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XAGG.TO vs. EUNX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAGG.TO vs. EUNX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAGG.TO is traded in CAD, while EUNX.DE is traded in EUR. To make them comparable, the EUNX.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XAGG.TO having a 2.48% return and EUNX.DE slightly higher at 2.56%.


XAGG.TO

1D
0.03%
1M
-0.68%
6M
0.83%
YTD
2.48%
1Y
6.31%
3Y*
5.35%
5Y*
10Y*

EUNX.DE

1D
0.08%
1M
0.42%
6M
0.85%
YTD
2.56%
1Y
6.51%
3Y*
5.64%
5Y*
1.84%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGG.TO vs. EUNX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
2.48%1.66%10.15%1.14%-6.66%1.36%
EUNX.DE
iShares US Aggregate Bond UCITS ETF USD (Dist)
2.56%2.18%9.72%2.03%-7.31%0.59%

Correlation

The correlation between XAGG.TO and EUNX.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.23

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Return for Risk

XAGG.TO vs. EUNX.DE — Risk / Return Rank

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

XAGG.TO
XAGG.TO Risk / Return Rank: 4444
Overall Rank
XAGG.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 3232
Martin Ratio Rank

EUNX.DE
EUNX.DE Risk / Return Rank: 3636
Overall Rank
EUNX.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUNX.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUNX.DE Omega Ratio Rank: 3434
Omega Ratio Rank
EUNX.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
EUNX.DE Martin Ratio Rank: 3636
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.

XAGG.TO vs. EUNX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XAGG.TOEUNX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.27

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

1.59

1.40

+0.20

Martin ratioReturn relative to average drawdown

3.58

3.25

+0.33

XAGG.TO vs. EUNX.DE - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 1.26, which is higher than the EUNX.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XAGG.TO and EUNX.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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Drawdowns

XAGG.TO vs. EUNX.DE - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.65%, smaller than the maximum EUNX.DE drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and EUNX.DE.


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Drawdown Indicators


XAGG.TOEUNX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-20.53%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-4.64%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.64%

-7.85%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.51%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-2.01%

-2.26%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.22%

-6.88%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.00%

-0.08%

Volatility

XAGG.TO vs. EUNX.DE - Volatility Comparison

iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and iShares US Aggregate Bond UCITS ETF USD (Dist) (EUNX.DE) have volatilities of 1.46% and 1.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TOEUNX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.46%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

5.19%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

7.04%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

9.68%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

9.46%

-2.43%

XAGG.TO vs. EUNX.DE - Expense Ratio Comparison

XAGG.TO has a 0.10% expense ratio, which is lower than EUNX.DE's 0.25% 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

XAGG.TO vs. EUNX.DE - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 4.10%, more than EUNX.DE's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNX.DE
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.84%3.84%3.54%3.08%2.18%1.65%2.24%2.67%2.43%2.16%1.63%1.60%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
4.10%3.87%3.07%2.59%1.67%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAGG.TO and EUNX.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAGG.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAGG.TO is cheaper with a 0.10% expense ratio, compared with 0.25% for EUNX.DE.

Both ETFs track Bloomberg US Aggregate Bond Index. Their fees differ too: 0.10% for XAGG.TO and 0.25% for EUNX.DE.

Portfolio Optimizer

Find the right allocation for XAGG.TO and EUNX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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