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YCSH.DE vs. EUNA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YCSH.DE vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Cash UCITS ETF EUR Acc (YCSH.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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YCSH.DE vs. EUNA.DE - Yearly Performance Comparison


2026 (YTD)20252024
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.49%2.26%0.27%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.50%2.79%-0.47%

Returns By Period

In the year-to-date period, YCSH.DE achieves a 0.49% return, which is significantly higher than EUNA.DE's -0.50% return.


YCSH.DE

1D
0.02%
1M
0.16%
YTD
0.49%
6M
0.99%
1Y
2.05%
3Y*
5Y*
10Y*

EUNA.DE

1D
0.51%
1M
-1.38%
YTD
-0.50%
6M
0.00%
1Y
1.34%
3Y*
2.07%
5Y*
-1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YCSH.DE vs. EUNA.DE - Expense Ratio Comparison

Both YCSH.DE and EUNA.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

YCSH.DE vs. EUNA.DE — Risk / Return Rank

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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 2121
Overall Rank
EUNA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 2121
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.

YCSH.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Cash UCITS ETF EUR Acc (YCSH.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.


YCSH.DEEUNA.DEDifference

Sharpe ratio

Return per unit of total volatility

13.05

0.37

+12.68

Sortino ratio

Return per unit of downside risk

30.51

0.53

+29.97

Omega ratio

Gain probability vs. loss probability

9.76

1.07

+8.69

Calmar ratio

Return relative to maximum drawdown

53.39

0.52

+52.88

Martin ratio

Return relative to average drawdown

416.15

1.37

+414.78

YCSH.DE vs. EUNA.DE - Sharpe Ratio Comparison

The current YCSH.DE Sharpe Ratio is 13.05, which is higher than the EUNA.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of YCSH.DE and EUNA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YCSH.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.05

0.37

+12.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

11.08

-0.05

+11.13

Correlation

The correlation between YCSH.DE and EUNA.DE is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YCSH.DE vs. EUNA.DE - Dividend Comparison

Neither YCSH.DE nor EUNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCSH.DE vs. EUNA.DE - Drawdown Comparison

The maximum YCSH.DE drawdown since its inception was -0.07%, smaller than the maximum EUNA.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for YCSH.DE and EUNA.DE.


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Drawdown Indicators


YCSH.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-17.79%

+17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-2.57%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

Current Drawdown

Current decline from peak

0.00%

-8.69%

+8.69%

Average Drawdown

Average peak-to-trough decline

0.00%

-6.72%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.97%

-0.97%

Volatility

YCSH.DE vs. EUNA.DE - Volatility Comparison

The current volatility for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) is 0.05%, while iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) has a volatility of 1.74%. This indicates that YCSH.DE experiences smaller price fluctuations and is considered to be less risky 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


YCSH.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

1.74%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.08%

2.38%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.16%

3.60%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.20%

4.58%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.20%

4.27%

-4.07%