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iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) Sharpe Ratio: 0.53

ETF · Currency in EUR · Last updated Jul 18, 2026

The ETF aims to mirror the performance of the ICE U.S. Treasury 20+ Years Bond Index, offering investors a total return encompassing capital and income returns.

IS04.DE's Sharpe Ratio of 0.53 indicates that for each unit of volatility, it generates 0.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IS04.DE Sharpe Ratio Rank

IS04.DE Sharpe Ratio Rank: 19.520
Concerning

IS04.DE ranks above 19.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

IS04.DE Sharpe Ratio Market Positioning

The chart shows IS04.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.68 or lower
  • Yellow zone (middle 50%): 0.68 to 1.80
  • Green zone (top 25%): 1.80 or higher
  • Top 1%: 6.38+
  • Median: 1.32 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares USD Treasury Bond 20+yr UCITS ETF (Dist)'s Sharpe Ratio with other ETFs in the Government Bonds, Long-Term Bond category across multiple time periods, showing how IS04.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
18M1.DEAmundi Euro Government Bond 0-6 M UCITS ETF (Acc)5.26
EXVM.DEiShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)3.11
T1EU.DEInvesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc1.20
SXRL.DEiShares USD Treasury Bond 3-7yr UCITS ETF (Acc)1.05
XCS2.DEXtrackers II Australia Government Bond UCITS ETF (Acc)1.05
SYB5.DEState Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)0.95
IUSM.DEiShares USD Treasury Bond 7-10yr UCITS ETF (Dist)0.91
SPP7.DESPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF0.91
MDBA.DEUBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc0.91
XUTD.DEXtrackers II US Treasuries UCITS ETF 1D0.91
IS04.DEiShares USD Treasury Bond 20+yr UCITS ETF (Dist)0.53

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How to choose period

Historical Sharpe Ratio

The chart shows IS04.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IS04.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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