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

Performance

IUSU.DE vs. SNAV.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 $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.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 SNAV.DE's 4.35% 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%

SNAV.DE

1D
0.23%
1M
1.63%
6M
3.38%
YTD
4.35%
1Y
5.74%
3Y*
4.56%
5Y*
3.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-0.77%
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.35%-6.27%11.34%1.62%4.10%8.04%-6.03%-6.49%-0.79%

Correlation

The correlation between IUSU.DE and SNAV.DE is 0.91, 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

0.91

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.91

The correlation between IUSU.DE and SNAV.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

IUSU.DE vs. SNAV.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

SNAV.DE
SNAV.DE Risk / Return Rank: 3434
Overall Rank
SNAV.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNAV.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SNAV.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SNAV.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SNAV.DE Martin Ratio Rank: 3535
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. SNAV.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 $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.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.DESNAV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratioReturn relative to maximum drawdown

1.38

1.76

-0.39

Martin ratioReturn relative to average drawdown

3.46

4.50

-1.04

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

The current IUSU.DE Sharpe Ratio is 0.88, which is comparable to the SNAV.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IUSU.DE and SNAV.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. SNAV.DE - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -18.82%, which is greater than SNAV.DE's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and SNAV.DE.


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Drawdown Indicators


IUSU.DESNAV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-13.17%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.24%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-10.92%

-10.85%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-11.57%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-16.73%

Current Drawdown

Current decline from peak

-5.17%

-4.40%

-0.77%

Average Drawdown

Average peak-to-trough decline

-7.00%

-6.58%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.27%

+0.14%

Volatility

IUSU.DE vs. SNAV.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 1.35%, while iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) has a volatility of 1.51%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than SNAV.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.DESNAV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.51%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

4.04%

-0.16%

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%

7.24%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

8.16%

-1.32%

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

IUSU.DE has a 0.07% expense ratio, which is lower than SNAV.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSU.DE vs. SNAV.DE - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.93%, less than SNAV.DE's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.40%4.75%4.59%4.09%1.64%0.79%2.45%2.93%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IUSU.DE and SNAV.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for SNAV.DE.

IUSU.DE tracks Bloomberg US Government TR USD, while SNAV.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index. Their fees differ too: 0.07% for IUSU.DE and 0.15% for SNAV.DE.

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