IUSU.DE vs. IUSM.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while IUSM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs 0.29%/yr for IUSM.DE. A 0.71 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
IUSU.DE vs. IUSM.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 higher than IUSM.DE's 0.22% return. Over the past 10 years, IUSU.DE has outperformed IUSM.DE with an annualized return of 1.30%, while IUSM.DE has yielded a comparatively lower 0.29% 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%
IUSM.DE
- 1D
- 0.13%
- 1M
- 0.27%
- YTD
- 0.22%
- 6M
- -0.59%
- 1Y
- 1.69%
- 3Y*
- -0.48%
- 5Y*
- -0.31%
- 10Y*
- 0.29%
IUSU.DE vs. IUSM.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% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.22% | -4.06% | 5.00% | -0.24% | -9.67% | 4.92% | -0.18% | 11.27% | 4.84% | -10.05% |
Correlation
The correlation between IUSU.DE and IUSM.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2007 | 0.71 |
The correlation between IUSU.DE and IUSM.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
IUSU.DE vs. IUSM.DE — Risk / Return Rank
IUSU.DE
IUSM.DE
IUSU.DE vs. IUSM.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 7-10yr UCITS ETF (Dist) (IUSM.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 | IUSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.04 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.30 | -0.02 |
| Martin ratioReturn relative to average drawdown | 0.61 | 0.74 | -0.13 |
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 | IUSM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.23 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.03 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.03 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.27 | -0.07 |
Drawdowns
IUSU.DE vs. IUSM.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum IUSM.DE drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and IUSM.DE.
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Drawdown Indicators
| IUSU.DE | IUSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -21.40% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -4.45% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -10.86% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -15.69% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | -21.40% | +4.57% |
Current DrawdownCurrent decline from peak | -7.64% | -17.38% | +9.74% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -10.30% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.79% | -0.16% |
Volatility
IUSU.DE vs. IUSM.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 7-10yr UCITS ETF (Dist) (IUSM.DE) has a volatility of 1.14%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than IUSM.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 | IUSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.14% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 4.00% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 5.78% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 8.96% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 8.33% | -1.41% |
IUSU.DE vs. IUSM.DE - Expense Ratio Comparison
Both IUSU.DE and IUSM.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. IUSM.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, less than IUSM.DE's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.72% | 3.73% | 3.65% | 2.91% | 1.93% | 0.96% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.84% |
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 IUSM.DE have a correlation of 0.75, 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 IUSM.DE have the same expense ratio: 0.07% per year.
IUSU.DE is categorized as Short-Term Bond, while IUSM.DE is Government Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while IUSM.DE tracks ICE US Treasury 7-10 Year.
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