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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.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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Returns By Period

In the year-to-date period, UEEG.DE achieves a -0.63% return, which is significantly lower than 2B7S.DE's -0.20% return.


UEEG.DE

1D
0.00%
1M
0.21%
6M
-0.42%
YTD
-0.63%
1Y
1.29%
3Y*
2.37%
5Y*
-0.91%
10Y*

2B7S.DE

1D
0.00%
1M
0.20%
6M
-0.20%
YTD
-0.20%
1Y
1.20%
3Y*
2.48%
5Y*
0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
UEEG.DE
iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc)
-0.63%4.64%0.67%2.27%-9.47%-1.22%
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-1.18%

Correlation

The correlation between UEEG.DE and 2B7S.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.50

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

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.58

Over the past year, the correlation between UEEG.DE and 2B7S.DE has dropped to 0.25 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

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

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

UEEG.DE
UEEG.DE Risk / Return Rank: 1414
Overall Rank
UEEG.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UEEG.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
UEEG.DE Omega Ratio Rank: 1313
Omega Ratio Rank
UEEG.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
UEEG.DE Martin Ratio Rank: 1616
Martin Ratio Rank

2B7S.DE
2B7S.DE Risk / Return Rank: 2121
Overall Rank
2B7S.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 1818
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.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.

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.


UEEG.DE2B7S.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratioReturn relative to maximum drawdown

0.56

1.22

-0.66

Martin ratioReturn relative to average drawdown

1.38

3.01

-1.63

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

The current UEEG.DE Sharpe Ratio is 0.36, which is comparable to the 2B7S.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of UEEG.DE and 2B7S.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

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

The maximum UEEG.DE drawdown since its inception was -13.77%, which is greater than 2B7S.DE's maximum drawdown of -7.68%. Use the drawdown chart below to compare losses from any high point for UEEG.DE and 2B7S.DE.


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Drawdown Indicators


UEEG.DE2B7S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.77%

-7.68%

-6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-0.98%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.22%

-1.03%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-12.90%

-7.50%

-5.40%

Current Drawdown

Current decline from peak

-5.99%

-0.59%

-5.40%

Average Drawdown

Average peak-to-trough decline

-7.24%

-3.25%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.40%

+0.54%

Volatility

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

iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.DE) has a higher volatility of 0.95% compared to iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) at 0.57%. This indicates that UEEG.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


UEEG.DE2B7S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.57%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

1.99%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

2.50%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

2.51%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

2.45%

+1.58%

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

UEEG.DE has a 0.18% expense ratio, which is higher than 2B7S.DE's 0.10% 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

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

Neither UEEG.DE nor 2B7S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UEEG.DE and 2B7S.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for UEEG.DE.

UEEG.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index (EUR Hedged), while 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index. Their fees differ too: 0.18% for UEEG.DE and 0.10% for 2B7S.DE.

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