IS3C.DE vs. IUSU.DE
IS3C.DE (iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)) and IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) are both exchange-traded funds - IS3C.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core (EUR Hedged), while IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD. Both are passively managed. Over the past 10 years, IS3C.DE returned -0.58%/yr vs 1.30%/yr for IUSU.DE. At a correlation of -0.20, they often move in opposite directions. IS3C.DE charges 0.50%/yr vs 0.07%/yr for IUSU.DE.
Performance
IS3C.DE vs. IUSU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3C.DE achieves a -1.63% return, which is significantly lower than IUSU.DE's 1.44% return. Over the past 10 years, IS3C.DE has underperformed IUSU.DE with an annualized return of -0.58%, while IUSU.DE has yielded a comparatively higher 1.30% annualized return.
IS3C.DE
- 1D
- 0.23%
- 1M
- 0.40%
- YTD
- -1.63%
- 6M
- -1.60%
- 1Y
- 2.73%
- 3Y*
- 2.01%
- 5Y*
- -3.40%
- 10Y*
- -0.58%
IUSU.DE
- 1D
- -0.10%
- 1M
- 0.84%
- YTD
- 1.44%
- 6M
- 0.94%
- 1Y
- 0.99%
- 3Y*
- 0.99%
- 5Y*
- 2.52%
- 10Y*
- 1.30%
IS3C.DE vs. IUSU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | -1.63% | 5.32% | -1.72% | 5.39% | -20.57% | -3.53% | 3.22% | 12.58% | -8.60% | 7.87% |
IUSU.DE iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) | 1.44% | -6.89% | 9.65% | 0.49% | 2.10% | 7.62% | -6.25% | 5.81% | 5.83% | -11.93% |
Correlation
The correlation between IS3C.DE and IUSU.DE is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2013 | -0.20 |
The correlation between IS3C.DE and IUSU.DE shifts across timeframes, from -0.34 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3C.DE vs. IUSU.DE — Risk / Return Rank
IS3C.DE
IUSU.DE
IS3C.DE vs. IUSU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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.
| IS3C.DE | IUSU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.03 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 0.28 | +0.20 |
| Martin ratioReturn relative to average drawdown | 1.52 | 0.61 | +0.91 |
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
| IS3C.DE | IUSU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.18 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.35 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.19 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.20 | -0.20 |
Drawdowns
IS3C.DE vs. IUSU.DE - Drawdown Comparison
The maximum IS3C.DE drawdown since its inception was -30.78%, which is greater than IUSU.DE's maximum drawdown of -19.29%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and IUSU.DE.
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Drawdown Indicators
| IS3C.DE | IUSU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.78% | -19.29% | -11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.62% | -3.54% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -11.07% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.47% | -12.54% | -17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -30.78% | -16.83% | -13.95% |
Current DrawdownCurrent decline from peak | -17.90% | -7.64% | -10.26% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -7.43% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.63% | +0.16% |
Volatility
IS3C.DE vs. IUSU.DE - Volatility Comparison
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a higher volatility of 2.10% compared to iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) at 0.98%. This indicates that IS3C.DE's price experiences larger fluctuations and is considered to be riskier than IUSU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3C.DE | IUSU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 0.98% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 3.86% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 5.61% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.94% | 7.19% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.30% | 6.92% | +2.38% |
IS3C.DE vs. IUSU.DE - Expense Ratio Comparison
IS3C.DE has a 0.50% expense ratio, which is higher than IUSU.DE's 0.07% expense ratio.
Dividends
IS3C.DE vs. IUSU.DE - Dividend Comparison
IS3C.DE has not paid dividends to shareholders, while IUSU.DE's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.58% | 5.39% | 3.93% | 3.85% | 4.77% | 5.76% | 3.88% | 5.34% | 4.72% |
IUSU.DE iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) | 3.43% | 3.85% | 3.69% | 2.90% | 0.75% | 0.51% | 1.62% | 2.07% | 1.26% | 0.89% | 0.62% | 0.24% |
Frequently Asked Questions
IS3C.DE and IUSU.DE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for IS3C.DE.
IS3C.DE is categorized as Emerging Markets Bonds, while IUSU.DE is Short-Term Bond. IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while IUSU.DE tracks Bloomberg US Government TR USD. Their fees differ too: 0.50% for IS3C.DE and 0.07% for IUSU.DE.
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