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OM3M.DE vs. 2B7S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OM3M.DE vs. 2B7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). The values are adjusted to include any dividend payments, if applicable.

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OM3M.DE vs. 2B7S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
0.97%-4.89%7.50%0.56%-3.84%3.32%
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.07%2.92%2.36%1.95%-5.70%-1.18%

Returns By Period

In the year-to-date period, OM3M.DE achieves a 0.97% return, which is significantly higher than 2B7S.DE's -0.07% return.


OM3M.DE

1D
-0.64%
1M
-0.35%
YTD
0.97%
6M
1.81%
1Y
-3.79%
3Y*
1.09%
5Y*
0.62%
10Y*

2B7S.DE

1D
0.00%
1M
-0.45%
YTD
-0.07%
6M
0.33%
1Y
1.45%
3Y*
2.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OM3M.DE vs. 2B7S.DE - Expense Ratio Comparison

OM3M.DE has a 0.07% expense ratio, which is lower than 2B7S.DE's 0.10% 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%.


Return for Risk

OM3M.DE vs. 2B7S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OM3M.DE
OM3M.DE Risk / Return Rank: 44
Overall Rank
OM3M.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 33
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 66
Martin Ratio Rank

2B7S.DE
2B7S.DE Risk / Return Rank: 5151
Overall Rank
2B7S.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 4545
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 4545
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.

OM3M.DE vs. 2B7S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.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.


OM3M.DE2B7S.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.54

1.00

-1.54

Sortino ratio

Return per unit of downside risk

-0.67

1.41

-2.09

Omega ratio

Gain probability vs. loss probability

0.92

1.19

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.44

1.77

-2.22

Martin ratio

Return relative to average drawdown

-0.69

4.96

-5.65

OM3M.DE vs. 2B7S.DE - Sharpe Ratio Comparison

The current OM3M.DE Sharpe Ratio is -0.54, which is lower than the 2B7S.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of OM3M.DE and 2B7S.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OM3M.DE2B7S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

1.00

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.00

+0.26

Correlation

The correlation between OM3M.DE and 2B7S.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OM3M.DE vs. 2B7S.DE - Dividend Comparison

OM3M.DE's dividend yield for the trailing twelve months is around 3.36%, while 2B7S.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.36%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OM3M.DE vs. 2B7S.DE - Drawdown Comparison

The maximum OM3M.DE drawdown since its inception was -13.79%, which is greater than 2B7S.DE's maximum drawdown of -7.76%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and 2B7S.DE.


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Drawdown Indicators


OM3M.DE2B7S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-7.76%

-6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-0.85%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

Current Drawdown

Current decline from peak

-7.35%

-0.57%

-6.78%

Average Drawdown

Average peak-to-trough decline

-6.59%

-3.40%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

0.30%

+4.22%

Volatility

OM3M.DE vs. 2B7S.DE - Volatility Comparison

iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) has a higher volatility of 1.92% compared to iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) at 0.46%. This indicates that OM3M.DE's price experiences larger fluctuations and is considered to be riskier than 2B7S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OM3M.DE2B7S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

0.46%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

0.85%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

6.97%

1.45%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

1.97%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

1.97%

+5.27%