IUST.DE vs. CYBE.AS
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and CYBE.AS (iShares China CNY Bond UCITS ETF EUR Hedged Acc) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while CYBE.AS is a Emerging Markets Bonds fund tracking the Bloomberg China Treasury + Policy Bank Index. Both are passively managed. Over the past 5 years, IUST.DE returned 1.90%/yr vs 3.85%/yr for CYBE.AS. At a 0.02 correlation, their price movements are largely independent. IUST.DE charges 0.10%/yr vs 0.40%/yr for CYBE.AS.
Performance
IUST.DE vs. CYBE.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUST.DE achieves a 2.52% return, which is significantly higher than CYBE.AS's 1.79% 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%
CYBE.AS
- 1D
- 0.07%
- 1M
- 0.63%
- YTD
- 1.79%
- 6M
- 1.92%
- 1Y
- 1.75%
- 3Y*
- 5.12%
- 5Y*
- 3.85%
- 10Y*
- —
IUST.DE vs. CYBE.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 2.52% | -4.87% | 7.83% | -0.00% | -7.02% | 13.02% |
CYBE.AS iShares China CNY Bond UCITS ETF EUR Hedged Acc | 1.79% | 0.34% | 10.03% | 5.64% | 0.42% | 1.99% |
Correlation
The correlation between IUST.DE and CYBE.AS is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUST.DE vs. CYBE.AS — Risk / Return Rank
IUST.DE
CYBE.AS
IUST.DE vs. CYBE.AS - 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 China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). 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 | CYBE.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.58 | -0.84 |
| Martin ratioReturn relative to average drawdown | 1.93 | 3.03 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUST.DE | CYBE.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.69 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 1.77 | -1.54 |
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 | 1.78 | -1.35 |
Drawdowns
IUST.DE vs. CYBE.AS - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than CYBE.AS's maximum drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for IUST.DE and CYBE.AS.
Loading charts...
Drawdown Indicators
| IUST.DE | CYBE.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -1.81% | -18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -1.09% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -1.81% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -1.81% | -13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | — | — |
Current DrawdownCurrent decline from peak | -8.09% | -0.62% | -7.47% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -0.42% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.58% | +0.96% |
Volatility
IUST.DE vs. CYBE.AS - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) has a volatility of 1.41%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than CYBE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUST.DE | CYBE.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.41% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 2.16% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 2.51% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 2.22% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 2.20% | +5.80% |
IUST.DE vs. CYBE.AS - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than CYBE.AS's 0.40% expense ratio.
Dividends
IUST.DE vs. CYBE.AS - Dividend Comparison
Neither IUST.DE nor CYBE.AS has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and CYBE.AS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUST.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUST.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for CYBE.AS.
IUST.DE is categorized as Inflation-Protected Bonds, while CYBE.AS is Emerging Markets Bonds. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.10% for IUST.DE and 0.40% for CYBE.AS.
Find the right allocation for IUST.DE and CYBE.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer