XD5E.DE vs. EUNH.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and EUNH.DE (iShares Core Euro Government Bond UCITS ETF (Dist)) are both exchange-traded funds - XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while EUNH.DE is a European Government Bonds fund tracking the Bloomberg Euro Aggregate Treasury. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs -0.32%/yr for EUNH.DE. At a 0.06 correlation, their price movements are largely independent. XD5E.DE charges 0.12%/yr vs 0.07%/yr for EUNH.DE.
Performance
XD5E.DE vs. EUNH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly higher than EUNH.DE's -0.06% return. Over the past 10 years, XD5E.DE has outperformed EUNH.DE with an annualized return of 10.03%, while EUNH.DE has yielded a comparatively lower -0.32% 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%
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%
XD5E.DE vs. EUNH.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% |
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 XD5E.DE and EUNH.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.06 |
Over the past year, XD5E.DE and EUNH.DE have become more correlated (0.40) than their long-term average of 0.06, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XD5E.DE vs. EUNH.DE — Risk / Return Rank
XD5E.DE
EUNH.DE
XD5E.DE vs. EUNH.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 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.
| XD5E.DE | EUNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.03 | +1.78 |
| Martin ratioReturn relative to average drawdown | 6.40 | -0.08 | +6.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XD5E.DE | EUNH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | -0.02 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.35 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | -0.06 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.25 | +0.30 |
Drawdowns
XD5E.DE vs. EUNH.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than EUNH.DE's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and EUNH.DE.
Loading charts...
Drawdown Indicators
| XD5E.DE | EUNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -22.43% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -3.48% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -4.10% | -11.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -21.53% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -22.43% | -15.61% |
Current DrawdownCurrent decline from peak | -0.44% | -14.10% | +13.66% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.97% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.35% | +1.47% |
Volatility
XD5E.DE vs. EUNH.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) at 1.72%. This indicates that XD5E.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.
Loading charts...
Volatility by Period
| XD5E.DE | EUNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 1.72% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 3.70% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 4.37% | +10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 6.34% | +9.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 5.52% | +11.51% |
XD5E.DE vs. EUNH.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% 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
XD5E.DE vs. EUNH.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, less than EUNH.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 EUNH.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.12% for XD5E.DE.
XD5E.DE is categorized as Europe Equities, while EUNH.DE is European Government Bonds. XD5E.DE tracks MSCI EMU NR EUR, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.07% for EUNH.DE.
Find the right allocation for XD5E.DE and EUNH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer