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IUST.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUST.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUST.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUST.DE
IUST.DE Risk / Return Rank: 3434
Overall Rank
IUST.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 3333
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6262
Overall Rank
^GSPC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5858
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6565
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5555
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^GSPCDifference
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

IUST.DE vs. ^GSPC - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is 1.14, which is lower than the ^GSPC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUST.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.40%

-1.08%

-5.32%

Average Drawdown

Average peak-to-trough decline

-6.76%

-9.08%

+2.32%

Ulcer Index

Depth 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^GSPCDifference

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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