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Issuer
iShares
Inception Date
Oct 5, 2021
Leveraged
1x (No leverage)
Index Tracked
Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

IU0E.DE Performance Chart

iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) is up 0.6% since the beginning of the year. IU0E.DE is currently trading at €5 per share. Investors who bought €1,000 worth of IU0E.DE shares 5 years ago would now be looking at an investment worth €1,053.


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S&P 500 Index

Returns By Period

iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) has returned 0.56% so far this year and 1.88% over the past 12 months.


iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)

1D
0.00%
1M
0.18%
6M
0.56%
YTD
0.56%
1Y
1.88%
3Y*
3.34%
5Y*
1.03%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU0E.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 9, 2019, IU0E.DE's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.

Historically, 48% of months were positive and 52% were negative. The best month was Apr 2020 with a return of +2.6%, while the worst month was Mar 2020 at -2.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IU0E.DE closed higher 19% of trading days. The best single day was Mar 23, 2020 with a return of +3.0%, while the worst single day was Mar 18, 2020 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.37%0.18%-0.74%0.56%0.00%-0.00%0.18%0.56%
20250.19%0.57%0.19%0.38%0.00%0.38%0.00%0.56%0.19%0.00%0.56%0.00%3.05%
20240.20%-0.20%0.40%-0.20%0.59%0.39%0.78%0.78%0.58%-0.19%0.00%0.38%3.56%
20230.61%-0.61%0.41%0.41%-0.20%-0.20%0.41%0.20%0.00%0.00%1.01%1.20%3.27%
2022-0.78%-0.59%-0.79%-0.80%0.40%-1.00%0.61%-0.60%-1.21%-0.41%0.62%0.20%-4.30%
20210.00%-0.00%-0.19%0.00%0.00%-0.00%-0.00%-0.00%-0.19%-0.39%-0.19%0.00%-0.97%

Benchmark Metrics

iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) has an annualized alpha of 0.76%, beta of 0.03, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since January 09, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (4.34%) than losses (3.68%) - typical of diversified or defensive assets.
  • Beta of 0.03 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.76%
Beta
0.03
0.03
Upside Capture
4.34%
Downside Capture
3.68%

Expense Ratio

IU0E.DE has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

IU0E.DE ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IU0E.DE Risk / Return Rank: 4242
Overall Rank
IU0E.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 5454
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) and compare them to S&P 500 Index.

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.


IU0E.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

2.54

3.18

-0.65

Martin ratioReturn relative to average drawdown

7.73

11.76

-4.03

Dividends

Dividend History


iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) was 8.40%, occurring on Mar 20, 2020. Recovery took 15 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-8.40%Mar 2020
11d25d
1mo 6dMar 2020 - Apr 2020
Bear market2022
-6.55%Oct 2022
2y 2mo1y 10mo
4y 16dAug 2020 - Aug 2024
COVID crash2020
-1.35%Apr 2020
6d1mo 15d
1mo 21dApr 2020 - Jun 2020
2025 selloff2025
-0.75%Apr 2025
7d17d
24dApr 2025 - Apr 2025
2026 pullback2026
-0.74%Mar 2026
1mo
4mo 23dFeb 2026 - now

Drawdown Indicators


IU0E.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-51.62%

+43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.74%

-7.57%

+6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-0.75%

-23.99%

+23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-6.01%

-23.99%

+17.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-1.61%

-9.08%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

2.04%

-1.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IU0E.DE

Add iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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