IUSU.DE vs. EUNN.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs 9.05%/yr for EUNN.DE. At a 0.20 correlation, their price movements are largely independent. IUSU.DE charges 0.07%/yr vs 0.12%/yr for EUNN.DE.
Performance
IUSU.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSU.DE achieves a 1.44% return, which is significantly lower than EUNN.DE's 16.53% return. Over the past 10 years, IUSU.DE has underperformed EUNN.DE with an annualized return of 1.30%, while EUNN.DE has yielded a comparatively higher 9.05% annualized return.
IUSU.DE
- 1D
- -0.10%
- 1M
- 1.08%
- YTD
- 1.44%
- 6M
- 0.79%
- 1Y
- 1.26%
- 3Y*
- 0.99%
- 5Y*
- 2.52%
- 10Y*
- 1.30%
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
IUSU.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSU.DE iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) | 1.44% | -6.89% | 9.65% | 0.49% | 2.10% | 7.62% | -6.25% | 5.81% | 5.83% | -11.93% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
Correlation
The correlation between IUSU.DE and EUNN.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.20 |
The correlation between IUSU.DE and EUNN.DE shifts across timeframes, from -0.12 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSU.DE vs. EUNN.DE — Risk / Return Rank
IUSU.DE
EUNN.DE
IUSU.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.
| IUSU.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.32 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.14 | -2.86 |
| Martin ratioReturn relative to average drawdown | 0.61 | 10.51 | -9.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSU.DE | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.67 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.61 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.56 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.53 | -0.33 |
Drawdowns
IUSU.DE vs. EUNN.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum EUNN.DE drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and EUNN.DE.
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Drawdown Indicators
| IUSU.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -28.55% | +9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -9.58% | +6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -15.81% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -19.41% | +6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | -28.55% | +11.72% |
Current DrawdownCurrent decline from peak | -7.64% | -0.27% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -6.85% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.86% | -1.23% |
Volatility
IUSU.DE vs. EUNN.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a volatility of 3.16%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSU.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 3.16% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 14.53% | -10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 17.97% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 16.04% | -8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 16.08% | -9.16% |
IUSU.DE vs. EUNN.DE - Expense Ratio Comparison
IUSU.DE has a 0.07% expense ratio, which is lower than EUNN.DE's 0.12% 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
IUSU.DE vs. EUNN.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while EUNN.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSU.DE iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) | 3.43% | 3.85% | 3.69% | 2.90% | 0.75% | 0.51% | 1.62% | 2.07% | 1.26% | 0.89% | 0.62% | 0.24% |
Frequently Asked Questions
IUSU.DE and EUNN.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for EUNN.DE.
IUSU.DE is categorized as Short-Term Bond, while EUNN.DE is Japan Equities. IUSU.DE tracks Bloomberg US Government TR USD, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.07% for IUSU.DE and 0.12% for EUNN.DE.
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