SXRW.DE vs. EUNA.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, 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, SXRW.DE returned 11.57%/yr vs -1.29%/yr for EUNA.DE. At a 0.02 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.10%/yr for EUNA.DE.
Performance
SXRW.DE vs. EUNA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than EUNA.DE's -0.46% return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
EUNA.DE
- 1D
- 0.22%
- 1M
- -0.12%
- YTD
- -0.46%
- 6M
- -0.07%
- 1Y
- 1.32%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
SXRW.DE vs. EUNA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 2.07% |
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 SXRW.DE and EUNA.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.02 |
Over the past year, SXRW.DE and EUNA.DE have become more correlated (0.34) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
SXRW.DE vs. EUNA.DE — Risk / Return Rank
SXRW.DE
EUNA.DE
SXRW.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | EUNA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.43 | +1.87 |
| Martin ratioReturn relative to average drawdown | 8.40 | 1.18 | +7.22 |
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
| SXRW.DE | EUNA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.34 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.28 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.05 | +0.56 |
Drawdowns
SXRW.DE vs. EUNA.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and EUNA.DE.
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Drawdown Indicators
| SXRW.DE | EUNA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -17.79% | -22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -2.75% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -4.02% | -12.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -17.03% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -8.66% | +5.91% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -6.76% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 0.99% | +1.18% |
Volatility
SXRW.DE vs. EUNA.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.35%. This indicates that SXRW.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
| SXRW.DE | EUNA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 1.35% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 2.82% | +7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 3.46% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 4.64% | +9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 4.27% | +12.66% |
SXRW.DE vs. EUNA.DE - Expense Ratio Comparison
SXRW.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
SXRW.DE vs. EUNA.DE - Dividend Comparison
Neither SXRW.DE nor EUNA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and EUNA.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for EUNA.DE.
SXRW.DE is categorized as Europe Equities, while EUNA.DE is Global Bonds. SXRW.DE tracks FTSE 100, while EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged). Their fees differ too: 0.07% for SXRW.DE and 0.10% for EUNA.DE.
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