IUS5.DE vs. CRPA.L
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and CRPA.L (iShares Global Corporate Bond UCITS ETF USD (Acc)) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while CRPA.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Both are passively managed. Over the past 5 years, IUS5.DE returned -1.37%/yr vs 1.00%/yr for CRPA.L. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
IUS5.DE vs. CRPA.L - Performance Comparison
Loading charts...
Different Trading Currencies
IUS5.DE is traded in EUR, while CRPA.L is traded in USD. To make them comparable, the CRPA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUS5.DE achieves a 2.13% return, which is significantly higher than CRPA.L's 1.28% return.
IUS5.DE
- 1D
- -0.13%
- 1M
- 0.48%
- YTD
- 2.13%
- 6M
- 1.40%
- 1Y
- 2.24%
- 3Y*
- 0.57%
- 5Y*
- -1.37%
- 10Y*
- 0.80%
CRPA.L
- 1D
- 0.13%
- 1M
- 0.97%
- YTD
- 1.28%
- 6M
- 0.79%
- 1Y
- 2.92%
- 3Y*
- 3.05%
- 5Y*
- 1.00%
- 10Y*
- —
IUS5.DE vs. CRPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.73% |
CRPA.L iShares Global Corporate Bond UCITS ETF USD (Acc) | 1.30% | -3.08% | 7.79% | 6.10% | -11.15% | 3.55% | 1.00% | 14.05% | 3.09% |
Correlation
The correlation between IUS5.DE and CRPA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.58 |
The correlation between IUS5.DE and CRPA.L shifts across timeframes, from 0.45 (1 year) to 0.62 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUS5.DE vs. CRPA.L — Risk / Return Rank
IUS5.DE
CRPA.L
IUS5.DE vs. CRPA.L - 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 Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L). 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.
| IUS5.DE | CRPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.03 | -0.16 |
| Martin ratioReturn relative to average drawdown | 1.67 | 2.80 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUS5.DE | CRPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.52 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.14 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.08 |
Drawdowns
IUS5.DE vs. CRPA.L - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -22.31%, which is greater than CRPA.L's maximum drawdown of -14.23%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and CRPA.L.
Loading charts...
Drawdown Indicators
| IUS5.DE | CRPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -14.23% | -8.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -2.82% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -8.75% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -12.88% | -9.43% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | — | — |
Current DrawdownCurrent decline from peak | -17.45% | -3.35% | -14.10% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -4.62% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.04% | +0.17% |
Volatility
IUS5.DE vs. CRPA.L - Volatility Comparison
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) has a higher volatility of 1.90% compared to iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) at 1.46%. This indicates that IUS5.DE's price experiences larger fluctuations and is considered to be riskier than CRPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUS5.DE | CRPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 1.46% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 4.35% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 5.58% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 7.25% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 7.48% | +0.46% |
IUS5.DE vs. CRPA.L - Expense Ratio Comparison
Both IUS5.DE and CRPA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUS5.DE vs. CRPA.L - Dividend Comparison
Neither IUS5.DE nor CRPA.L has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and CRPA.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUS5.DE and CRPA.L have the same expense ratio: 0.20% per year.
IUS5.DE is categorized as Inflation-Protected Bonds, while CRPA.L is Global Corporate Bonds. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while CRPA.L tracks Bloomberg Gbl Agg Corp TR USD.
Find the right allocation for IUS5.DE and CRPA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer