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IUS7.DE vs. FESD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS7.DE vs. FESD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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, IUS7.DE achieves a 2.97% return, which is significantly lower than FESD.DE's 3.41% return.


IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%

FESD.DE

1D
-0.09%
1M
0.98%
YTD
3.41%
6M
2.88%
1Y
9.44%
3Y*
5.13%
5Y*
1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. FESD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%7.20%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
3.41%0.21%8.73%4.67%-13.30%6.35%

Correlation

The correlation between IUS7.DE and FESD.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.84

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

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

0.76

The correlation between IUS7.DE and FESD.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

IUS7.DE vs. FESD.DE — Risk / Return Rank

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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
Martin Ratio Rank

FESD.DE
FESD.DE Risk / Return Rank: 4343
Overall Rank
FESD.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 4343
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 4242
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.

IUS7.DE vs. FESD.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 (Dist) (IUS7.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.


IUS7.DEFESD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

3.00

2.46

+0.54

Martin ratioReturn relative to average drawdown

9.17

6.56

+2.61

IUS7.DE vs. FESD.DE - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 1.55, which is comparable to the FESD.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IUS7.DE and FESD.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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Sharpe Ratios by Period


IUS7.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.40

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.22

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.19

+0.42

Drawdowns

IUS7.DE vs. FESD.DE - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than FESD.DE's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and FESD.DE.


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Drawdown Indicators


IUS7.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-16.01%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.71%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-12.34%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-16.01%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

Current Drawdown

Current decline from peak

0.00%

-0.59%

+0.59%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.16%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.39%

-0.38%

Volatility

IUS7.DE vs. FESD.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) is 1.24%, while Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) has a volatility of 2.28%. This indicates that IUS7.DE experiences smaller price fluctuations and is considered to be less risky than FESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS7.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

2.28%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

4.57%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

6.51%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

8.80%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

8.70%

+2.32%

IUS7.DE vs. FESD.DE - Expense Ratio Comparison

Both IUS7.DE and FESD.DE have an expense ratio of 0.45%.


Dividends

IUS7.DE vs. FESD.DE - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.80%, less than FESD.DE's 6.69% yield.


PositionTTM20252024202320222021202020192018201720162015
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.69%5.90%5.86%5.43%4.80%2.01%0.00%0.00%0.00%0.00%0.00%0.00%
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


IUS7.DE and FESD.DE have a correlation of 0.85, 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.

IUS7.DE and FESD.DE have the same expense ratio: 0.45% per year.

IUS7.DE tracks JP Morgan EMBI Global Core, while FESD.DE tracks Fidelity Sustainable USD EM Bond. They also come from different issuers: iShares and Fidelity.

Portfolio Optimizer

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