IUST.DE vs. AGGU.L
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and AGGU.L (iShares Core Global Aggregate Bond UCITS ETF) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while AGGU.L is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond Index. Both are passively managed. Over the past 5 years, IUST.DE returned 1.90%/yr vs 1.51%/yr for AGGU.L. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
IUST.DE vs. AGGU.L - Performance Comparison
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Different Trading Currencies
IUST.DE is traded in EUR, while AGGU.L is traded in USD. To make them comparable, the AGGU.L 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 2.52% return, which is significantly higher than AGGU.L's 1.51% return.
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%
AGGU.L
- 1D
- -0.05%
- 1M
- 0.82%
- YTD
- 1.51%
- 6M
- 0.93%
- 1Y
- 1.52%
- 3Y*
- 1.40%
- 5Y*
- 1.51%
- 10Y*
- —
IUST.DE vs. AGGU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -1.02% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.51% | -7.71% | 10.28% | 3.51% | -6.05% | 5.54% | -3.51% | 10.60% | 6.33% | -1.43% |
Correlation
The correlation between IUST.DE and AGGU.L is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | 0.70 |
The correlation between IUST.DE and AGGU.L has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
IUST.DE vs. AGGU.L — Risk / Return Rank
IUST.DE
AGGU.L
IUST.DE vs. AGGU.L - 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 iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). 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 | AGGU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.05 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.35 | +0.39 |
| Martin ratioReturn relative to average drawdown | 1.93 | 0.91 | +1.02 |
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
| IUST.DE | AGGU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.25 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.18 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.25 | +0.18 |
Drawdowns
IUST.DE vs. AGGU.L - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than AGGU.L's maximum drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for IUST.DE and AGGU.L.
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Drawdown Indicators
| IUST.DE | AGGU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -12.78% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -4.39% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -11.21% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -12.37% | -2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | — | — |
Current DrawdownCurrent decline from peak | -8.09% | -7.33% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.50% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.66% | -0.12% |
Volatility
IUST.DE vs. AGGU.L - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) has a volatility of 1.19%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than AGGU.L 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 | AGGU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.19% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 4.51% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 6.19% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 8.20% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 7.98% | +0.02% |
IUST.DE vs. AGGU.L - Expense Ratio Comparison
Both IUST.DE and AGGU.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUST.DE vs. AGGU.L - Dividend Comparison
Neither IUST.DE nor AGGU.L has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and AGGU.L have a correlation of 0.65, 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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUST.DE and AGGU.L have the same expense ratio: 0.10% per year.
IUST.DE is categorized as Inflation-Protected Bonds, while AGGU.L is Global Bonds. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while AGGU.L tracks Bloomberg Global Aggregate Bond Index.
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