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IU0E.DE vs. SNAV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU0E.DE vs. SNAV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.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, IU0E.DE achieves a 0.56% return, which is significantly lower than SNAV.DE's 4.11% return.


IU0E.DE

1D
0.00%
1M
0.18%
6M
0.56%
YTD
0.56%
1Y
1.88%
3Y*
3.34%
5Y*
1.03%
10Y*

SNAV.DE

1D
0.00%
1M
1.64%
6M
3.87%
YTD
4.11%
1Y
6.74%
3Y*
3.54%
5Y*
3.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU0E.DE vs. SNAV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)
0.56%3.05%3.56%3.27%-4.30%-0.97%1.77%1.60%
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.11%-6.27%11.34%1.62%4.10%8.04%-6.03%-6.49%

Correlation

The correlation between IU0E.DE and SNAV.DE is -0.26, 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

-0.26

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

-0.14

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2019

-0.09

The correlation between IU0E.DE and SNAV.DE shifts across timeframes, from -0.26 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IU0E.DE vs. SNAV.DE — Risk / Return Rank

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

IU0E.DE
IU0E.DE Risk / Return Rank: 4242
Overall Rank
IU0E.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SNAV.DE
SNAV.DE Risk / Return Rank: 4141
Overall Rank
SNAV.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SNAV.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SNAV.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SNAV.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SNAV.DE Martin Ratio Rank: 3939
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.

IU0E.DE vs. SNAV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.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.


IU0E.DESNAV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

2.54

2.07

+0.47

Martin ratioReturn relative to average drawdown

7.73

5.29

+2.44

IU0E.DE vs. SNAV.DE - Sharpe Ratio Comparison

The current IU0E.DE Sharpe Ratio is 0.94, which is comparable to the SNAV.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IU0E.DE and SNAV.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

IU0E.DE vs. SNAV.DE - Drawdown Comparison

The maximum IU0E.DE drawdown since its inception was -8.40%, smaller than the maximum SNAV.DE drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for IU0E.DE and SNAV.DE.


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Drawdown Indicators


IU0E.DESNAV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-13.17%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.74%

-3.24%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-0.75%

-10.85%

+10.10%

Max Drawdown (5Y)

Largest decline over 5 years

-6.01%

-11.57%

+5.56%

Current Drawdown

Current decline from peak

-0.00%

-4.62%

+4.62%

Average Drawdown

Average peak-to-trough decline

-1.61%

-6.59%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

1.27%

-1.03%

Volatility

IU0E.DE vs. SNAV.DE - Volatility Comparison

The current volatility for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) is 0.50%, while iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) has a volatility of 1.59%. This indicates that IU0E.DE experiences smaller price fluctuations and is considered to be less risky than SNAV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IU0E.DESNAV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

1.59%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

4.09%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

5.72%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

7.24%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.10%

8.17%

-5.07%

IU0E.DE vs. SNAV.DE - Expense Ratio Comparison

IU0E.DE has a 0.17% expense ratio, which is higher than SNAV.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IU0E.DE vs. SNAV.DE - Dividend Comparison

IU0E.DE has not paid dividends to shareholders, while SNAV.DE's dividend yield for the trailing twelve months is around 4.41%.


PositionTTM2025202420232022202120202019
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.41%4.75%4.59%4.09%1.64%0.79%2.45%2.93%

Frequently Asked Questions


IU0E.DE and SNAV.DE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SNAV.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNAV.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for IU0E.DE.

IU0E.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged), while SNAV.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index. Their fees differ too: 0.17% for IU0E.DE and 0.15% for SNAV.DE.

Portfolio Optimizer

Find the right allocation for IU0E.DE and SNAV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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