XD5E.DE vs. EUN5.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) are both exchange-traded funds - XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 1.02%/yr for EUN5.DE. At a 0.20 correlation, their price movements are largely independent. XD5E.DE charges 0.12%/yr vs 0.20%/yr for EUN5.DE.
Performance
XD5E.DE vs. EUN5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly higher than EUN5.DE's 0.53% return. Over the past 10 years, XD5E.DE has outperformed EUN5.DE with an annualized return of 10.03%, while EUN5.DE has yielded a comparatively lower 1.02% annualized return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.36%
- YTD
- 0.53%
- 6M
- 0.49%
- 1Y
- 2.22%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
XD5E.DE vs. EUN5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 0.53% | 3.02% | 4.38% | 7.49% | -13.40% | -1.05% | 2.58% | 6.31% | -1.47% | 2.15% |
Correlation
The correlation between XD5E.DE and EUN5.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.20 |
Over the past year, XD5E.DE and EUN5.DE have become more correlated (0.50) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
XD5E.DE vs. EUN5.DE — Risk / Return Rank
XD5E.DE
EUN5.DE
XD5E.DE vs. EUN5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.
| XD5E.DE | EUN5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.69 | +1.06 |
| Martin ratioReturn relative to average drawdown | 6.40 | 2.40 | +4.00 |
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
| XD5E.DE | EUN5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.57 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.01 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.22 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Drawdowns
XD5E.DE vs. EUN5.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than EUN5.DE's maximum drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and EUN5.DE.
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Drawdown Indicators
| XD5E.DE | EUN5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -17.31% | -20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -2.71% | -7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -2.71% | -12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -17.31% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -17.31% | -20.73% |
Current DrawdownCurrent decline from peak | -0.44% | -1.08% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -3.15% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 0.78% | +2.04% |
Volatility
XD5E.DE vs. EUN5.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) at 1.08%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier than EUN5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XD5E.DE | EUN5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 1.08% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 2.86% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 3.27% | +11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 4.49% | +11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 4.55% | +12.48% |
XD5E.DE vs. EUN5.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than EUN5.DE's 0.20% 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
XD5E.DE vs. EUN5.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, less than EUN5.DE's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.33% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
XD5E.DE and EUN5.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EUN5.DE.
XD5E.DE is categorized as Europe Equities, while EUN5.DE is European Corporate Bonds. XD5E.DE tracks MSCI EMU NR EUR, while EUN5.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.20% for EUN5.DE.
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