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3SUD.DE vs. ENDH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUD.DE vs. ENDH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3SUD.DE achieves a 0.90% return, which is significantly higher than ENDH.DE's -0.08% return.


3SUD.DE

1D
0.21%
1M
0.89%
YTD
0.90%
6M
1.29%
1Y
8.95%
3Y*
7.55%
5Y*
-0.28%
10Y*

ENDH.DE

1D
0.37%
1M
-1.14%
YTD
-0.08%
6M
0.41%
1Y
3.85%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUD.DE vs. ENDH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-4.34%
ENDH.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc
-0.08%7.89%6.59%5.41%-2.17%

Correlation

The correlation between 3SUD.DE and ENDH.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 12, 2022

0.77

The correlation between 3SUD.DE and ENDH.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.

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Return for Risk

3SUD.DE vs. ENDH.DE — Risk / Return Rank

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

3SUD.DE
3SUD.DE Risk / Return Rank: 4949
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

ENDH.DE
ENDH.DE Risk / Return Rank: 3232
Overall Rank
ENDH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 4141
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.

3SUD.DE vs. ENDH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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.


3SUD.DEENDH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratioReturn relative to maximum drawdown

1.93

1.73

+0.20

Martin ratioReturn relative to average drawdown

7.66

6.28

+1.38

3SUD.DE vs. ENDH.DE - Sharpe Ratio Comparison

The current 3SUD.DE Sharpe Ratio is 1.65, which is higher than the ENDH.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of 3SUD.DE and ENDH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


3SUD.DEENDH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.92

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.86

-0.79

Drawdowns

3SUD.DE vs. ENDH.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, which is greater than ENDH.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and ENDH.DE.


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Drawdown Indicators


3SUD.DEENDH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-6.78%

-24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-2.21%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.82%

-2.71%

-5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

Current Drawdown

Current decline from peak

-3.78%

-1.33%

-2.45%

Average Drawdown

Average peak-to-trough decline

-11.11%

-1.11%

-10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.61%

+0.56%

Volatility

3SUD.DE vs. ENDH.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 1.89%, while L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a volatility of 2.69%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky than ENDH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SUD.DEENDH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.69%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

3.74%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

4.17%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

4.89%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

4.89%

+5.55%

3SUD.DE vs. ENDH.DE - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than ENDH.DE's 0.28% expense ratio.


Dividends

3SUD.DE vs. ENDH.DE - Dividend Comparison

Neither 3SUD.DE nor ENDH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3SUD.DE and ENDH.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENDH.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENDH.DE is cheaper with a 0.28% expense ratio, compared with 0.50% for 3SUD.DE.

3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged). They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.50% for 3SUD.DE and 0.28% for ENDH.DE.

Portfolio Optimizer

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