IS3K.DE vs. IUS7.DE
IS3K.DE (iShares USD Short Duration High Yield Corporate Bond UCITS ETF) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - IS3K.DE is a High Yield Bonds fund tracking the iBoxx® USD Liquid High Yield 0-5 Capped, while IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, IS3K.DE returned 4.08%/yr vs 3.08%/yr for IUS7.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.45% expense ratio.
Performance
IS3K.DE vs. IUS7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3K.DE achieves a 2.62% return, which is significantly lower than IUS7.DE's 2.97% return. Over the past 10 years, IS3K.DE has outperformed IUS7.DE with an annualized return of 4.08%, while IUS7.DE has yielded a comparatively lower 3.08% annualized return.
IS3K.DE
- 1D
- 0.04%
- 1M
- 1.00%
- YTD
- 2.62%
- 6M
- 1.77%
- 1Y
- 4.00%
- 3Y*
- 4.06%
- 5Y*
- 4.97%
- 10Y*
- 4.08%
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.60%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.31%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
IS3K.DE vs. IUS7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3K.DE iShares USD Short Duration High Yield Corporate Bond UCITS ETF | 2.62% | -4.31% | 12.26% | 4.68% | 1.95% | 12.07% | -6.16% | 11.71% | 4.17% | -9.09% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 18.79% | -1.16% | -3.39% |
Correlation
The correlation between IS3K.DE and IUS7.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013 | 0.74 |
The correlation between IS3K.DE and IUS7.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
IS3K.DE vs. IUS7.DE — Risk / Return Rank
IS3K.DE
IUS7.DE
IS3K.DE vs. IUS7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.
| IS3K.DE | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.00 | -1.71 |
| Martin ratioReturn relative to average drawdown | 3.43 | 9.17 | -5.74 |
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
| IS3K.DE | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.55 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.33 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.28 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.61 | -0.05 |
Drawdowns
IS3K.DE vs. IUS7.DE - Drawdown Comparison
The maximum IS3K.DE drawdown since its inception was -17.93%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and IUS7.DE.
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Drawdown Indicators
| IS3K.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.93% | -27.13% | +9.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -3.09% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.25% | -12.95% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -11.25% | -15.90% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -17.93% | -27.13% | +9.20% |
Current DrawdownCurrent decline from peak | -4.57% | 0.00% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.48% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.01% | +0.15% |
Volatility
IS3K.DE vs. IUS7.DE - Volatility Comparison
The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) is 0.85%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a volatility of 1.24%. This indicates that IS3K.DE experiences smaller price fluctuations and is considered to be less risky than IUS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3K.DE | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 1.24% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.84% | 4.03% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 5.97% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 8.56% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.85% | 11.02% | -3.17% |
IS3K.DE vs. IUS7.DE - Expense Ratio Comparison
Both IS3K.DE and IUS7.DE have an expense ratio of 0.45%.
Dividends
IS3K.DE vs. IUS7.DE - Dividend Comparison
IS3K.DE's dividend yield for the trailing twelve months is around 7.13%, more than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3K.DE iShares USD Short Duration High Yield Corporate Bond UCITS ETF | 7.13% | 5.70% | 5.95% | 5.19% | 4.12% | 3.55% | 4.31% | 4.69% | 4.78% | 4.97% | 5.17% | 4.61% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
Frequently Asked Questions
IS3K.DE and IUS7.DE have a correlation of 0.72, 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 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS3K.DE and IUS7.DE have the same expense ratio: 0.45% per year.
IS3K.DE is categorized as High Yield Bonds, while IUS7.DE is Emerging Markets Bonds. IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while IUS7.DE tracks JP Morgan EMBI Global Core.
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