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

Performance

IS02.DE vs. FESD.DE - 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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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, IS02.DE achieves a 2.97% return, which is significantly lower than FESD.DE's 3.41% 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*

FESD.DE

1D
-0.09%
1M
1.35%
YTD
3.41%
6M
3.08%
1Y
9.14%
3Y*
5.13%
5Y*
1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. FESD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
2.97%1.10%11.83%6.71%-13.12%7.31%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
3.41%0.21%8.73%4.67%-13.30%6.35%

Correlation

The correlation between IS02.DE and FESD.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.85

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

0.76

The correlation between IS02.DE and FESD.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

IS02.DE vs. FESD.DE — 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

FESD.DE
FESD.DE Risk / Return Rank: 4343
Overall Rank
FESD.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 4242
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. FESD.DE - 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 Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.


IS02.DEFESD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

3.11

2.46

+0.65

Martin ratioReturn relative to average drawdown

8.98

6.56

+2.42

IS02.DE vs. FESD.DE - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 1.57, which is comparable to the FESD.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IS02.DE and FESD.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


IS02.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.40

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.22

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.19

+0.09

Drawdowns

IS02.DE vs. FESD.DE - Drawdown Comparison

The maximum IS02.DE drawdown since its inception was -16.21%, roughly equal to the maximum FESD.DE drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for IS02.DE and FESD.DE.


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Drawdown Indicators


IS02.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-16.01%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-3.71%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-12.34%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-16.01%

-0.20%

Current Drawdown

Current decline from peak

0.00%

-0.59%

+0.59%

Average Drawdown

Average peak-to-trough decline

-5.92%

-7.16%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.39%

-0.35%

Volatility

IS02.DE vs. FESD.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.19%, while Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) has a volatility of 2.28%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than FESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS02.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.28%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

4.57%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

6.51%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

8.80%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

8.70%

-0.36%

IS02.DE vs. FESD.DE - Expense Ratio Comparison

Both IS02.DE and FESD.DE have an expense ratio of 0.45%.


Dividends

IS02.DE vs. FESD.DE - Dividend Comparison

IS02.DE has not paid dividends to shareholders, while FESD.DE's dividend yield for the trailing twelve months is around 6.69%.


PositionTTM20252024202320222021
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.69%5.90%5.86%5.43%4.80%2.01%
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%

Frequently Asked Questions


IS02.DE and FESD.DE have a correlation of 0.85, 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 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS02.DE and FESD.DE have the same expense ratio: 0.45% per year.

IS02.DE tracks JP Morgan EMBI Global Core, while FESD.DE tracks Fidelity Sustainable USD EM Bond. They also come from different issuers: iShares and Fidelity.

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