IUS7.DE vs. IGIB
IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) and IGIB (iShares Intermediate-Term Corporate Bond ETF) are both exchange-traded funds - IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core, while IGIB is a Corporate Bonds fund tracking the Bloomberg Barclays U.S. Intermediate Credit Index. Both are passively managed. Over the past 10 years, IUS7.DE returned 3.07%/yr vs 2.83%/yr for IGIB. A 0.63 correlation means they provide meaningful diversification when combined. IUS7.DE charges 0.45%/yr vs 0.06%/yr for IGIB.
Performance
IUS7.DE vs. IGIB - Performance Comparison
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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%
IUS7.DE vs. IGIB - 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) | 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
IUS7.DE
IGIB
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.DE | IGIB | Difference | |
|---|---|---|---|
| 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 |
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
| IUS7.DE | IGIB | Difference | |
|---|---|---|---|
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.DE | IGIB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -4.43% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -5.16% | -1.32% |
Ulcer IndexDepth 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.DE | IGIB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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