IUSM.DE vs. SHY
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares 1-3 Year Treasury Bond ETF (SHY).
IUSM.DE and SHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Dec 8, 2006. SHY is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 1-3 Year Treasury Bond Index. It was launched on Jul 22, 2002. Both IUSM.DE and SHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSM.DE or SHY.
Key characteristics
| IUSM.DE | SHY | |
|---|---|---|
| YTD Return | 2.61% | 3.32% |
| 1Y Return | 3.95% | 4.84% |
| 3Y Return (Ann) | -2.98% | 1.07% |
| 5Y Return (Ann) | -1.46% | 1.18% |
| Sharpe Ratio | 0.86 | 2.74 |
| Sortino Ratio | 1.34 | 4.43 |
| Omega Ratio | 1.16 | 1.57 |
| Calmar Ratio | 0.26 | 2.31 |
| Martin Ratio | 2.44 | 14.62 |
| Ulcer Index | 2.43% | 0.36% |
| Daily Std Dev | 6.99% | 1.92% |
| Max Drawdown | -23.19% | -5.71% |
| Current Drawdown | -18.09% | -0.82% |
Correlation
The correlation between IUSM.DE and SHY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSM.DE vs. SHY - Performance Comparison
In the year-to-date period, IUSM.DE achieves a 2.61% return, which is significantly lower than SHY's 3.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSM.DE vs. SHY - Expense Ratio Comparison
IUSM.DE has a 0.07% expense ratio, which is lower than SHY's 0.15% 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%.
Risk-Adjusted Performance
IUSM.DE vs. SHY - Risk-Adjusted Performance 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 1-3 Year Treasury Bond ETF (SHY). 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.
Dividends
IUSM.DE vs. SHY - Dividend Comparison
IUSM.DE has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.00% | 0.00% | 1.93% | 0.95% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.83% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.86% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
Drawdowns
IUSM.DE vs. SHY - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -23.19%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and SHY. For additional features, visit the drawdowns tool.
Volatility
IUSM.DE vs. SHY - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) has a higher volatility of 2.10% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.39%. This indicates that IUSM.DE's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.