IUS7.DE vs. IEF

Last updated Apr 2, 2026

Compare and contrast key facts about iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and iShares 7-10 Year Treasury Bond ETF (IEF).

IUS7.DE and IEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUS7.DE is a passively managed fund by iShares that tracks the performance of the JP Morgan EMBI Global Core. It was launched on Feb 15, 2008. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. Both IUS7.DE and IEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUS7.DE vs. IEF - 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 iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

IUS7.DE vs. IEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)	-0.01%	1.14%	11.74%	6.77%	-13.16%	5.75%	-4.03%	18.79%	-1.16%	-3.39%
IEF iShares 7-10 Year Treasury Bond ETF	1.82%	-4.79%	5.92%	0.53%	-9.90%	3.90%	0.94%	10.47%	5.73%	-10.05%

Different Trading Currencies

IUS7.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUS7.DE achieves a -0.01% return, which is significantly lower than IEF's 1.31% return. Over the past 10 years, IUS7.DE has outperformed IEF with an annualized return of 3.08%, while IEF has yielded a comparatively lower 0.61% annualized return.

IUS7.DE

• 1D: 0.40%
• 1M: -1.86%
• YTD: -0.01%
• 6M: 2.58%
• 1Y: 1.63%
• 3Y*: 6.21%
• 5Y*: 2.26%
• 10Y*: 3.08%

IEF

• 1D: 0.00%
• 1M: -1.33%
• YTD: 1.31%
• 6M: 1.58%
• 1Y: -3.03%
• 3Y*: 0.06%
• 5Y*: -0.42%
• 10Y*: 0.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. IEF - Expense Ratio Comparison

IUS7.DE has a 0.45% expense ratio, which is higher than IEF's 0.15% expense ratio.

IUS7.DE

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)

IEF

iShares 7-10 Year Treasury Bond ETF

Return for Risk

IUS7.DE vs. IEF — 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: 17
IUS7.DE Sharpe Ratio Rank: 16
IUS7.DE Sortino Ratio Rank: 14
IUS7.DE Omega Ratio Rank: 15
IUS7.DE Calmar Ratio Rank: 18
IUS7.DE Martin Ratio Rank: 21

IEF

IEF Risk / Return Rank: 32
IEF Sharpe Ratio Rank: 34
IEF Sortino Ratio Rank: 33
IEF Omega Ratio Rank: 28
IEF Calmar Ratio Rank: 37
IEF Martin Ratio Rank: 28

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. IEF - 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 iShares 7-10 Year Treasury Bond ETF (IEF). 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.DE	IEF	Difference
Sharpe ratio Return per unit of total volatility	0.19	-0.37	+0.56
Sortino ratio Return per unit of downside risk	0.30	-0.44	+0.74
Omega ratio Gain probability vs. loss probability	1.05	0.94	+0.10
Calmar ratio Return relative to maximum drawdown	0.35	-0.44	+0.79
Martin ratio Return relative to average drawdown	1.39	-0.72	+2.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUS7.DE vs. IEF - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 0.19, which is higher than the IEF Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of IUS7.DE and IEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUS7.DE	IEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	-0.37	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	-0.05	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.07	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.38	+0.22

Correlation

The correlation between IUS7.DE and IEF is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUS7.DE vs. IEF - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.93%, more than IEF's 3.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)	5.93%	6.10%	5.62%	5.77%	5.63%	3.80%	4.17%	4.72%	4.70%	5.11%	5.29%	4.71%
IEF iShares 7-10 Year Treasury Bond ETF	3.84%	3.77%	3.62%	2.91%	1.96%	0.83%	1.08%	2.08%	2.24%	1.82%	1.81%	1.90%

Drawdowns

IUS7.DE vs. IEF - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than IEF's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and IEF.

Drawdown Indicators

	IUS7.DE	IEF	Difference
Max Drawdown Largest peak-to-trough decline	-27.13%	-23.93%	-3.20%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-3.22%	-5.45%
Max Drawdown (5Y) Largest decline over 5 years	-15.90%	-21.40%	+5.50%
Max Drawdown (10Y) Largest decline over 10 years	-27.13%	-23.93%	-3.20%
Current Drawdown Current decline from peak	-2.54%	-10.75%	+8.21%
Average Drawdown Average peak-to-trough decline	-6.53%	-5.30%	-1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.30%	+0.31%

Volatility

IUS7.DE vs. IEF - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) is 2.22%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 2.36%. This indicates that IUS7.DE experiences smaller price fluctuations and is considered to be less risky than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUS7.DE	IEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	2.36%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	4.32%	4.75%	-0.43%
Volatility (1Y) Calculated over the trailing 1-year period	8.70%	8.21%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.57%	9.22%	-0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.05%	8.79%	+2.26%