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

Performance

IUS7.DE vs. IGIB - 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 Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUS7.DE is traded in EUR, while IGIB is traded in USD. To make them comparable, the IGIB 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 2.83% return, which is significantly higher than IGIB's 1.41% return. Over the past 10 years, IUS7.DE has outperformed IGIB with an annualized return of 3.07%, while IGIB has yielded a comparatively lower 2.83% annualized return.


IUS7.DE

1D
0.04%
1M
1.91%
YTD
2.83%
6M
2.39%
1Y
9.33%
3Y*
6.80%
5Y*
2.83%
10Y*
3.07%

IGIB

1D
0.03%
1M
1.03%
YTD
1.41%
6M
0.69%
1Y
4.15%
3Y*
3.40%
5Y*
2.33%
10Y*
2.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.83%1.14%11.74%6.77%-13.16%5.75%-4.03%18.79%-1.16%-3.39%
IGIB
iShares Intermediate-Term Corporate Bond ETF
1.41%-3.42%10.32%5.95%-8.67%5.69%0.60%17.18%3.95%-9.22%

Correlation

The correlation between IUS7.DE and IGIB is 0.64, 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

0.64

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

0.66

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2009

0.63

The correlation between IUS7.DE and IGIB has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

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Return for Risk

IUS7.DE vs. IGIB — 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: 5050
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4545
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5353
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
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. IGIB - 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 Intermediate-Term Corporate Bond ETF (IGIB). 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.DEIGIBDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.29

1.13

+0.15

Calmar ratioReturn relative to maximum drawdown

3.01

1.10

+1.91

Martin ratioReturn relative to average drawdown

9.14

3.34

+5.81

IUS7.DE vs. IGIB - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 1.56, which is higher than the IGIB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IUS7.DE and IGIB, 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.DEIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.72

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.29

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.35

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.49

+0.13

Drawdowns

IUS7.DE vs. IGIB - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than IGIB's maximum drawdown of -15.21%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and IGIB.


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Drawdown Indicators


IUS7.DEIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-15.21%

-11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.79%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-11.23%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-11.23%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-15.21%

-11.92%

Current Drawdown

Current decline from peak

0.00%

-4.43%

+4.43%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.16%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.25%

-0.24%

Volatility

IUS7.DE vs. IGIB - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a higher volatility of 1.25% compared to iShares Intermediate-Term Corporate Bond ETF (IGIB) at 0.99%. This indicates that IUS7.DE's price experiences larger fluctuations and is considered to be riskier than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS7.DEIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.99%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

4.30%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

5.80%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

8.13%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.02%

8.21%

+2.81%

IUS7.DE vs. IGIB - Expense Ratio Comparison

IUS7.DE has a 0.45% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Dividends

IUS7.DE vs. IGIB - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.81%, more than IGIB's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.81%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 IGIB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGIB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.45% for IUS7.DE.

IUS7.DE is categorized as Emerging Markets Bonds, while IGIB is Corporate Bonds. IUS7.DE tracks JP Morgan EMBI Global Core, while IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index. Their fees differ too: 0.45% for IUS7.DE and 0.06% for IGIB.

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