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IS02.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS02.DE vs. IUS7.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IS02.DE at 2.97% and IUS7.DE at 2.97%.


IS02.DE

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

IUS7.DE

1D
0.14%
1M
1.60%
YTD
2.97%
6M
2.72%
1Y
9.31%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. IUS7.DE - 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%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-0.03%

Correlation

The correlation between IS02.DE and IUS7.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.96

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

0.96

The correlation between IS02.DE and IUS7.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

IS02.DE vs. IUS7.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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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. IUS7.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 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.


IS02.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

3.11

3.00

+0.11

Martin ratioReturn relative to average drawdown

8.98

9.17

-0.19

IS02.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 1.57, which is comparable to the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IS02.DE and IUS7.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.DEIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.55

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.33

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.61

-0.34

Drawdowns

IS02.DE vs. IUS7.DE - Drawdown Comparison

The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for IS02.DE and IUS7.DE.


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Drawdown Indicators


IS02.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-27.13%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-3.09%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-12.95%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-15.90%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.92%

-6.48%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.01%

+0.03%

Volatility

IS02.DE vs. IUS7.DE - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) have volatilities of 1.19% and 1.24%, 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.


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Volatility by Period


IS02.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.24%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

4.03%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

5.97%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

8.56%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

11.02%

-2.68%

IS02.DE vs. IUS7.DE - Expense Ratio Comparison

Both IS02.DE and IUS7.DE have an expense ratio of 0.45%.


Dividends

IS02.DE vs. IUS7.DE - Dividend Comparison

IS02.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.80%.


PositionTTM20252024202320222021202020192018201720162015
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%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%

Frequently Asked Questions


With a correlation of 0.96, IS02.DE and IUS7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IUS7.DE have the same expense ratio: 0.45% per year.

Both ETFs track JP Morgan EMBI Global Core.

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