IUST.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and S&P 500 Index (^GSPC).

IUST.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government Inflation-Linked Bond. It was launched on Dec 8, 2006.

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.

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)	1.55%	-4.87%	7.83%	-0.00%	-7.02%	14.87%	0.99%	11.24%	3.24%	-9.33%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 1.55% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, IUST.DE has underperformed ^GSPC with an annualized return of 2.33%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

IUST.DE

• 1D: -0.72%
• 1M: -0.33%
• YTD: 1.55%
• 6M: 1.36%
• 1Y: -4.48%
• 3Y*: 0.88%
• 5Y*: 1.56%
• 10Y*: 2.33%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

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: 4
IUST.DE Sharpe Ratio Rank: 3
IUST.DE Sortino Ratio Rank: 3
IUST.DE Omega Ratio Rank: 3
IUST.DE Calmar Ratio Rank: 4
IUST.DE Martin Ratio Rank: 6

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

	IUST.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.55	0.43	-0.98
Sortino ratio Return per unit of downside risk	-0.66	0.73	-1.39
Omega ratio Gain probability vs. loss probability	0.91	1.12	-0.20
Calmar ratio Return relative to maximum drawdown	-0.50	0.66	-1.16
Martin ratio Return relative to average drawdown	-0.78	2.77	-3.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUST.DE vs. ^GSPC - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is -0.55, which is lower than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IUST.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUST.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	0.43	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.64	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.65	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.45	-0.02

Correlation

The correlation between IUST.DE and ^GSPC is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 -53.11%. Use the drawdown chart below to compare losses from any high point for IUST.DE and ^GSPC.

Drawdown Indicators

	IUST.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-19.93%	-56.78%	+36.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.81%	-12.14%	+4.33%
Max Drawdown (5Y) Largest decline over 5 years	-15.19%	-25.43%	+10.24%
Max Drawdown (10Y) Largest decline over 10 years	-15.81%	-33.92%	+18.11%
Current Drawdown Current decline from peak	-8.96%	-5.78%	-3.18%
Average Drawdown Average peak-to-trough decline	-6.83%	-10.75%	+3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.74%	2.60%	+2.14%

Volatility

IUST.DE vs. ^GSPC - Volatility Comparison

The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 2.36%, while S&P 500 Index (^GSPC) has a volatility of 4.42%. 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.

Volatility by Period

	IUST.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.36%	4.42%	-2.06%
Volatility (6M) Calculated over the trailing 6-month period	4.14%	9.93%	-5.79%
Volatility (1Y) Calculated over the trailing 1-year period	8.15%	20.69%	-12.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.32%	16.81%	-8.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.04%	18.63%	-10.59%