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EUED.DE vs. IS3L.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUED.DE vs. IS3L.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.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, EUED.DE achieves a 1.15% return, which is significantly lower than IS3L.DE's 4.85% return.


EUED.DE

1D
0.00%
1M
0.37%
6M
1.15%
YTD
1.15%
1Y
2.18%
3Y*
3.35%
5Y*
2.15%
10Y*

IS3L.DE

1D
0.07%
1M
1.79%
6M
4.65%
YTD
4.85%
1Y
7.12%
3Y*
3.43%
5Y*
4.53%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUED.DE vs. IS3L.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
1.15%2.56%4.11%3.40%-0.40%-0.20%0.51%
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.85%-7.06%11.88%1.83%7.62%8.58%-8.34%

Correlation

The correlation between EUED.DE and IS3L.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.06

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

-0.06

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Return for Risk

EUED.DE vs. IS3L.DE — Risk / Return Rank

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

EUED.DE
EUED.DE Risk / Return Rank: 7676
Overall Rank
EUED.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9595
Martin Ratio Rank

IS3L.DE
IS3L.DE Risk / Return Rank: 4040
Overall Rank
IS3L.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS3L.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
IS3L.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS3L.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IS3L.DE Martin Ratio Rank: 3838
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.

EUED.DE vs. IS3L.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.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.


EUED.DEIS3L.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.43

1.20

+0.23

Calmar ratioReturn relative to maximum drawdown

10.92

2.14

+8.78

Martin ratioReturn relative to average drawdown

24.27

5.14

+19.13

EUED.DE vs. IS3L.DE - Sharpe Ratio Comparison

The current EUED.DE Sharpe Ratio is 1.41, which is comparable to the IS3L.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of EUED.DE and IS3L.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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Drawdowns

EUED.DE vs. IS3L.DE - Drawdown Comparison

The maximum EUED.DE drawdown since its inception was -3.54%, smaller than the maximum IS3L.DE drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for EUED.DE and IS3L.DE.


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Drawdown Indicators


EUED.DEIS3L.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.54%

-28.17%

+24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-3.32%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

-11.38%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-1.20%

-11.38%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

Current Drawdown

Current decline from peak

0.00%

-4.88%

+4.88%

Average Drawdown

Average peak-to-trough decline

-0.73%

-9.19%

+8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.38%

-1.29%

Volatility

EUED.DE vs. IS3L.DE - Volatility Comparison

The current volatility for iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) is 0.28%, while iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.DE) has a volatility of 1.60%. This indicates that EUED.DE experiences smaller price fluctuations and is considered to be less risky than IS3L.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUED.DEIS3L.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

1.60%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

4.25%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

6.04%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

7.42%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.52%

10.54%

-8.02%

EUED.DE vs. IS3L.DE - Expense Ratio Comparison

Both EUED.DE and IS3L.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUED.DE vs. IS3L.DE - Dividend Comparison

EUED.DE's dividend yield for the trailing twelve months is around 2.36%, less than IS3L.DE's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
2.36%2.74%3.86%2.75%0.00%0.00%0.11%0.00%0.00%0.00%0.00%0.00%
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.25%4.74%5.44%5.05%1.59%0.47%1.64%2.71%2.19%1.45%0.97%0.72%

Frequently Asked Questions


EUED.DE and IS3L.DE have a correlation of -0.12, 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 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUED.DE and IS3L.DE have the same expense ratio: 0.09% per year.

EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index, while IS3L.DE tracks iBoxx USD Liquid Investment Grade Ultrashort Index.

Portfolio Optimizer

Find the right allocation for EUED.DE and IS3L.DE

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