IS02.DE vs. IUS7.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds from iShares tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, IS02.DE returned 2.88%/yr vs 2.86%/yr for IUS7.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.45% expense ratio.
Performance
IS02.DE vs. IUS7.DE - Performance Comparison
Loading charts...
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%
IS02.DE vs. IUS7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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
IS02.DE vs. IUS7.DE — Risk / Return Rank
IS02.DE
IUS7.DE
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.DE | IUS7.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS02.DE | IUS7.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IS02.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -6.48% | +0.56% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IS02.DE | IUS7.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IS02.DE and IUS7.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