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IUSU.DE vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSU.DE vs. ISF.L - 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 Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSU.DE is traded in EUR, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSU.DE achieves a 1.44% return, which is significantly lower than ISF.L's 7.10% return. Over the past 10 years, IUSU.DE has underperformed ISF.L with an annualized return of 1.30%, while ISF.L has yielded a comparatively higher 8.09% 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%

ISF.L

1D
0.18%
1M
-0.41%
YTD
7.10%
6M
9.97%
1Y
18.11%
3Y*
14.72%
5Y*
11.74%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSU.DE vs. ISF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.10%19.40%14.55%10.09%-0.57%25.34%-16.47%24.56%-10.08%8.64%

Correlation

The correlation between IUSU.DE and ISF.L is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

-0.05

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

-0.12

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

-0.02

The correlation between IUSU.DE and ISF.L shifts across timeframes, from -0.12 (5 years) to -0.00 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSU.DE vs. ISF.L — 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: 1111
Overall Rank
IUSU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 1212
Martin Ratio Rank

ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
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. ISF.L - 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 FTSE 100 UCITS ETF (Dist) (ISF.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.


IUSU.DEISF.LDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.03

1.29

-0.25

Calmar ratioReturn relative to maximum drawdown

0.28

2.32

-2.04

Martin ratioReturn relative to average drawdown

0.61

8.22

-7.61

IUSU.DE vs. ISF.L - Sharpe Ratio Comparison

The current IUSU.DE Sharpe Ratio is 0.18, which is lower than the ISF.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IUSU.DE and ISF.L, 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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Sharpe Ratios by Period


IUSU.DEISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.55

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.85

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.49

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.26

-0.06

Drawdowns

IUSU.DE vs. ISF.L - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum ISF.L drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and ISF.L.


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Drawdown Indicators


IUSU.DEISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.29%

-57.98%

+38.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-7.79%

+4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

-15.84%

+4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-15.84%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

-39.60%

+22.77%

Current Drawdown

Current decline from peak

-7.64%

-2.57%

-5.07%

Average Drawdown

Average peak-to-trough decline

-7.43%

-11.93%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.21%

-0.58%

Volatility

IUSU.DE vs. ISF.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a volatility of 4.19%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSU.DEISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

4.19%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

9.78%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

11.69%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

13.85%

-6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

16.62%

-9.70%

IUSU.DE vs. ISF.L - Expense Ratio Comparison

Both IUSU.DE and ISF.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%.


Dividends

IUSU.DE vs. ISF.L - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, more than ISF.L's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
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 ISF.L have a correlation of -0.03, 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 ISF.L have the same expense ratio: 0.07% per year.

IUSU.DE is categorized as Short-Term Bond, while ISF.L is Europe Equities. IUSU.DE tracks Bloomberg US Government TR USD, while ISF.L tracks FTSE AllSh TR GBP.

Portfolio Optimizer

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