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IS0Y.DE vs. IS3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Y.DE vs. IS3F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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, IS0Y.DE achieves a 1.38% return, which is significantly lower than IS3F.DE's 5.49% return. Over the past 10 years, IS0Y.DE has underperformed IS3F.DE with an annualized return of 1.68%, while IS3F.DE has yielded a comparatively higher 4.24% annualized return.


IS0Y.DE

1D
-0.08%
1M
0.27%
6M
1.51%
YTD
1.38%
1Y
3.06%
3Y*
5.28%
5Y*
2.72%
10Y*
1.68%

IS3F.DE

1D
0.34%
1M
1.62%
6M
5.29%
YTD
5.49%
1Y
8.12%
3Y*
5.78%
5Y*
6.07%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Y.DE vs. IS3F.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.38%4.15%6.61%5.08%-2.70%-0.25%0.80%4.09%-3.73%1.51%
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
5.49%-6.28%14.29%7.35%6.51%9.83%-8.41%13.49%1.81%-8.14%

Correlation

The correlation between IS0Y.DE and IS3F.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.01

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2013

0.10

The correlation between IS0Y.DE and IS3F.DE shifts across timeframes, from -0.01 (5 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0Y.DE vs. IS3F.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS0Y.DE
IS0Y.DE Risk / Return Rank: 5858
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 7575
Martin Ratio Rank

IS3F.DE
IS3F.DE Risk / Return Rank: 4848
Overall Rank
IS3F.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IS3F.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IS3F.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IS3F.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IS3F.DE Martin Ratio Rank: 5050
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.

IS0Y.DE vs. IS3F.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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.


IS0Y.DEIS3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

3.00

2.76

+0.24

Martin ratioReturn relative to average drawdown

11.41

7.08

+4.32

IS0Y.DE vs. IS3F.DE - Sharpe Ratio Comparison

The current IS0Y.DE Sharpe Ratio is 1.39, which is comparable to the IS3F.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IS0Y.DE and IS3F.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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Drawdowns

IS0Y.DE vs. IS3F.DE - Drawdown Comparison

The maximum IS0Y.DE drawdown since its inception was -13.95%, smaller than the maximum IS3F.DE drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and IS3F.DE.


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Drawdown Indicators


IS0Y.DEIS3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.95%

-27.25%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-2.93%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-11.67%

+9.60%

Max Drawdown (5Y)

Largest decline over 5 years

-7.09%

-11.67%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

-20.78%

+6.83%

Current Drawdown

Current decline from peak

-0.08%

-3.40%

+3.32%

Average Drawdown

Average peak-to-trough decline

-1.32%

-8.18%

+6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

1.14%

-0.87%

Volatility

IS0Y.DE vs. IS3F.DE - Volatility Comparison

The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.59%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a volatility of 1.90%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky than IS3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0Y.DEIS3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

1.90%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

4.53%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

2.19%

6.38%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

7.66%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

8.21%

-4.52%

IS0Y.DE vs. IS3F.DE - Expense Ratio Comparison

Both IS0Y.DE and IS3F.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IS0Y.DE vs. IS3F.DE - Dividend Comparison

IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, less than IS3F.DE's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.25%4.77%5.36%4.95%2.10%1.50%2.62%3.52%2.81%2.25%2.36%3.21%

Frequently Asked Questions


IS0Y.DE and IS3F.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS0Y.DE and IS3F.DE have the same expense ratio: 0.25% per year.

IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index.

Portfolio Optimizer

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