A power electronics assembly includes a semiconductor device, an insulated metal substrate, and a cooling structure. The insulated metal substrate includes a dielectric layer positioned between first and second metal layers, and a plurality of stress-relief through-features extending through the first metal layer, the second metal layer, the dielectric layer, or combinations thereof. The semiconductor device is thermally coupled to the first metal layer and the plurality of stress relief through-features is positioned around the semiconductor device. The cooling structure is bonded directly to the second metal layer of the insulated metal substrate. Insulated metal substrate assemblies are also disclosed. The insulated metal substrate includes a plurality of stress-relief through-features extending through a first metal layer, a second metal layer, and a dielectric layer. Vehicles having power electronics assemblies with stress-relief through-features are also disclosed.