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

Performance

IUSU.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSU.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE 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 higher than SXRL.DE's 0.83% return. Over the past 10 years, IUSU.DE has outperformed SXRL.DE with an annualized return of 1.30%, while SXRL.DE has yielded a comparatively lower 1.16% 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%

SXRL.DE

1D
0.06%
1M
0.58%
YTD
0.83%
6M
0.17%
1Y
1.49%
3Y*
0.96%
5Y*
1.32%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.84%-4.82%8.08%1.19%-4.08%6.09%-2.60%8.44%5.99%-11.17%

Correlation

The correlation between IUSU.DE and SXRL.DE is 0.68, 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

0.68

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

0.69

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2009

0.71

The correlation between IUSU.DE and SXRL.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.

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Return for Risk

IUSU.DE vs. SXRL.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: 1111
Overall Rank
IUSU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 1212
Martin Ratio Rank

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
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. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.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.DESXRL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.03

1.05

-0.02

Calmar ratioReturn relative to maximum drawdown

0.28

0.33

-0.05

Martin ratioReturn relative to average drawdown

0.61

0.91

-0.31

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

The current IUSU.DE Sharpe Ratio is 0.18, which is lower than the SXRL.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IUSU.DE and SXRL.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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Sharpe Ratios by Period


IUSU.DESXRL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.26

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.17

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.15

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.42

-0.22

Drawdowns

IUSU.DE vs. SXRL.DE - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -19.29%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and SXRL.DE.


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Drawdown Indicators


IUSU.DESXRL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.29%

-17.10%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-4.47%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

-10.19%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-12.16%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

-17.10%

+0.27%

Current Drawdown

Current decline from peak

-7.64%

-6.47%

-1.17%

Average Drawdown

Average peak-to-trough decline

-7.43%

-6.64%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.62%

+0.01%

Volatility

IUSU.DE vs. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.DE) has a volatility of 1.04%. This indicates that IUSU.DE experiences smaller price fluctuations and is considered to be less risky than SXRL.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.DESXRL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.04%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

4.27%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

5.77%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

7.84%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

7.61%

-0.69%

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

Both IUSU.DE and SXRL.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. SXRL.DE - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while SXRL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (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 SXRL.DE have a correlation of 0.68, 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 SXRL.DE have the same expense ratio: 0.07% per year.

IUSU.DE is categorized as Short-Term Bond, while SXRL.DE is Government Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while SXRL.DE tracks ICE US Treasury 3-7 Year.

Portfolio Optimizer

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