2B7S.DE vs. IUSM.DE
2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both Government Bonds funds from iShares - 2B7S.DE tracks the ICE US Treasury 1-3 Year (EUR Hedged) Index while IUSM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 5 years, 2B7S.DE returned 0.04%/yr vs 0.13%/yr for IUSM.DE. At a 0.32 correlation, their price movements are largely independent. 2B7S.DE charges 0.10%/yr vs 0.07%/yr for IUSM.DE.
Performance
2B7S.DE vs. IUSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7S.DE achieves a -0.20% return, which is significantly lower than IUSM.DE's 3.43% return.
2B7S.DE
- 1D
- 0.20%
- 1M
- 0.20%
- YTD
- -0.20%
- 6M
- 0.00%
- 1Y
- 0.99%
- 3Y*
- 2.41%
- 5Y*
- 0.04%
- 10Y*
- —
IUSM.DE
- 1D
- -0.08%
- 1M
- 3.24%
- YTD
- 3.43%
- 6M
- 3.92%
- 1Y
- 6.04%
- 3Y*
- 1.53%
- 5Y*
- 0.13%
- 10Y*
- 0.29%
2B7S.DE vs. IUSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | -0.20% | 3.04% | 2.49% | 1.90% | -5.78% | -1.18% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.43% | -3.56% | 5.27% | 0.00% | -9.60% | 6.05% |
Correlation
The correlation between 2B7S.DE and IUSM.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.32 |
Over the past year, the correlation between 2B7S.DE and IUSM.DE has dropped to 0.09 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
2B7S.DE vs. IUSM.DE — Risk / Return Rank
2B7S.DE
IUSM.DE
2B7S.DE vs. IUSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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.
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.
| 2B7S.DE | IUSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.35 | -0.34 |
| Martin ratioReturn relative to average drawdown | 2.55 | 3.48 | -0.93 |
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Drawdowns
2B7S.DE vs. IUSM.DE - Drawdown Comparison
The maximum 2B7S.DE drawdown since its inception was -7.68%, smaller than the maximum IUSM.DE drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and IUSM.DE.
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Drawdown Indicators
| 2B7S.DE | IUSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.68% | -21.00% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -0.98% | -4.45% | +3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -1.03% | -10.66% | +9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -7.50% | -15.56% | +8.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.00% | — |
Current DrawdownCurrent decline from peak | -0.59% | -13.51% | +12.92% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -9.60% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.73% | -1.34% |
Volatility
2B7S.DE vs. IUSM.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.64%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a volatility of 1.43%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than IUSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7S.DE | IUSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.43% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 4.10% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.50% | 5.78% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.51% | 8.96% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 8.21% | -5.76% |
2B7S.DE vs. IUSM.DE - Expense Ratio Comparison
2B7S.DE has a 0.10% expense ratio, which is higher than IUSM.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
2B7S.DE vs. IUSM.DE - Dividend Comparison
2B7S.DE has not paid dividends to shareholders, while IUSM.DE's dividend yield for the trailing twelve months is around 4.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 4.20% | 4.25% | 3.91% | 3.15% | 2.01% | 1.12% | 1.71% | 2.49% | 2.39% | 2.07% | 1.85% | 2.03% |
Frequently Asked Questions
2B7S.DE and IUSM.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSM.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for 2B7S.DE.
2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while IUSM.DE tracks ICE US Treasury 7-10 Year. Their fees differ too: 0.10% for 2B7S.DE and 0.07% for IUSM.DE.
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