IUSU.DE vs. IS02.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while IS02.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, IUSU.DE returned 2.52%/yr vs 2.88%/yr for IS02.DE. At a 0.48 correlation, their price movements are largely independent. IUSU.DE charges 0.07%/yr vs 0.45%/yr for IS02.DE.
Performance
IUSU.DE vs. IS02.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 IS02.DE's 2.97% 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%
IS02.DE
- 1D
- 0.11%
- 1M
- 1.39%
- YTD
- 2.97%
- 6M
- 2.43%
- 1Y
- 9.76%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
IUSU.DE vs. IS02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSU.DE iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) | 1.44% | -6.89% | 9.65% | 0.49% | 2.10% | 7.62% | -3.73% |
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | 0.08% |
Correlation
The correlation between IUSU.DE and IS02.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.49 |
The correlation between IUSU.DE and IS02.DE shifts across timeframes, from 0.46 (5 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSU.DE vs. IS02.DE — Risk / Return Rank
IUSU.DE
IS02.DE
IUSU.DE vs. IS02.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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 | IS02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.30 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.11 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.61 | 8.98 | -8.38 |
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 | IS02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.57 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.33 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.27 | -0.07 |
Drawdowns
IUSU.DE vs. IS02.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and IS02.DE.
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Drawdown Indicators
| IUSU.DE | IS02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -16.21% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -3.00% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -12.85% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -16.21% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | 0.00% | -7.64% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -5.92% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.04% | +0.59% |
Volatility
IUSU.DE vs. IS02.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) has a volatility of 1.19%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than IS02.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 | IS02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.19% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 3.97% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 5.94% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 8.53% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 8.34% | -1.42% |
IUSU.DE vs. IS02.DE - Expense Ratio Comparison
IUSU.DE has a 0.07% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.
Dividends
IUSU.DE vs. IS02.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while IS02.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 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 IS02.DE have a correlation of 0.58, 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 0.45% for IS02.DE.
IUSU.DE is categorized as Short-Term Bond, while IS02.DE is Emerging Markets Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while IS02.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.07% for IUSU.DE and 0.45% for IS02.DE.
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