OM3M.DE vs. IS04.DE
OM3M.DE (iShares USD Treasury Bond 3-7 UCITS ETF USD Dist) and IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) are both Government Bonds funds from iShares - OM3M.DE tracks the ICE US Treasury 3-7 Year Bond Index while IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 5 years, OM3M.DE returned 1.05%/yr vs -5.21%/yr for IS04.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
OM3M.DE vs. IS04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3M.DE achieves a 0.54% return, which is significantly lower than IS04.DE's 0.81% return.
OM3M.DE
- 1D
- 0.06%
- 1M
- 0.70%
- YTD
- 0.54%
- 6M
- -0.18%
- 1Y
- 1.18%
- 3Y*
- 0.55%
- 5Y*
- 1.05%
- 10Y*
- —
IS04.DE
- 1D
- 0.41%
- 1M
- 0.97%
- YTD
- 0.81%
- 6M
- -0.32%
- 1Y
- 2.27%
- 3Y*
- -4.20%
- 5Y*
- -5.21%
- 10Y*
- -1.74%
OM3M.DE vs. IS04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 0.54% | -4.89% | 7.50% | 0.56% | -3.84% | 5.66% | -2.73% | 8.28% | 4.00% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.81% | -6.95% | -2.51% | -1.21% | -26.01% | 3.49% | 6.49% | 18.18% | 2.06% |
Correlation
The correlation between OM3M.DE and IS04.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2018 | 0.64 |
The correlation between OM3M.DE and IS04.DE has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
OM3M.DE vs. IS04.DE — Risk / Return Rank
OM3M.DE
IS04.DE
OM3M.DE vs. IS04.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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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.DE | IS04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.04 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.29 | -0.09 |
| Martin ratioReturn relative to average drawdown | 0.51 | 0.62 | -0.11 |
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
| OM3M.DE | IS04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.22 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.34 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | -0.09 | +0.34 |
Drawdowns
OM3M.DE vs. IS04.DE - Drawdown Comparison
The maximum OM3M.DE drawdown since its inception was -13.79%, smaller than the maximum IS04.DE drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and IS04.DE.
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Drawdown Indicators
| OM3M.DE | IS04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -47.19% | +33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -7.33% | +3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -9.94% | -18.47% | +8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -12.25% | -40.05% | +27.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.19% | — |
Current DrawdownCurrent decline from peak | -7.74% | -43.69% | +35.95% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -21.89% | +15.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 3.45% | -1.82% |
Volatility
OM3M.DE vs. IS04.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) is 0.81%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 2.47%. This indicates that OM3M.DE experiences smaller price fluctuations and is considered to be less risky than IS04.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.DE | IS04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 2.47% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 6.52% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 9.70% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 15.21% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.18% | 14.69% | -7.51% |
OM3M.DE vs. IS04.DE - Expense Ratio Comparison
Both OM3M.DE and IS04.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
OM3M.DE vs. IS04.DE - Dividend Comparison
OM3M.DE's dividend yield for the trailing twelve months is around 3.38%, less than IS04.DE's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 3.38% | 3.78% | 3.19% | 2.59% | 1.31% | 0.83% | 1.81% | 2.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OM3M.DE and IS04.DE have a correlation of 0.55, 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.
OM3M.DE and IS04.DE have the same expense ratio: 0.07% per year.
OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index, while IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index.
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