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3SUD.DE vs. IS02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUD.DE vs. IS02.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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 lower than IS02.DE's 2.97% return.


3SUD.DE

1D
0.21%
1M
-0.03%
YTD
0.90%
6M
1.33%
1Y
9.11%
3Y*
7.55%
5Y*
-0.28%
10Y*

IS02.DE

1D
0.11%
1M
1.39%
YTD
2.97%
6M
2.43%
1Y
9.76%
3Y*
6.78%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUD.DE vs. IS02.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-20.75%-3.48%3.25%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
2.97%1.10%11.83%6.71%-13.12%5.72%0.08%

Correlation

The correlation between 3SUD.DE and IS02.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2020

0.55

The correlation between 3SUD.DE and IS02.DE shifts across timeframes, from 0.40 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

3SUD.DE vs. IS02.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

IS02.DE
IS02.DE Risk / Return Rank: 5252
Overall Rank
IS02.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 4848
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 5353
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. IS02.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.DEIS02.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

1.93

3.11

-1.18

Martin ratioReturn relative to average drawdown

7.66

8.98

-1.32

3SUD.DE vs. IS02.DE - Sharpe Ratio Comparison

The current 3SUD.DE Sharpe Ratio is 1.65, which is comparable to the IS02.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of 3SUD.DE and IS02.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.DEIS02.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.57

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.33

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.27

-0.20

Drawdowns

3SUD.DE vs. IS02.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and IS02.DE.


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Drawdown Indicators


3SUD.DEIS02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-16.21%

-14.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-3.00%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.82%

-12.85%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-16.21%

-14.36%

Current Drawdown

Current decline from peak

-3.78%

0.00%

-3.78%

Average Drawdown

Average peak-to-trough decline

-11.11%

-5.92%

-5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.04%

+0.13%

Volatility

3SUD.DE vs. IS02.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) has a higher volatility of 1.89% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.19%. This indicates that 3SUD.DE's price experiences larger fluctuations and is considered to be riskier than IS02.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.DEIS02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.19%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

3.97%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

5.94%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.53%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

8.34%

+2.10%

3SUD.DE vs. IS02.DE - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than IS02.DE's 0.45% expense ratio.


Dividends

3SUD.DE vs. IS02.DE - Dividend Comparison

Neither 3SUD.DE nor IS02.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3SUD.DE and IS02.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS02.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS02.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for 3SUD.DE.

3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while IS02.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.50% for 3SUD.DE and 0.45% for IS02.DE.

Portfolio Optimizer

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