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IS02.DE vs. DLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IS02.DE vs. DLR

Last updated Jun 5, 2026

IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) is Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core, while DLR (Digital Realty Trust, Inc.) is a stock. Over the past 5 years, IS02.DE returned 2.88%/yr vs 8.61%/yr for DLR. At a 0.29 correlation, their price movements are largely independent.

Performance

IS02.DE vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and Digital Realty Trust, Inc. (DLR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS02.DE is traded in EUR, while DLR is traded in USD. To make them comparable, the DLR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS02.DE achieves a 2.97% return, which is significantly lower than DLR's 24.20% return.

IS02.DE

1D
0.11%
1M
1.71%
YTD
2.97%
6M
2.72%
1Y
9.38%
3Y*
6.78%
5Y*
2.88%
10Y*
—

DLR

1D
2.69%
1M
-3.42%
YTD
24.20%
6M
19.25%
1Y
8.49%
3Y*
22.36%
5Y*
8.61%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. DLR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%
DLR
Digital Realty Trust, Inc.		24.20%-20.74%44.87%35.75%-37.34%40.43%-10.41%

Correlation

The correlation between IS02.DE and DLR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.28

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

0.30

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

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

Digital Realty Trust, Inc.

Often compared with IS02.DE:
IS02.DE vs. SPYIS02.DE vs. SYBM.DEIS02.DE vs. VGEM.DEIS02.DE vs. EM1C.DEIS02.DE vs. XUEM.DEIS02.DE vs. XUEE.DEIS02.DE vs. CEB0.DE
Often compared with DLR:
DLR vs. EQIXDLR vs. ODLR vs. DBRGDLR vs. CORDLR vs. VOODLR vs. VPNDLR vs. FR

Return for Risk

IS02.DE vs. DLR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
DLR
DLR Risk / Return Rank: 5454
Overall Rank
DLR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 5050
Sortino Ratio Rank
DLR Omega Ratio Rank: 4848
Omega Ratio Rank
DLR Calmar Ratio Rank: 5656
Calmar Ratio Rank
DLR Martin Ratio Rank: 5757
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.

IS02.DE vs. DLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and Digital Realty Trust, Inc. (DLR). 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.

IS02.DEDLRDifference
Sharpe ratioReturn per unit of total volatility
1.57
0.38

+1.19

Sortino ratioReturn per unit of downside risk
2.31
0.69

+1.63

Omega ratioGain probability vs. loss probability

1.30

1.08

+0.22

Calmar ratioReturn relative to maximum drawdown

3.11

0.48

+2.63

Martin ratioReturn relative to average drawdown

8.98

1.21

+7.78

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS02.DE vs. DLR - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 1.57, which is higher than the DLR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IS02.DE and DLR, 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

IS02.DEDLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.38

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.31

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.36

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.42

-0.15

Drawdowns

IS02.DE vs. DLR - Drawdown Comparison

The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum DLR drawdown of -50.34%. Use the drawdown chart below to compare losses from any high point for IS02.DE and DLR.

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Drawdown Indicators

IS02.DEDLRDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-50.34%

+34.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-17.63%

+14.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-31.83%

+18.98%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-45.55%

+29.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.55%

—

Current Drawdown

Current decline from peak

0.00%

-8.26%

+8.26%

Average Drawdown

Average peak-to-trough decline

-5.92%

-13.44%

+7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

7.05%

-6.01%

Volatility

IS02.DE vs. DLR - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.19%, while Digital Realty Trust, Inc. (DLR) has a volatility of 6.51%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IS02.DEDLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

6.51%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

15.70%

-11.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

22.52%

-16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

28.10%

-19.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

28.37%

-20.03%

Dividends

IS02.DE vs. DLR - Dividend Comparison

IS02.DE has not paid dividends to shareholders, while DLR's dividend yield for the trailing twelve months is around 2.59%.

PositionTTM20252024202320222021202020192018201720162015
DLR
Digital Realty Trust, Inc.		2.59%3.15%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%4.50%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IS02.DE and DLR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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