PortfoliosLab logoPortfoliosLab logo
EUED.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUED.DE vs. IS3M.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 (IS3M.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EUED.DE having a 1.15% return and IS3M.DE slightly higher at 1.16%.


EUED.DE

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

IS3M.DE

1D
0.08%
1M
0.28%
6M
1.07%
YTD
1.16%
1Y
2.19%
3Y*
3.33%
5Y*
2.14%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUED.DE vs. IS3M.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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
1.16%2.60%4.13%3.42%-0.29%-0.36%0.92%

Correlation

The correlation between EUED.DE and IS3M.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

0.07

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

0.09

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

0.09

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

EUED.DE vs. IS3M.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

IS3M.DE
IS3M.DE Risk / Return Rank: 9696
Overall Rank
IS3M.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9898
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. IS3M.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 (IS3M.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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.43

1.59

-0.16

Calmar ratioReturn relative to maximum drawdown

10.92

7.36

+3.56

Martin ratioReturn relative to average drawdown

24.27

46.44

-22.17

EUED.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current EUED.DE Sharpe Ratio is 1.41, which is lower than the IS3M.DE Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of EUED.DE and IS3M.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.


Loading charts...

Drawdowns

EUED.DE vs. IS3M.DE - Drawdown Comparison

The maximum EUED.DE drawdown since its inception was -3.54%, smaller than the maximum IS3M.DE drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for EUED.DE and IS3M.DE.


Loading charts...

Drawdown Indicators


EUED.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.54%

-3.80%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-0.30%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

-0.47%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-1.20%

-1.18%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.73%

-0.28%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.05%

+0.04%

Volatility

EUED.DE vs. IS3M.DE - Volatility Comparison

iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.DE) have volatilities of 0.28% and 0.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUED.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.27%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

0.63%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

0.77%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

0.77%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.52%

1.11%

+1.41%

EUED.DE vs. IS3M.DE - Expense Ratio Comparison

Both EUED.DE and IS3M.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. IS3M.DE - Dividend Comparison

EUED.DE's dividend yield for the trailing twelve months is around 2.36%, more than IS3M.DE's 2.33% 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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


EUED.DE and IS3M.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.

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 IS3M.DE have the same expense ratio: 0.09% per year.

EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR).

Portfolio Optimizer

Find the right allocation for EUED.DE and IS3M.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