IUSM.DE vs. DJMC.AS
IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) and DJMC.AS (iShares EURO STOXX Mid UCITS ETF) are both exchange-traded funds - IUSM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while DJMC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR. Both are passively managed. Over the past 10 years, IUSM.DE returned 0.29%/yr vs 10.31%/yr for DJMC.AS. At a correlation of -0.24, they often move in opposite directions. IUSM.DE charges 0.07%/yr vs 0.40%/yr for DJMC.AS.
Performance
IUSM.DE vs. DJMC.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSM.DE achieves a 3.43% return, which is significantly lower than DJMC.AS's 10.75% return. Over the past 10 years, IUSM.DE has underperformed DJMC.AS with an annualized return of 0.29%, while DJMC.AS has yielded a comparatively higher 10.31% annualized return.
IUSM.DE
- 1D
- -0.08%
- 1M
- 3.24%
- YTD
- 3.43%
- 6M
- 3.92%
- 1Y
- 6.04%
- 3Y*
- 1.53%
- 5Y*
- 0.13%
- 10Y*
- 0.29%
DJMC.AS
- 1D
- 0.00%
- 1M
- 1.40%
- YTD
- 10.75%
- 6M
- 11.17%
- 1Y
- 20.02%
- 3Y*
- 16.14%
- 5Y*
- 7.50%
- 10Y*
- 10.31%
IUSM.DE vs. DJMC.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.43% | -3.56% | 5.27% | 0.00% | -9.60% | 5.10% | -0.01% | 11.55% | 5.19% | -9.84% |
DJMC.AS iShares EURO STOXX Mid UCITS ETF | 10.75% | 24.35% | 8.45% | 10.46% | -14.94% | 16.39% | 2.11% | 23.40% | -11.44% | 18.28% |
Correlation
The correlation between IUSM.DE and DJMC.AS is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | -0.24 |
Over the past year, the inverse relationship between IUSM.DE and DJMC.AS has weakened: their correlation has moved from -0.24 to -0.03, meaning they move in opposite directions less often than they have historically.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSM.DE vs. DJMC.AS — Risk / Return Rank
IUSM.DE
DJMC.AS
IUSM.DE vs. DJMC.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares EURO STOXX Mid UCITS ETF (DJMC.AS). 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.
| IUSM.DE | DJMC.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.46 | -1.11 |
| Martin ratioReturn relative to average drawdown | 3.48 | 8.20 | -4.72 |
Loading charts...
Drawdowns
IUSM.DE vs. DJMC.AS - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -21.00%, smaller than the maximum DJMC.AS drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and DJMC.AS.
Loading charts...
Drawdown Indicators
| IUSM.DE | DJMC.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -55.88% | +34.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | -8.07% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -10.66% | -14.36% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -27.41% | +11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -39.05% | +18.05% |
Current DrawdownCurrent decline from peak | -13.51% | -0.45% | -13.06% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -13.83% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.43% | -0.70% |
Volatility
IUSM.DE vs. DJMC.AS - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 1.43%, while iShares EURO STOXX Mid UCITS ETF (DJMC.AS) has a volatility of 1.88%. This indicates that IUSM.DE experiences smaller price fluctuations and is considered to be less risky than DJMC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSM.DE | DJMC.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.88% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 9.76% | -5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.78% | 11.95% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 15.30% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.21% | 16.10% | -7.89% |
IUSM.DE vs. DJMC.AS - Expense Ratio Comparison
IUSM.DE has a 0.07% expense ratio, which is lower than DJMC.AS's 0.40% expense ratio.
Dividends
IUSM.DE vs. DJMC.AS - Dividend Comparison
IUSM.DE's dividend yield for the trailing twelve months is around 4.20%, more than DJMC.AS's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJMC.AS iShares EURO STOXX Mid UCITS ETF | 2.59% | 3.20% | 3.37% | 2.55% | 2.40% | 1.76% | 1.45% | 2.55% | 2.97% | 2.18% | 2.22% | 2.02% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 4.20% | 4.25% | 3.91% | 3.15% | 2.01% | 1.12% | 1.71% | 2.49% | 2.39% | 2.07% | 1.85% | 2.03% |
Frequently Asked Questions
IUSM.DE and DJMC.AS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSM.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for DJMC.AS.
IUSM.DE is categorized as Government Bonds, while DJMC.AS is Europe Equities. IUSM.DE tracks ICE US Treasury 7-10 Year, while DJMC.AS tracks MSCI EMU SMID NR EUR. Their fees differ too: 0.07% for IUSM.DE and 0.40% for DJMC.AS.
Find the right allocation for IUSM.DE and DJMC.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer