IS02.DE vs. XSX7.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) are both exchange-traded funds - IS02.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core, while XSX7.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, IS02.DE returned 6.78%/yr vs 14.05%/yr for XSX7.DE. At a 0.23 correlation, their price movements are largely independent. IS02.DE charges 0.45%/yr vs 0.07%/yr for XSX7.DE.
Performance
IS02.DE vs. XSX7.DE - Performance Comparison
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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 XSX7.DE's 7.42% 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*
- —
XSX7.DE
- 1D
- 0.51%
- 1M
- 3.07%
- YTD
- 7.42%
- 6M
- 9.93%
- 1Y
- 16.28%
- 3Y*
- 14.05%
- 5Y*
- —
- 10Y*
- —
IS02.DE vs. XSX7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.52% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 7.42% | 21.04% | 8.43% | 12.54% |
Correlation
The correlation between IS02.DE and XSX7.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.23 |
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Return for Risk
IS02.DE vs. XSX7.DE — Risk / Return Rank
IS02.DE
XSX7.DE
IS02.DE vs. XSX7.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 Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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 | XSX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.74 | +1.37 |
| Martin ratioReturn relative to average drawdown | 8.98 | 6.53 | +2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS02.DE | XSX7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.28 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.20 | -0.93 |
Drawdowns
IS02.DE vs. XSX7.DE - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, roughly equal to the maximum XSX7.DE drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for IS02.DE and XSX7.DE.
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Drawdown Indicators
| IS02.DE | XSX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -16.32% | +0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -9.32% | +6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -16.32% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -16.21% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.65% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -1.96% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.49% | -1.45% |
Volatility
IS02.DE vs. XSX7.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.19%, while Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) has a volatility of 4.24%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than XSX7.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 | XSX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 4.24% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.97% | 10.41% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 12.66% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 12.80% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.34% | 12.80% | -4.46% |
IS02.DE vs. XSX7.DE - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than XSX7.DE's 0.07% expense ratio.
Dividends
IS02.DE vs. XSX7.DE - Dividend Comparison
IS02.DE has not paid dividends to shareholders, while XSX7.DE's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% |
Frequently Asked Questions
IS02.DE and XSX7.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for IS02.DE.
IS02.DE is categorized as Emerging Markets Bonds, while XSX7.DE is Europe Equities. IS02.DE tracks JP Morgan EMBI Global Core, while XSX7.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.45% for IS02.DE and 0.07% for XSX7.DE.
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