IUS5.DE vs. IUST.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) are both Inflation-Protected Bonds funds from iShares - IUS5.DE tracks the Bloomberg World Government Inflation-Linked Bond while IUST.DE tracks the Bloomberg US Government Inflation-Linked Bond. Both are passively managed. Over the past 10 years, IUS5.DE returned 0.80%/yr vs 2.38%/yr for IUST.DE. A 0.73 correlation means they provide meaningful diversification when combined. IUS5.DE charges 0.20%/yr vs 0.10%/yr for IUST.DE.
Performance
IUS5.DE vs. IUST.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 lower than IUST.DE's 2.52% return. Over the past 10 years, IUS5.DE has underperformed IUST.DE with an annualized return of 0.80%, while IUST.DE has yielded a comparatively higher 2.38% annualized return.
IUS5.DE
- 1D
- -0.13%
- 1M
- 0.47%
- YTD
- 2.13%
- 6M
- 1.36%
- 1Y
- 2.03%
- 3Y*
- 0.57%
- 5Y*
- -1.37%
- 10Y*
- 0.80%
IUST.DE
- 1D
- -0.11%
- 1M
- 0.63%
- YTD
- 2.52%
- 6M
- 1.56%
- 1Y
- 2.97%
- 3Y*
- 1.05%
- 5Y*
- 1.90%
- 10Y*
- 2.38%
IUS5.DE vs. IUST.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% |
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 2.52% | -4.87% | 7.83% | -0.00% | -7.02% | 14.87% | 0.99% | 11.24% | 3.24% | -9.33% |
Correlation
The correlation between IUS5.DE and IUST.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.73 |
The correlation between IUS5.DE and IUST.DE has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.
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Return for Risk
IUS5.DE vs. IUST.DE — Risk / Return Rank
IUS5.DE
IUST.DE
IUS5.DE vs. IUST.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 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.
| IUS5.DE | IUST.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| 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 | 0.74 | +0.13 |
| Martin ratioReturn relative to average drawdown | 1.67 | 1.93 | -0.26 |
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 | IUST.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.50 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.23 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.30 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.43 | -0.01 |
Drawdowns
IUS5.DE vs. IUST.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -22.31%, 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 IUS5.DE and IUST.DE.
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Drawdown Indicators
| IUS5.DE | IUST.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -19.93% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -4.00% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -10.75% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -15.19% | -7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | -15.81% | -6.50% |
Current DrawdownCurrent decline from peak | -17.45% | -8.09% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -6.85% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.54% | -0.33% |
Volatility
IUS5.DE vs. IUST.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 USD TIPS UCITS ETF USD (Acc) (IUST.DE) at 0.74%. This indicates that IUS5.DE's price experiences larger fluctuations and is considered to be riskier than IUST.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 | IUST.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 0.74% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 4.05% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 5.92% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 8.29% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 8.00% | -0.06% |
IUS5.DE vs. IUST.DE - Expense Ratio Comparison
IUS5.DE has a 0.20% expense ratio, which is higher than IUST.DE's 0.10% 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. IUST.DE - Dividend Comparison
Neither IUS5.DE nor IUST.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and IUST.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUST.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUST.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUS5.DE.
IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while IUST.DE tracks Bloomberg US Government Inflation-Linked Bond. Their fees differ too: 0.20% for IUS5.DE and 0.10% for IUST.DE.
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