IS02.DE vs. SXR7.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both exchange-traded funds - IS02.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core, while SXR7.DE is a Europe Equities fund tracking the MSCI EMU. Both are passively managed. Over the past 5 years, IS02.DE returned 3.02%/yr vs 10.92%/yr for SXR7.DE. At a 0.21 correlation, their price movements are largely independent. IS02.DE charges 0.45%/yr vs 0.12%/yr for SXR7.DE.
Performance
IS02.DE vs. SXR7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS02.DE achieves a 5.97% return, which is significantly lower than SXR7.DE's 11.72% return.
IS02.DE
- 1D
- 0.00%
- 1M
- 3.85%
- YTD
- 5.97%
- 6M
- 6.21%
- 1Y
- 13.45%
- 3Y*
- 7.94%
- 5Y*
- 3.02%
- 10Y*
- —
SXR7.DE
- 1D
- 0.74%
- 1M
- 3.14%
- YTD
- 11.72%
- 6M
- 12.70%
- 1Y
- 24.09%
- 3Y*
- 17.41%
- 5Y*
- 10.92%
- 10Y*
- 11.51%
IS02.DE vs. SXR7.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) | 5.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | -0.46% |
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 11.72% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | 9.61% |
Correlation
The correlation between IS02.DE and SXR7.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2020 | 0.21 |
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Return for Risk
IS02.DE vs. SXR7.DE — Risk / Return Rank
IS02.DE
SXR7.DE
IS02.DE vs. SXR7.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 Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS02.DE | SXR7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 2.35 | +2.15 |
| Martin ratioReturn relative to average drawdown | 13.35 | 8.76 | +4.60 |
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Drawdowns
IS02.DE vs. SXR7.DE - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum SXR7.DE drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for IS02.DE and SXR7.DE.
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Drawdown Indicators
| IS02.DE | SXR7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -38.17% | +21.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -10.21% | +7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -15.12% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -16.21% | -24.49% | +8.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.69% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.74% | -1.73% |
Volatility
IS02.DE vs. SXR7.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.37%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a volatility of 3.37%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than SXR7.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.DE | SXR7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 3.37% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 12.19% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 14.60% | -8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.54% | 16.19% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.38% | 16.75% | -8.37% |
IS02.DE vs. SXR7.DE - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than SXR7.DE's 0.12% expense ratio.
Dividends
IS02.DE vs. SXR7.DE - Dividend Comparison
Neither IS02.DE nor SXR7.DE has paid dividends to shareholders.
Frequently Asked Questions
IS02.DE and SXR7.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for IS02.DE.
IS02.DE is categorized as Emerging Markets Bonds, while SXR7.DE is Europe Equities. IS02.DE tracks JP Morgan EMBI Global Core, while SXR7.DE tracks MSCI EMU. Their fees differ too: 0.45% for IS02.DE and 0.12% for SXR7.DE.
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