IUSU.DE vs. SXR8.DE
IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSU.DE returned 1.30%/yr vs 14.95%/yr for SXR8.DE. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
IUSU.DE vs. SXR8.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 SXR8.DE's 11.37% return. Over the past 10 years, IUSU.DE has underperformed SXR8.DE with an annualized return of 1.30%, while SXR8.DE has yielded a comparatively higher 14.95% 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%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IUSU.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IUSU.DE and SXR8.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.27 |
The correlation between IUSU.DE and SXR8.DE shifts across timeframes, from 0.09 (5 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSU.DE vs. SXR8.DE — Risk / Return Rank
IUSU.DE
SXR8.DE
IUSU.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.58 | -3.30 |
| Martin ratioReturn relative to average drawdown | 0.61 | 12.71 | -12.10 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 2.21 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.96 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.92 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.79 | -0.59 |
Drawdowns
IUSU.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSU.DE drawdown since its inception was -19.29%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and SXR8.DE.
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Drawdown Indicators
| IUSU.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -33.78% | +14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -7.13% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -23.32% | +12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -23.32% | +10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -16.83% | -33.78% | +16.95% |
Current DrawdownCurrent decline from peak | -7.64% | -0.45% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -5.17% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.01% | -0.38% |
Volatility
IUSU.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) is 0.98%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 2.65% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 7.57% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 11.56% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 15.16% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 16.09% | -9.17% |
IUSU.DE vs. SXR8.DE - Expense Ratio Comparison
Both IUSU.DE and SXR8.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. SXR8.DE - Dividend Comparison
IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSU.DE and SXR8.DE have a correlation of 0.17, 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 SXR8.DE have the same expense ratio: 0.07% per year.
IUSU.DE is categorized as Short-Term Bond, while SXR8.DE is S&P 500. IUSU.DE tracks Bloomberg US Government TR USD, while SXR8.DE tracks S&P 500 Index.
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