IBC9.DE vs. IUST.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE).

IBC9.DE and IUST.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBC9.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® Global Developed Markets Liquid High Yield Capped. It was launched on Nov 13, 2012. IUST.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government Inflation-Linked Bond. It was launched on Dec 8, 2006. Both IBC9.DE and IUST.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IBC9.DE vs. IUST.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE). The values are adjusted to include any dividend payments, if applicable.

IBC9.DE vs. IUST.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBC9.DE iShares Global High Yield Corporate Bond UCITS ETF	0.84%	1.08%	9.31%	9.25%	-6.54%	8.54%	-2.13%	14.97%	0.24%	-3.66%
IUST.DE iShares USD TIPS UCITS ETF USD (Acc)	2.27%	-4.87%	7.83%	-0.00%	-7.02%	14.87%	0.99%	11.24%	3.24%	-9.33%

Returns By Period

In the year-to-date period, IBC9.DE achieves a 0.84% return, which is significantly lower than IUST.DE's 2.27% return. Over the past 10 years, IBC9.DE has outperformed IUST.DE with an annualized return of 4.52%, while IUST.DE has yielded a comparatively lower 2.39% annualized return.

IBC9.DE

• 1D: 0.52%
• 1M: 0.05%
• YTD: 0.84%
• 6M: 1.54%
• 1Y: 2.76%
• 3Y*: 6.11%
• 5Y*: 3.54%
• 10Y*: 4.52%

IUST.DE

• 1D: 0.70%
• 1M: -0.55%
• YTD: 2.27%
• 6M: 1.67%
• 1Y: -3.05%
• 3Y*: 0.92%
• 5Y*: 1.70%
• 10Y*: 2.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC9.DE vs. IUST.DE - Expense Ratio Comparison

IBC9.DE has a 0.50% expense ratio, which is higher than IUST.DE's 0.10% expense ratio.

IBC9.DE

iShares Global High Yield Corporate Bond UCITS ETF

IUST.DE

iShares USD TIPS UCITS ETF USD (Acc)

Return for Risk

IBC9.DE vs. IUST.DE — Risk / Return Rank

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

IBC9.DE

IBC9.DE Risk / Return Rank: 40
IBC9.DE Sharpe Ratio Rank: 27
IBC9.DE Sortino Ratio Rank: 24
IBC9.DE Omega Ratio Rank: 25
IBC9.DE Calmar Ratio Rank: 68
IBC9.DE Martin Ratio Rank: 56

IUST.DE

IUST.DE Risk / Return Rank: 6
IUST.DE Sharpe Ratio Rank: 6
IUST.DE Sortino Ratio Rank: 5
IUST.DE Omega Ratio Rank: 5
IUST.DE Calmar Ratio Rank: 7
IUST.DE Martin Ratio Rank: 8

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.

IBC9.DE vs. IUST.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.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.

	IBC9.DE	IUST.DE	Difference
Sharpe ratio Return per unit of total volatility	0.55	-0.37	+0.92
Sortino ratio Return per unit of downside risk	0.76	-0.43	+1.19
Omega ratio Gain probability vs. loss probability	1.11	0.94	+0.17
Calmar ratio Return relative to maximum drawdown	2.08	-0.26	+2.34
Martin ratio Return relative to average drawdown	6.56	-0.41	+6.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBC9.DE vs. IUST.DE - Sharpe Ratio Comparison

The current IBC9.DE Sharpe Ratio is 0.55, which is higher than the IUST.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of IBC9.DE and IUST.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBC9.DE	IUST.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	-0.37	+0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.20	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.30	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.43	+0.12

Correlation

The correlation between IBC9.DE and IUST.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IBC9.DE vs. IUST.DE - Dividend Comparison

IBC9.DE's dividend yield for the trailing twelve months is around 5.61%, while IUST.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBC9.DE iShares Global High Yield Corporate Bond UCITS ETF	5.61%	5.55%	5.32%	4.88%	4.06%	3.76%	4.80%	4.78%	4.77%	5.03%	4.78%	5.18%
IUST.DE iShares USD TIPS UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IBC9.DE vs. IUST.DE - Drawdown Comparison

The maximum IBC9.DE drawdown since its inception was -22.34%, which is greater than IUST.DE's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for IBC9.DE and IUST.DE.

Drawdown Indicators

	IBC9.DE	IUST.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.34%	-19.93%	-2.41%
Max Drawdown (1Y) Largest decline over 1 year	-2.68%	-7.52%	+4.84%
Max Drawdown (5Y) Largest decline over 5 years	-10.01%	-15.19%	+5.18%
Max Drawdown (10Y) Largest decline over 10 years	-22.34%	-15.81%	-6.53%
Current Drawdown Current decline from peak	-0.66%	-8.32%	+7.66%
Average Drawdown Average peak-to-trough decline	-3.26%	-6.83%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.68%	4.75%	-4.07%

Volatility

IBC9.DE vs. IUST.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) is 1.85%, while iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a volatility of 2.41%. This indicates that IBC9.DE experiences smaller price fluctuations and is considered to be less risky than IUST.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBC9.DE	IUST.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	2.41%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	2.90%	4.19%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	5.05%	8.18%	-3.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.65%	8.32%	-2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.89%	8.04%	-0.15%