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IUSU.DE vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSU.DE vs. IS3K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSU.DE achieves a 3.66% return, which is significantly lower than IS3K.DE's 4.98% return. Over the past 10 years, IUSU.DE has underperformed IS3K.DE with an annualized return of 1.43%, while IS3K.DE has yielded a comparatively higher 4.40% annualized return.


IUSU.DE

1D
0.12%
1M
1.57%
6M
2.69%
YTD
3.66%
1Y
4.88%
3Y*
3.70%
5Y*
2.60%
10Y*
1.43%

IS3K.DE

1D
0.20%
1M
1.54%
6M
3.17%
YTD
4.98%
1Y
7.70%
3Y*
6.67%
5Y*
5.27%
10Y*
4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSU.DE vs. IS3K.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.66%-6.44%10.08%0.67%2.11%7.74%-6.05%6.08%6.10%-11.82%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.98%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-8.47%

Correlation

The correlation between IUSU.DE and IS3K.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.78

The correlation between IUSU.DE and IS3K.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

IUSU.DE vs. IS3K.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSU.DE
IUSU.DE Risk / Return Rank: 2828
Overall Rank
IUSU.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 2525
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 2929
Martin Ratio Rank

IS3K.DE
IS3K.DE Risk / Return Rank: 5252
Overall Rank
IS3K.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUSU.DE vs. IS3K.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 Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUSU.DEIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

1.38

2.48

-1.11

Martin ratioReturn relative to average drawdown

3.46

8.03

-4.57

IUSU.DE vs. IS3K.DE - Sharpe Ratio Comparison

The current IUSU.DE Sharpe Ratio is 0.88, which is lower than the IS3K.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IUSU.DE and IS3K.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUSU.DE vs. IS3K.DE - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -18.82%, smaller than the maximum IS3K.DE drawdown of -27.02%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and IS3K.DE.


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Drawdown Indicators


IUSU.DEIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-27.02%

+8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.09%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-10.92%

-11.25%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-11.25%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.73%

-17.93%

+1.20%

Current Drawdown

Current decline from peak

-5.17%

-1.45%

-3.72%

Average Drawdown

Average peak-to-trough decline

-7.00%

-6.51%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

0.96%

+0.45%

Volatility

IUSU.DE vs. IS3K.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 1.35%, while iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) has a volatility of 1.47%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than IS3K.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.DEIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.47%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

3.68%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.58%

5.72%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

7.09%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

7.82%

-0.98%

IUSU.DE vs. IS3K.DE - Expense Ratio Comparison

IUSU.DE has a 0.07% expense ratio, which is lower than IS3K.DE's 0.45% expense ratio.


Dividends

IUSU.DE vs. IS3K.DE - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.93%, less than IS3K.DE's 6.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.63%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.93%4.34%4.05%3.09%0.77%0.60%1.85%2.32%1.51%1.02%0.70%0.50%

Frequently Asked Questions


IUSU.DE and IS3K.DE have a correlation of 0.83, 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 IS3K.DE.

IUSU.DE is categorized as Short-Term Bond, while IS3K.DE is High Yield Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. Their fees differ too: 0.07% for IUSU.DE and 0.45% for IS3K.DE.

Portfolio Optimizer

Find the right allocation for IUSU.DE and IS3K.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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