IUS5.DE vs. IS0X.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and IS0X.DE (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while IS0X.DE is a Global Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate. Both are passively managed. Over the past 10 years, IUS5.DE returned 0.80%/yr vs 1.91%/yr for IS0X.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
IUS5.DE vs. IS0X.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS5.DE achieves a 2.13% return, which is significantly higher than IS0X.DE's 1.22% return. Over the past 10 years, IUS5.DE has underperformed IS0X.DE with an annualized return of 0.80%, while IS0X.DE has yielded a comparatively higher 1.91% annualized 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%
IS0X.DE
- 1D
- 0.05%
- 1M
- 0.85%
- YTD
- 1.22%
- 6M
- 0.79%
- 1Y
- 3.24%
- 3Y*
- 3.01%
- 5Y*
- 0.99%
- 10Y*
- 1.91%
IUS5.DE vs. IS0X.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -4.84% |
IS0X.DE iShares Global Corporate Bond UCITS ETF | 1.22% | -2.16% | 7.10% | 5.53% | -11.18% | 4.80% | 0.18% | 14.28% | 0.50% | -4.36% |
Correlation
The correlation between IUS5.DE and IS0X.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.73 |
The correlation between IUS5.DE and IS0X.DE shifts across timeframes, from 0.68 (1 year) to 0.78 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUS5.DE vs. IS0X.DE — Risk / Return Rank
IUS5.DE
IS0X.DE
IUS5.DE vs. IS0X.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 Global Corporate Bond UCITS ETF (IS0X.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.
| IUS5.DE | IS0X.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.41 | -0.53 |
| Martin ratioReturn relative to average drawdown | 1.67 | 3.02 | -1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS5.DE | IS0X.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.67 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.15 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.29 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.39 | +0.04 |
Drawdowns
IUS5.DE vs. IS0X.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -22.31%, which is greater than IS0X.DE's maximum drawdown of -13.65%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and IS0X.DE.
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Drawdown Indicators
| IUS5.DE | IS0X.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -13.65% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -2.08% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -8.54% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -13.05% | -9.26% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | -13.65% | -8.66% |
Current DrawdownCurrent decline from peak | -17.45% | -3.15% | -14.30% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -4.61% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 0.97% | +0.24% |
Volatility
IUS5.DE vs. IS0X.DE - 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 (IS0X.DE) at 1.13%. This indicates that IUS5.DE's price experiences larger fluctuations and is considered to be riskier than IS0X.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.DE | IS0X.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 1.13% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 3.02% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 4.38% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 6.46% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 6.56% | +1.38% |
IUS5.DE vs. IS0X.DE - Expense Ratio Comparison
Both IUS5.DE and IS0X.DE 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. IS0X.DE - Dividend Comparison
IUS5.DE has not paid dividends to shareholders, while IS0X.DE's dividend yield for the trailing twelve months is around 4.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0X.DE iShares Global Corporate Bond UCITS ETF | 4.25% | 4.22% | 3.80% | 3.35% | 2.65% | 2.03% | 2.45% | 2.68% | 2.59% | 2.64% | 2.57% | 2.61% |
IUS5.DE iShares Global Inflation Linked Government Bond 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% |
Frequently Asked Questions
IUS5.DE and IS0X.DE have a correlation of 0.68, 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 IS0X.DE have the same expense ratio: 0.20% per year.
IUS5.DE is categorized as Inflation-Protected Bonds, while IS0X.DE is Global Corporate Bonds. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while IS0X.DE tracks Bloomberg Global Aggregate Corporate.
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