IUSU.DE vs. IUS7.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs 3.08%/yr for IUS7.DE. A 0.64 correlation means they provide meaningful diversification when combined. IUSU.DE charges 0.07%/yr vs 0.45%/yr for IUS7.DE.
Performance
IUSU.DE vs. IUS7.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 IUS7.DE's 2.97% return. Over the past 10 years, IUSU.DE has underperformed IUS7.DE with an annualized return of 1.30%, while IUS7.DE has yielded a comparatively higher 3.08% 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%
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.36%
- YTD
- 2.97%
- 6M
- 2.33%
- 1Y
- 9.74%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
IUSU.DE vs. IUS7.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% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 18.79% | -1.16% | -3.39% |
Correlation
The correlation between IUSU.DE and IUS7.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2009 | 0.64 |
The correlation between IUSU.DE and IUS7.DE shifts across timeframes, from 0.48 (5 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSU.DE vs. IUS7.DE — Risk / Return Rank
IUSU.DE
IUS7.DE
IUSU.DE vs. IUS7.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 (Dist) (IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.29 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.00 | -2.72 |
| Martin ratioReturn relative to average drawdown | 0.61 | 9.17 | -8.57 |
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 | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.55 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.33 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.28 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.61 | -0.41 |
Drawdowns
IUSU.DE vs. IUS7.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and IUS7.DE.
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Drawdown Indicators
| IUSU.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -27.13% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -3.09% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -12.95% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -15.90% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | -27.13% | +10.30% |
Current DrawdownCurrent decline from peak | -7.64% | 0.00% | -7.64% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -6.48% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.01% | +0.62% |
Volatility
IUSU.DE vs. IUS7.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 (Dist) (IUS7.DE) has a volatility of 1.24%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.24% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 4.03% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 5.97% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 8.56% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 11.02% | -4.10% |
IUSU.DE vs. IUS7.DE - Expense Ratio Comparison
IUSU.DE has a 0.07% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.
Dividends
IUSU.DE vs. IUS7.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, less than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
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 IUS7.DE have a correlation of 0.60, 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 IUS7.DE.
IUSU.DE is categorized as Short-Term Bond, while IUS7.DE is Emerging Markets Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while IUS7.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.07% for IUSU.DE and 0.45% for IUS7.DE.
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