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IUST.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUST.DE vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 3.67% return, which is significantly higher than BTC-USD's -25.04% return. Over the past 10 years, IUST.DE has underperformed BTC-USD with an annualized return of 2.00%, while BTC-USD has yielded a comparatively higher 57.05% annualized return.


IUST.DE

1D
0.21%
1M
0.85%
6M
2.29%
YTD
3.67%
1Y
4.61%
3Y*
3.01%
5Y*
1.09%
10Y*
2.00%

BTC-USD

1D
0.19%
1M
-0.34%
6M
-32.18%
YTD
-25.04%
1Y
-45.72%
3Y*
28.05%
5Y*
16.00%
10Y*
57.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUST.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
3.67%-4.87%7.83%-0.00%-7.02%14.86%0.99%11.24%3.25%-9.33%
BTC-USD
Bitcoin
-25.04%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between IUST.DE and BTC-USD is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2012

0.05

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Return for Risk

IUST.DE vs. BTC-USD — 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: 2828
Overall Rank
IUST.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 2929
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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. BTC-USD - 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 Bitcoin (BTC-USD). 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.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.15

0.83

+0.32

Calmar ratioReturn relative to maximum drawdown

1.15

-0.88

+2.03

Martin ratioReturn relative to average drawdown

3.12

-1.40

+4.52

IUST.DE vs. BTC-USD - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is 0.82, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of IUST.DE and BTC-USD, 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. BTC-USD - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for IUST.DE and BTC-USD.


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Drawdown Indicators


IUST.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-83.05%

+63.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-51.88%

+47.88%

Max Drawdown (3Y)

Largest decline over 3 years

-10.75%

-51.88%

+41.13%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-73.60%

+58.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

-82.51%

+66.70%

Current Drawdown

Current decline from peak

-7.05%

-47.56%

+40.51%

Average Drawdown

Average peak-to-trough decline

-6.76%

-40.25%

+33.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

29.84%

-28.37%

Volatility

IUST.DE vs. BTC-USD - Volatility Comparison

The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 1.24%, while Bitcoin (BTC-USD) has a volatility of 9.11%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUST.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

9.11%

-7.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

34.83%

-30.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

35.35%

-29.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

44.06%

-35.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

55.49%

-47.60%

Frequently Asked Questions


IUST.DE and BTC-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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