IGIB vs. IUS7.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Intermediate-Term Corporate Bond ETF (IGIB) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE).

IGIB and IUS7.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007. IUS7.DE is a passively managed fund by iShares that tracks the performance of the JP Morgan EMBI Global Core. It was launched on Feb 15, 2008. Both IGIB and IUS7.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IGIB vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

IGIB vs. IUS7.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGIB iShares Intermediate-Term Corporate Bond ETF	-0.38%	9.58%	3.49%	9.22%	-14.00%	-1.66%	9.64%	14.60%	-0.71%	3.50%
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)	-1.31%	14.18%	5.35%	10.14%	-17.94%	-2.59%	5.35%	16.28%	-5.81%	10.28%

Different Trading Currencies

IGIB is traded in USD, while IUS7.DE is traded in EUR. To make them comparable, the IUS7.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGIB achieves a -0.38% return, which is significantly higher than IUS7.DE's -1.31% return. Over the past 10 years, IGIB has underperformed IUS7.DE with an annualized return of 3.08%, while IUS7.DE has yielded a comparatively higher 3.26% annualized return.

IGIB

• 1D: 0.07%
• 1M: -1.57%
• YTD: -0.38%
• 6M: 0.43%
• 1Y: 6.04%
• 3Y*: 5.80%
• 5Y*: 1.58%
• 10Y*: 3.08%

IUS7.DE

• 1D: 0.77%
• 1M: -2.65%
• YTD: -1.31%
• 6M: 1.39%
• 1Y: 9.19%
• 3Y*: 8.62%
• 5Y*: 1.95%
• 10Y*: 3.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. IUS7.DE - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.

IUS7.DE

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)

IGIB

iShares Intermediate-Term Corporate Bond ETF

Return for Risk

IGIB vs. IUS7.DE — Risk / Return Rank

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

IGIB

IGIB Risk / Return Rank: 68
IGIB Sharpe Ratio Rank: 69
IGIB Sortino Ratio Rank: 68
IGIB Omega Ratio Rank: 61
IGIB Calmar Ratio Rank: 76
IGIB Martin Ratio Rank: 69

IUS7.DE

IUS7.DE Risk / Return Rank: 17
IUS7.DE Sharpe Ratio Rank: 16
IUS7.DE Sortino Ratio Rank: 14
IUS7.DE Omega Ratio Rank: 15
IUS7.DE Calmar Ratio Rank: 18
IUS7.DE Martin Ratio Rank: 21

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.

IGIB vs. IUS7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.

	IGIB	IUS7.DE	Difference
Sharpe ratio Return per unit of total volatility	1.26	1.14	+0.12
Sortino ratio Return per unit of downside risk	1.75	1.58	+0.18
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	2.08	1.69	+0.39
Martin ratio Return relative to average drawdown	7.37	8.37	-1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGIB vs. IUS7.DE - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.26, which is comparable to the IUS7.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IGIB and IUS7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGIB	IUS7.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	1.14	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.21	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.29	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.55	+0.14

Correlation

The correlation between IGIB and IUS7.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IGIB vs. IUS7.DE - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.75%, less than IUS7.DE's 5.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGIB iShares Intermediate-Term Corporate Bond ETF	4.75%	4.59%	4.41%	3.78%	3.04%	2.52%	2.74%	3.44%	3.41%	2.51%	2.45%	2.51%
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)	5.93%	6.10%	5.62%	5.77%	5.63%	3.80%	4.17%	4.72%	4.70%	5.11%	5.29%	4.71%

Drawdowns

IGIB vs. IUS7.DE - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, smaller than the maximum IUS7.DE drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for IGIB and IUS7.DE.

Drawdown Indicators

	IGIB	IUS7.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.62%	-27.13%	+6.51%
Max Drawdown (1Y) Largest decline over 1 year	-3.01%	-8.67%	+5.66%
Max Drawdown (5Y) Largest decline over 5 years	-20.62%	-15.90%	-4.72%
Max Drawdown (10Y) Largest decline over 10 years	-20.62%	-27.13%	+6.51%
Current Drawdown Current decline from peak	-1.91%	-2.54%	+0.63%
Average Drawdown Average peak-to-trough decline	-2.59%	-6.53%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	1.61%	-0.76%

Volatility

IGIB vs. IUS7.DE - Volatility Comparison

The current volatility for iShares Intermediate-Term Corporate Bond ETF (IGIB) is 2.12%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a volatility of 2.66%. This indicates that IGIB experiences smaller price fluctuations and is considered to be less risky than IUS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGIB	IUS7.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	2.66%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	2.91%	3.99%	-1.08%
Volatility (1Y) Calculated over the trailing 1-year period	4.83%	8.06%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.55%	9.23%	-2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.04%	11.31%	-5.27%