IUSM.DE vs. VUAA.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
IUSM.DE and VUAA.L 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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both IUSM.DE and VUAA.L 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 VUAA.L.
Key characteristics
| IUSM.DE | VUAA.L | |
|---|---|---|
| YTD Return | 2.61% | 26.43% |
| 1Y Return | 3.95% | 34.57% |
| 3Y Return (Ann) | -2.98% | 10.00% |
| 5Y Return (Ann) | -1.46% | 15.50% |
| Sharpe Ratio | 0.86 | 2.98 |
| Sortino Ratio | 1.34 | 4.13 |
| Omega Ratio | 1.16 | 1.56 |
| Calmar Ratio | 0.26 | 4.45 |
| Martin Ratio | 2.44 | 19.23 |
| Ulcer Index | 2.43% | 1.79% |
| Daily Std Dev | 6.99% | 11.65% |
| Max Drawdown | -23.19% | -34.05% |
| Current Drawdown | -18.09% | -0.23% |
Correlation
The correlation between IUSM.DE and VUAA.L is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IUSM.DE vs. VUAA.L - Performance Comparison
In the year-to-date period, IUSM.DE achieves a 2.61% return, which is significantly lower than VUAA.L's 26.43% 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. VUAA.L - Expense Ratio Comparison
Both IUSM.DE and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSM.DE vs. VUAA.L - 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 Vanguard S&P 500 UCITS ETF (VUAA.L). 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. VUAA.L - Dividend Comparison
Neither IUSM.DE nor VUAA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUSM.DE vs. VUAA.L - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -23.19%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
IUSM.DE vs. VUAA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 2.10%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.78%. This indicates that IUSM.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.