE - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) has a higher volatility of 1.84% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) at 1.72%. This indicates that SXRQ.DE's price experiences larger fluctuations and is considered to be riskier 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


SXRQ.DEEUNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.72%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

3.70%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

4.37%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

6.34%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

5.52%

+0.45%

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

SXRQ.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

SXRQ.DE vs. EUNH.DE - Dividend Comparison

SXRQ.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%
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


With a correlation of 0.94, SXRQ.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 SXRQ.DE.

SXRQ.DE tracks Bloomberg Euro Government Bond 10, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. Their fees differ too: 0.15% for SXRQ.DE and 0.07% for EUNH.DE.

Portfolio Optimizer

Find the right allocation for SXRQ.DE and EUNH.DE

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