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

Performance

SNAV.DE vs. IUSU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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, SNAV.DE achieves a 4.11% return, which is significantly higher than IUSU.DE's 3.57% return.


SNAV.DE

1D
0.00%
1M
1.64%
6M
3.87%
YTD
4.11%
1Y
6.74%
3Y*
3.54%
5Y*
3.63%
10Y*

IUSU.DE

1D
0.07%
1M
1.73%
6M
3.42%
YTD
3.57%
1Y
6.20%
3Y*
2.77%
5Y*
2.65%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.11%-6.27%11.34%1.62%4.10%8.04%-6.03%-6.49%-0.79%
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.57%-6.44%10.08%0.67%2.11%7.74%-6.05%6.08%-0.77%

Correlation

The correlation between SNAV.DE and IUSU.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

0.94

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

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Return for Risk

SNAV.DE vs. IUSU.DE — Risk / Return Rank

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

SNAV.DE
SNAV.DE Risk / Return Rank: 4141
Overall Rank
SNAV.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SNAV.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SNAV.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SNAV.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SNAV.DE Martin Ratio Rank: 3939
Martin Ratio Rank

IUSU.DE
IUSU.DE Risk / Return Rank: 3535
Overall Rank
IUSU.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 3434
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.

SNAV.DE vs. IUSU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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.


SNAV.DEIUSU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

2.07

1.74

+0.32

Martin ratioReturn relative to average drawdown

5.29

4.40

+0.89

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

The current SNAV.DE Sharpe Ratio is 1.17, which is comparable to the IUSU.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SNAV.DE and IUSU.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

SNAV.DE vs. IUSU.DE - Drawdown Comparison

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


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Drawdown Indicators


SNAV.DEIUSU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.17%

-18.82%

+5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-3.54%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-10.85%

-10.92%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-11.57%

-12.47%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-16.73%

Current Drawdown

Current decline from peak

-4.62%

-5.25%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.59%

-7.01%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.40%

-0.13%

Volatility

SNAV.DE vs. IUSU.DE - Volatility Comparison

iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) has a higher volatility of 1.59% compared to iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) at 1.49%. This indicates that SNAV.DE's price experiences larger fluctuations and is considered to be riskier than IUSU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNAV.DEIUSU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.49%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

3.96%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

5.59%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

7.18%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

6.85%

+1.32%

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

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


Dividends

SNAV.DE vs. IUSU.DE - Dividend Comparison

SNAV.DE's dividend yield for the trailing twelve months is around 4.41%, more than IUSU.DE's 3.93% 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)
4.41%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, SNAV.DE and IUSU.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.

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

Portfolio Optimizer

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