IUS5.DE vs. SXR1.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, IUS5.DE returned 0.80%/yr vs 7.48%/yr for SXR1.DE. At a 0.09 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
IUS5.DE vs. SXR1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUS5.DE achieves a 2.13% return, which is significantly lower than SXR1.DE's 8.90% return. Over the past 10 years, IUS5.DE has underperformed SXR1.DE with an annualized return of 0.80%, while SXR1.DE has yielded a comparatively higher 7.48% 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%
SXR1.DE
- 1D
- -0.90%
- 1M
- 0.00%
- YTD
- 8.90%
- 6M
- 10.33%
- 1Y
- 14.04%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
IUS5.DE vs. SXR1.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% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between IUS5.DE and SXR1.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.09 |
The correlation between IUS5.DE and SXR1.DE shifts across timeframes, from 0.09 (all time) to 0.20 (1 year), 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. SXR1.DE — Risk / Return Rank
IUS5.DE
SXR1.DE
IUS5.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.25 | -1.38 |
| Martin ratioReturn relative to average drawdown | 1.67 | 6.64 | -4.97 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.19 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.39 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.45 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.27 | +0.16 |
Drawdowns
IUS5.DE vs. SXR1.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -22.31%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and SXR1.DE.
Loading charts...
Drawdown Indicators
| IUS5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -38.62% | +16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -6.21% | +3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -20.28% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -20.28% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | -36.91% | +14.60% |
Current DrawdownCurrent decline from peak | -17.45% | -2.17% | -15.28% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -9.79% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 2.11% | -0.90% |
Volatility
IUS5.DE vs. SXR1.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) is 1.90%, while iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a volatility of 3.06%. This indicates that IUS5.DE experiences smaller price fluctuations and is considered to be less risky than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUS5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 3.06% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 9.04% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 11.73% | -6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 14.73% | -6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 16.60% | -8.66% |
IUS5.DE vs. SXR1.DE - Expense Ratio Comparison
Both IUS5.DE and SXR1.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. SXR1.DE - Dividend Comparison
Neither IUS5.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and SXR1.DE have a correlation of 0.20, 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 SXR1.DE have the same expense ratio: 0.20% per year.
IUS5.DE is categorized as Inflation-Protected Bonds, while SXR1.DE is Asia Pacific Equities. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while SXR1.DE tracks MSCI Pacific ex Japan.
Find the right allocation for IUS5.DE and SXR1.DE
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