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

IS02.DE vs. SEAB.DE

Last updated Jun 5, 2026

IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and SEAB.DE (UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - IS02.DE tracks the JP Morgan EMBI Global Core while SEAB.DE tracks the JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). Both are passively managed. Over the past 5 years, IS02.DE returned 2.88%/yr vs 0.91%/yr for SEAB.DE. At a 0.44 correlation, their price movements are largely independent. IS02.DE charges 0.45%/yr vs 0.38%/yr for SEAB.DE.

Performance

IS02.DE vs. SEAB.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.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 higher than SEAB.DE's 1.46% 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*
—

SEAB.DE

1D
0.01%
1M
0.33%
YTD
1.46%
6M
1.85%
1Y
6.04%
3Y*
6.47%
5Y*
0.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. SEAB.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%
SEAB.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc		1.46%7.70%5.52%5.69%-12.28%-0.75%2.79%

Correlation

The correlation between IS02.DE and SEAB.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.43

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

0.46

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

0.44

The correlation between IS02.DE and SEAB.DE shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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

UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc

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 SEAB.DE:
SEAB.DE vs. XUEB.DESEAB.DE vs. ENDH.DESEAB.DE vs. VGEM.DESEAB.DE vs. XUEM.DESEAB.DE vs. IS3C.DESEAB.DE vs. EMIG.DESEAB.DE vs. FESD.DE

Return for Risk

IS02.DE vs. SEAB.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
SEAB.DE
SEAB.DE Risk / Return Rank: 7272
Overall Rank
SEAB.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SEAB.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
SEAB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SEAB.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SEAB.DE Martin Ratio Rank: 6969
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. SEAB.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.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.DESEAB.DEDifference
Sharpe ratioReturn per unit of total volatility
1.57
2.28

-0.71

Sortino ratioReturn per unit of downside risk
2.31
3.70

-1.39

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.17

Calmar ratioReturn relative to maximum drawdown

3.11

2.88

+0.23

Martin ratioReturn relative to average drawdown

8.98

12.50

-3.52

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. SEAB.DE - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 1.57, which is lower than the SEAB.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IS02.DE and SEAB.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.DESEAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.28

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.20

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.22

+0.05

Drawdowns

IS02.DE vs. SEAB.DE - Drawdown Comparison

The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum SEAB.DE drawdown of -18.05%. Use the drawdown chart below to compare losses from any high point for IS02.DE and SEAB.DE.

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Drawdown Indicators

IS02.DESEAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-18.05%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-2.09%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-2.41%

-10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-18.05%

+1.84%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-5.92%

-4.83%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.48%

+0.56%

Volatility

IS02.DE vs. SEAB.DE - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) has a higher volatility of 1.19% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) at 0.79%. This indicates that IS02.DE's price experiences larger fluctuations and is considered to be riskier than SEAB.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.DESEAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.79%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

2.19%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

2.64%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.53%

4.44%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

5.13%

+3.21%

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

IS02.DE has a 0.45% expense ratio, which is higher than SEAB.DE's 0.38% expense ratio.

Dividends

IS02.DE vs. SEAB.DE - Dividend Comparison

Neither IS02.DE nor SEAB.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IS02.DE and SEAB.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEAB.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEAB.DE is cheaper with a 0.38% expense ratio, compared with 0.45% for IS02.DE.

IS02.DE tracks JP Morgan EMBI Global Core, while SEAB.DE tracks JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.45% for IS02.DE and 0.38% for SEAB.DE.

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