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IUSM.DE vs. EXVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSM.DE vs. EXVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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, IUSM.DE achieves a 2.15% return, which is significantly higher than EXVM.DE's 0.82% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IUSM.DE at 0.30% and EXVM.DE at 0.30%.


IUSM.DE

1D
0.22%
1M
1.20%
6M
1.12%
YTD
2.15%
1Y
5.50%
3Y*
2.21%
5Y*
-0.68%
10Y*
0.30%

EXVM.DE

1D
0.01%
1M
0.17%
6M
0.86%
YTD
0.82%
1Y
1.66%
3Y*
2.60%
5Y*
1.44%
10Y*
0.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSM.DE vs. EXVM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
2.15%-3.56%5.27%0.00%-9.60%5.10%-0.01%11.55%5.19%-9.84%
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
0.82%2.06%3.37%2.36%-1.00%-0.83%-0.79%-0.80%-0.84%-0.97%

Correlation

The correlation between IUSM.DE and EXVM.DE is -0.08, 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

-0.08

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

0.03

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

0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2008

0.09

The correlation between IUSM.DE and EXVM.DE shifts across timeframes, from -0.08 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSM.DE vs. EXVM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSM.DE
IUSM.DE Risk / Return Rank: 3030
Overall Rank
IUSM.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IUSM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
IUSM.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IUSM.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
IUSM.DE Martin Ratio Rank: 2828
Martin Ratio Rank

EXVM.DE
EXVM.DE Risk / Return Rank: 9797
Overall Rank
EXVM.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXVM.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
EXVM.DE Omega Ratio Rank: 9696
Omega Ratio Rank
EXVM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EXVM.DE Martin Ratio Rank: 9898
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.

IUSM.DE vs. EXVM.DE - 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 eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.


IUSM.DEEXVM.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

1.18

1.68

-0.50

Calmar ratioReturn relative to maximum drawdown

1.23

14.00

-12.76

Martin ratioReturn relative to average drawdown

3.15

53.88

-50.73

IUSM.DE vs. EXVM.DE - Sharpe Ratio Comparison

The current IUSM.DE Sharpe Ratio is 0.95, which is lower than the EXVM.DE Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of IUSM.DE and EXVM.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

IUSM.DE vs. EXVM.DE - Drawdown Comparison

The maximum IUSM.DE drawdown since its inception was -21.00%, which is greater than EXVM.DE's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and EXVM.DE.


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Drawdown Indicators


IUSM.DEEXVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.00%

-6.33%

-14.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-0.12%

-4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-10.66%

-0.13%

-10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-1.61%

-13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-21.00%

-5.61%

-15.39%

Current Drawdown

Current decline from peak

-14.59%

0.00%

-14.59%

Average Drawdown

Average peak-to-trough decline

-9.61%

-1.75%

-7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.03%

+1.71%

Volatility

IUSM.DE vs. EXVM.DE - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a higher volatility of 1.66% compared to iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) at 0.12%. This indicates that IUSM.DE's price experiences larger fluctuations and is considered to be riskier than EXVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSM.DEEXVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

0.12%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

0.36%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

0.53%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.93%

0.51%

+8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

0.79%

+7.39%

IUSM.DE vs. EXVM.DE - Expense Ratio Comparison

IUSM.DE has a 0.07% expense ratio, which is lower than EXVM.DE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSM.DE vs. EXVM.DE - Dividend Comparison

IUSM.DE's dividend yield for the trailing twelve months is around 4.26%, more than EXVM.DE's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
1.06%1.14%0.77%0.80%0.61%0.78%0.96%1.10%1.05%1.15%1.51%1.63%
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
4.26%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 EXVM.DE have a correlation of -0.08, 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 0.13% for EXVM.DE.

IUSM.DE tracks ICE US Treasury 7-10 Year, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. Their fees differ too: 0.07% for IUSM.DE and 0.13% for EXVM.DE.

Portfolio Optimizer

Find the right allocation for IUSM.DE and EXVM.DE

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