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IUS7.DE vs. SXR7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS7.DE vs. SXR7.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 iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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 5.73% return, which is significantly lower than SXR7.DE's 11.72% return. Over the past 10 years, IUS7.DE has underperformed SXR7.DE with an annualized return of 3.00%, while SXR7.DE has yielded a comparatively higher 11.51% annualized return.


IUS7.DE

1D
-0.20%
1M
3.71%
YTD
5.73%
6M
6.32%
1Y
13.21%
3Y*
7.86%
5Y*
2.96%
10Y*
3.00%

SXR7.DE

1D
0.74%
1M
3.14%
YTD
11.72%
6M
12.70%
1Y
24.09%
3Y*
17.41%
5Y*
10.92%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS7.DE vs. SXR7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.73%1.15%11.75%6.76%-13.15%5.75%-4.03%18.80%-1.17%-3.38%
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
11.72%24.84%9.37%18.88%-11.80%22.25%-0.64%27.60%-13.03%12.98%

Correlation

The correlation between IUS7.DE and SXR7.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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

0.21

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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.19

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Return for Risk

IUS7.DE vs. SXR7.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: 7979
Overall Rank
IUS7.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 7878
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 7676
Martin Ratio Rank

SXR7.DE
SXR7.DE Risk / Return Rank: 5656
Overall Rank
SXR7.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 5656
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. SXR7.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 iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.


IUS7.DESXR7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

4.25

2.35

+1.90

Martin ratioReturn relative to average drawdown

12.67

8.76

+3.92

IUS7.DE vs. SXR7.DE - Sharpe Ratio Comparison

The current IUS7.DE Sharpe Ratio is 2.12, which is comparable to the SXR7.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IUS7.DE and SXR7.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

IUS7.DE vs. SXR7.DE - Drawdown Comparison

The maximum IUS7.DE drawdown since its inception was -27.13%, smaller than the maximum SXR7.DE drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and SXR7.DE.


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Drawdown Indicators


IUS7.DESXR7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-38.17%

+11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-10.21%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-15.12%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-24.49%

+8.58%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-38.17%

+11.04%

Current Drawdown

Current decline from peak

-0.20%

-0.83%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.41%

-6.69%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.74%

-1.70%

Volatility

IUS7.DE vs. SXR7.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) is 1.37%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a volatility of 3.37%. This indicates that IUS7.DE experiences smaller price fluctuations and is considered to be less risky than SXR7.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.DESXR7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

3.37%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

12.19%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.20%

14.60%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

16.19%

-7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

16.75%

-5.74%

IUS7.DE vs. SXR7.DE - Expense Ratio Comparison

IUS7.DE has a 0.45% expense ratio, which is higher than SXR7.DE's 0.12% expense ratio.


Dividends

IUS7.DE vs. SXR7.DE - Dividend Comparison

IUS7.DE's dividend yield for the trailing twelve months is around 5.61%, while SXR7.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.61%6.10%5.62%5.77%5.63%3.81%4.18%4.73%4.70%5.11%5.30%4.71%
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUS7.DE and SXR7.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for IUS7.DE.

IUS7.DE is categorized as Emerging Markets Bonds, while SXR7.DE is Europe Equities. IUS7.DE tracks JP Morgan EMBI Global Core, while SXR7.DE tracks MSCI EMU. Their fees differ too: 0.45% for IUS7.DE and 0.12% for SXR7.DE.

Portfolio Optimizer

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