IUSU.DE vs. ISF.L
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs 8.09%/yr for ISF.L. At a correlation of -0.02, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
IUSU.DE vs. ISF.L - Performance Comparison
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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%
IUSU.DE vs. ISF.L - 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% |
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
IUSU.DE
ISF.L
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.DE | ISF.L | Difference | |
|---|---|---|---|
| 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 |
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 | ISF.L | Difference | |
|---|---|---|---|
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.DE | ISF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.64% | -2.57% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -11.93% | +4.50% |
Ulcer IndexDepth 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.DE | ISF.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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