2B7S.DE vs. YCSH.DE
2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and YCSH.DE (iShares € Cash UCITS ETF EUR Acc) are both exchange-traded funds - 2B7S.DE is a Government Bonds fund tracking the ICE US Treasury 1-3 Year (EUR Hedged) Index, while YCSH.DE is a Money Market fund actively managed by iShares. 2B7S.DE is passively managed, while YCSH.DE is actively managed. Over the past year, 2B7S.DE returned 1.30% vs 1.99% for YCSH.DE. At a 0.05 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
2B7S.DE vs. YCSH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 2B7S.DE achieves a -0.08% return, which is significantly lower than YCSH.DE's 0.84% return.
2B7S.DE
- 1D
- 0.09%
- 1M
- -0.02%
- YTD
- -0.08%
- 6M
- -0.01%
- 1Y
- 1.30%
- 3Y*
- 2.30%
- 5Y*
- -0.00%
- 10Y*
- —
YCSH.DE
- 1D
- 0.01%
- 1M
- 0.19%
- YTD
- 0.84%
- 6M
- 1.00%
- 1Y
- 1.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7S.DE vs. YCSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | -0.08% | 2.92% | 0.18% |
YCSH.DE iShares € Cash UCITS ETF EUR Acc | 0.84% | 2.26% | 0.27% |
Correlation
The correlation between 2B7S.DE and YCSH.DE is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2024 | 0.05 |
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
2B7S.DE vs. YCSH.DE — Risk / Return Rank
2B7S.DE
YCSH.DE
2B7S.DE vs. YCSH.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 € Cash UCITS ETF EUR Acc (YCSH.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.
| 2B7S.DE | YCSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -16.42 | ||
| Sortino ratioReturn per unit of downside risk | -46.63 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 13.76 | -12.58 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 87.60 | -86.08 |
| Martin ratioReturn relative to average drawdown | 4.17 | 771.43 | -767.26 |
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
| 2B7S.DE | YCSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 17.42 | -16.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 11.33 | -11.33 |
Drawdowns
2B7S.DE vs. YCSH.DE - Drawdown Comparison
The maximum 2B7S.DE drawdown since its inception was -7.76%, which is greater than YCSH.DE's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and YCSH.DE.
Loading charts...
Drawdown Indicators
| 2B7S.DE | YCSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.76% | -0.07% | -7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.85% | -0.02% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -1.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -7.72% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | 0.00% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -0.00% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.00% | +0.31% |
Volatility
2B7S.DE vs. YCSH.DE - Volatility Comparison
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) has a higher volatility of 0.47% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 0.04%. This indicates that 2B7S.DE's price experiences larger fluctuations and is considered to be riskier than YCSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 2B7S.DE | YCSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 0.04% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 0.09% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.29% | 0.11% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 0.20% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.96% | 0.20% | +1.76% |
2B7S.DE vs. YCSH.DE - Expense Ratio Comparison
Both 2B7S.DE and YCSH.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%.
Dividends
2B7S.DE vs. YCSH.DE - Dividend Comparison
Neither 2B7S.DE nor YCSH.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7S.DE and YCSH.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
2B7S.DE and YCSH.DE have the same expense ratio: 0.10% per year.
2B7S.DE is categorized as Government Bonds, while YCSH.DE is Money Market.
Find the right allocation for 2B7S.DE and YCSH.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