IUSU.DE vs. IS04.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while IS04.DE is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs -1.74%/yr for IS04.DE. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
IUSU.DE vs. IS04.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSU.DE achieves a 1.44% return, which is significantly higher than IS04.DE's 0.81% return. Over the past 10 years, IUSU.DE has outperformed IS04.DE with an annualized return of 1.30%, while IS04.DE has yielded a comparatively lower -1.74% 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%
IS04.DE
- 1D
- 0.41%
- 1M
- 0.97%
- YTD
- 0.81%
- 6M
- -0.32%
- 1Y
- 2.27%
- 3Y*
- -4.20%
- 5Y*
- -5.21%
- 10Y*
- -1.74%
IUSU.DE vs. IS04.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% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.81% | -6.95% | -2.51% | -1.21% | -26.01% | 3.49% | 6.49% | 18.18% | 2.70% | -4.33% |
Correlation
The correlation between IUSU.DE and IS04.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2015 | 0.42 |
The correlation between IUSU.DE and IS04.DE shifts across timeframes, from 0.28 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSU.DE vs. IS04.DE — Risk / Return Rank
IUSU.DE
IS04.DE
IUSU.DE vs. IS04.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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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 | IS04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.04 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.29 | -0.01 |
| Martin ratioReturn relative to average drawdown | 0.61 | 0.62 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSU.DE | IS04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.22 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.34 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | -0.12 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | -0.09 | +0.29 |
Drawdowns
IUSU.DE vs. IS04.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum IS04.DE drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and IS04.DE.
Loading charts...
Drawdown Indicators
| IUSU.DE | IS04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -47.19% | +27.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -7.33% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -18.47% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -40.05% | +27.51% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | -47.19% | +30.36% |
Current DrawdownCurrent decline from peak | -7.64% | -43.69% | +36.05% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -21.89% | +14.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 3.45% | -1.82% |
Volatility
IUSU.DE vs. IS04.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 2.47%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than IS04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSU.DE | IS04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 2.47% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 6.52% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 9.70% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 15.21% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 14.69% | -7.77% |
IUSU.DE vs. IS04.DE - Expense Ratio Comparison
Both IUSU.DE and IS04.DE 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%.
Dividends
IUSU.DE vs. IS04.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, less than IS04.DE's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
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 IS04.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSU.DE and IS04.DE have the same expense ratio: 0.07% per year.
IUSU.DE is categorized as Short-Term Bond, while IS04.DE is Government Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index.
Find the right allocation for IUSU.DE and IS04.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer