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IS3V.DE vs. TIUP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3V.DE vs. TIUP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.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, IS3V.DE achieves a 0.90% return, which is significantly lower than TIUP.DE's 2.64% return.


IS3V.DE

1D
0.02%
1M
-0.02%
YTD
0.90%
6M
0.32%
1Y
2.24%
3Y*
0.94%
5Y*
-2.66%
10Y*

TIUP.DE

1D
-0.03%
1M
0.67%
YTD
2.64%
6M
1.37%
1Y
2.75%
3Y*
0.91%
5Y*
1.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3V.DE vs. TIUP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.90%2.39%-2.15%1.88%-19.26%4.95%4.83%
TIUP.DE
Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist
2.64%-5.20%7.69%-0.05%-7.05%14.77%-7.17%

Correlation

The correlation between IS3V.DE and TIUP.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.34

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

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.37

Over the past year, the correlation between IS3V.DE and TIUP.DE has dropped to 0.17 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

IS3V.DE vs. TIUP.DE — Risk / Return Rank

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

IS3V.DE
IS3V.DE Risk / Return Rank: 1616
Overall Rank
IS3V.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3V.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IS3V.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3V.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IS3V.DE Martin Ratio Rank: 1818
Martin Ratio Rank

TIUP.DE
TIUP.DE Risk / Return Rank: 1616
Overall Rank
TIUP.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TIUP.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
TIUP.DE Omega Ratio Rank: 1515
Omega Ratio Rank
TIUP.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
TIUP.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.

IS3V.DE vs. TIUP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.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.


IS3V.DETIUP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.71

0.65

+0.06

Martin ratioReturn relative to average drawdown

1.83

1.72

+0.11

IS3V.DE vs. TIUP.DE - Sharpe Ratio Comparison

The current IS3V.DE Sharpe Ratio is 0.45, which is comparable to the TIUP.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IS3V.DE and TIUP.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


IS3V.DETIUP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.46

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.21

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.20

-0.40

Drawdowns

IS3V.DE vs. TIUP.DE - Drawdown Comparison

The maximum IS3V.DE drawdown since its inception was -24.54%, which is greater than TIUP.DE's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for IS3V.DE and TIUP.DE.


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Drawdown Indicators


IS3V.DETIUP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-15.80%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-4.19%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.80%

-10.91%

+5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-15.26%

-9.28%

Current Drawdown

Current decline from peak

-18.28%

-8.51%

-9.77%

Average Drawdown

Average peak-to-trough decline

-13.47%

-7.01%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.60%

-0.38%

Volatility

IS3V.DE vs. TIUP.DE - Volatility Comparison

iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) has a higher volatility of 1.65% compared to Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) at 0.97%. This indicates that IS3V.DE's price experiences larger fluctuations and is considered to be riskier than TIUP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3V.DETIUP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

0.97%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

4.12%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

5.95%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

8.38%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.38%

8.07%

-0.69%

IS3V.DE vs. TIUP.DE - Expense Ratio Comparison

IS3V.DE has a 0.20% expense ratio, which is higher than TIUP.DE's 0.09% 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

IS3V.DE vs. TIUP.DE - Dividend Comparison

IS3V.DE has not paid dividends to shareholders, while TIUP.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM202520242023202220212020201920182017
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIUP.DE
Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist
0.94%0.96%0.85%0.67%0.72%0.46%0.58%0.66%0.67%0.72%

Frequently Asked Questions


IS3V.DE and TIUP.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIUP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIUP.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for IS3V.DE.

IS3V.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while TIUP.DE tracks Bloomberg US Government Inflation-Linked Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IS3V.DE and 0.09% for TIUP.DE.

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