IUST.DE vs. ^GSPC
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) is Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IUST.DE returned 2.15%/yr vs 13.39%/yr for ^GSPC. At a 0.15 correlation, their price movements are largely independent.
Performance
IUST.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
IUST.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUST.DE achieves a 4.41% return, which is significantly lower than ^GSPC's 11.08% return. Over the past 10 years, IUST.DE has underperformed ^GSPC with an annualized return of 2.15%, while ^GSPC has yielded a comparatively higher 13.39% annualized return.
IUST.DE
- 1D
- -0.24%
- 1M
- 2.01%
- YTD
- 4.41%
- 6M
- 4.96%
- 1Y
- 6.63%
- 3Y*
- 2.48%
- 5Y*
- 1.87%
- 10Y*
- 2.15%
^GSPC
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 11.08%
- 6M
- 9.96%
- 1Y
- 23.31%
- 3Y*
- 17.45%
- 5Y*
- 12.53%
- 10Y*
- 13.39%
IUST.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 4.41% | -4.87% | 7.83% | -0.00% | -7.02% | 14.86% | 0.99% | 11.24% | 3.25% | -9.33% |
^GSPC S&P 500 Index | 10.85% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between IUST.DE and ^GSPC is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2007 | 0.15 |
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Return for Risk
IUST.DE vs. ^GSPC — Risk / Return Rank
IUST.DE
^GSPC
IUST.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and S&P 500 Index (^GSPC). 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.
| IUST.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.10 | -1.45 |
| Martin ratioReturn relative to average drawdown | 4.50 | 11.44 | -6.94 |
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Drawdowns
IUST.DE vs. ^GSPC - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for IUST.DE and ^GSPC.
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Drawdown Indicators
| IUST.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -51.62% | +31.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -7.57% | +3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -23.99% | +13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -23.99% | +8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -33.42% | +17.61% |
Current DrawdownCurrent decline from peak | -6.40% | -1.08% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -9.08% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 2.04% | -0.57% |
Volatility
IUST.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 1.09%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUST.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 3.97% | -2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 9.16% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 12.59% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.27% | 16.85% | -8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.90% | 18.61% | -10.71% |
Frequently Asked Questions
IUST.DE and ^GSPC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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