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

Performance

IUS5.DE vs. CBUL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) and iShares $ TIPS 0-5 UCITS ETF EUR Hedged (Dist) (CBUL.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, IUS5.DE achieves a 2.69% return, which is significantly higher than CBUL.DE's 0.78% return.


IUS5.DE

1D
0.03%
1M
0.11%
6M
1.28%
YTD
2.69%
1Y
3.74%
3Y*
1.59%
5Y*
-1.92%
10Y*
0.54%

CBUL.DE

1D
0.00%
1M
-0.23%
6M
0.78%
YTD
0.78%
1Y
1.21%
3Y*
3.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
2.69%-3.37%2.59%1.53%-15.76%
CBUL.DE
iShares $ TIPS 0-5 UCITS ETF EUR Hedged (Dist)
0.78%3.87%3.10%2.21%-3.69%

Correlation

The correlation between IUS5.DE and CBUL.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.35

Over the past year, the correlation between IUS5.DE and CBUL.DE has dropped to 0.08 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

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

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

IUS5.DE
IUS5.DE Risk / Return Rank: 2929
Overall Rank
IUS5.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IUS5.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IUS5.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IUS5.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IUS5.DE Martin Ratio Rank: 3030
Martin Ratio Rank

CBUL.DE
CBUL.DE Risk / Return Rank: 1818
Overall Rank
CBUL.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CBUL.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
CBUL.DE Omega Ratio Rank: 1616
Omega Ratio Rank
CBUL.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
CBUL.DE Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) and iShares $ TIPS 0-5 UCITS ETF EUR Hedged (Dist) (CBUL.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.


IUS5.DECBUL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

1.61

0.76

+0.85

Martin ratioReturn relative to average drawdown

3.36

2.07

+1.29

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

The current IUS5.DE Sharpe Ratio is 0.75, which is higher than the CBUL.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IUS5.DE and CBUL.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

IUS5.DE vs. CBUL.DE - Drawdown Comparison

The maximum IUS5.DE drawdown since its inception was -35.18%, which is greater than CBUL.DE's maximum drawdown of -5.07%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and CBUL.DE.


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Drawdown Indicators


IUS5.DECBUL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-5.07%

-30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-1.58%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-8.42%

-1.58%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

Current Drawdown

Current decline from peak

-16.99%

-1.02%

-15.97%

Average Drawdown

Average peak-to-trough decline

-14.95%

-1.80%

-13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.59%

+0.52%

Volatility

IUS5.DE vs. CBUL.DE - Volatility Comparison

iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) has a higher volatility of 0.94% compared to iShares $ TIPS 0-5 UCITS ETF EUR Hedged (Dist) (CBUL.DE) at 0.71%. This indicates that IUS5.DE's price experiences larger fluctuations and is considered to be riskier than CBUL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS5.DECBUL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.71%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

2.93%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

3.98%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.54%

3.45%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

3.45%

+6.03%

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

IUS5.DE has a 0.20% expense ratio, which is higher than CBUL.DE's 0.12% 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

IUS5.DE vs. CBUL.DE - Dividend Comparison

IUS5.DE has not paid dividends to shareholders, while CBUL.DE's dividend yield for the trailing twelve months is around 5.91%.


PositionTTM2025202420232022
CBUL.DE
iShares $ TIPS 0-5 UCITS ETF EUR Hedged (Dist)
5.91%5.98%6.93%5.21%0.33%
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUS5.DE and CBUL.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUL.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for IUS5.DE.

IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while CBUL.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years Index (EUR Hedged). Their fees differ too: 0.20% for IUS5.DE and 0.12% for CBUL.DE.

Portfolio Optimizer

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