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EUIN.DE vs. IUS5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUIN.DE vs. IUS5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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, EUIN.DE achieves a 4.14% return, which is significantly higher than IUS5.DE's 2.13% return.


EUIN.DE

1D
-0.86%
1M
0.10%
YTD
4.14%
6M
3.24%
1Y
2.51%
3Y*
2.04%
5Y*
4.24%
10Y*

IUS5.DE

1D
-0.13%
1M
0.47%
YTD
2.13%
6M
1.36%
1Y
2.03%
3Y*
0.57%
5Y*
-1.37%
10Y*
0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUIN.DE vs. IUS5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
4.14%0.24%2.06%1.02%10.68%7.29%-2.78%-1.72%-2.68%-0.64%
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
2.13%-3.37%2.59%1.53%-17.29%12.12%2.24%10.07%0.53%-5.09%

Correlation

The correlation between EUIN.DE and IUS5.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2017

-0.04

The correlation between EUIN.DE and IUS5.DE shifts across timeframes, from -0.04 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EUIN.DE vs. IUS5.DE — Risk / Return Rank

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

EUIN.DE
EUIN.DE Risk / Return Rank: 1515
Overall Rank
EUIN.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 1616
Martin Ratio Rank

IUS5.DE
IUS5.DE Risk / Return Rank: 1616
Overall Rank
IUS5.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IUS5.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
IUS5.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IUS5.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
IUS5.DE Martin Ratio Rank: 1717
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.

EUIN.DE vs. IUS5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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.


EUIN.DEIUS5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.06

1.07

-0.01

Calmar ratioReturn relative to maximum drawdown

0.73

0.87

-0.14

Martin ratioReturn relative to average drawdown

1.43

1.67

-0.24

EUIN.DE vs. IUS5.DE - Sharpe Ratio Comparison

The current EUIN.DE Sharpe Ratio is 0.34, which is comparable to the IUS5.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of EUIN.DE and IUS5.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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Sharpe Ratios by Period


EUIN.DEIUS5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.40

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.16

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.42

+0.02

Drawdowns

EUIN.DE vs. IUS5.DE - Drawdown Comparison

The maximum EUIN.DE drawdown since its inception was -10.70%, smaller than the maximum IUS5.DE drawdown of -22.31%. Use the drawdown chart below to compare losses from any high point for EUIN.DE and IUS5.DE.


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Drawdown Indicators


EUIN.DEIUS5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.70%

-22.31%

+11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-2.31%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.38%

-8.42%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-5.38%

-22.31%

+16.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

Current Drawdown

Current decline from peak

-1.26%

-17.45%

+16.19%

Average Drawdown

Average peak-to-trough decline

-2.72%

-7.45%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.21%

+0.54%

Volatility

EUIN.DE vs. IUS5.DE - Volatility Comparison

Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) has a higher volatility of 2.07% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) at 1.90%. This indicates that EUIN.DE's price experiences larger fluctuations and is considered to be riskier than IUS5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUIN.DEIUS5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.90%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

3.77%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

7.33%

5.02%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

8.56%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

7.94%

-3.90%

EUIN.DE vs. IUS5.DE - Expense Ratio Comparison

EUIN.DE has a 0.25% expense ratio, which is higher than IUS5.DE's 0.20% 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

EUIN.DE vs. IUS5.DE - Dividend Comparison

Neither EUIN.DE nor IUS5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUIN.DE and IUS5.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUS5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUS5.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for EUIN.DE.

EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany, while IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for EUIN.DE and 0.20% for IUS5.DE.

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