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IUST.DE vs. E15H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUST.DE vs. E15H.DE - 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 Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUST.DE achieves a 3.67% return, which is significantly higher than E15H.DE's 2.73% 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%

E15H.DE

1D
0.13%
1M
-0.47%
6M
1.73%
YTD
2.73%
1Y
2.87%
3Y*
1.85%
5Y*
0.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUST.DE vs. E15H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
3.67%-4.87%7.83%-0.00%-7.02%14.86%-3.49%
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
2.73%0.86%-0.10%5.42%-9.40%6.32%2.91%

Correlation

The correlation between IUST.DE and E15H.DE is 0.07, 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

0.07

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

0.25

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.32

Over the past year, the correlation between IUST.DE and E15H.DE has dropped to 0.07 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

IUST.DE vs. E15H.DE — 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

E15H.DE
E15H.DE Risk / Return Rank: 3030
Overall Rank
E15H.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
E15H.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
E15H.DE Omega Ratio Rank: 2525
Omega Ratio Rank
E15H.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
E15H.DE Martin Ratio Rank: 3838
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. E15H.DE - 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 Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE). 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.DEE15H.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.15

1.43

-0.29

Martin ratioReturn relative to average drawdown

3.12

4.35

-1.23

IUST.DE vs. E15H.DE - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is 0.82, which is comparable to the E15H.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IUST.DE and E15H.DE, 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. E15H.DE - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than E15H.DE's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for IUST.DE and E15H.DE.


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Drawdown Indicators


IUST.DEE15H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-15.98%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-2.00%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.75%

-5.43%

-5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-15.98%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

Current Drawdown

Current decline from peak

-7.05%

-5.77%

-1.28%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.15%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

0.66%

+0.81%

Volatility

IUST.DE vs. E15H.DE - Volatility Comparison

iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a higher volatility of 1.24% compared to Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) at 0.84%. This indicates that IUST.DE's price experiences larger fluctuations and is considered to be riskier than E15H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUST.DEE15H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.84%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

2.85%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

3.87%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

6.65%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

6.32%

+1.57%

IUST.DE vs. E15H.DE - Expense Ratio Comparison

IUST.DE has a 0.10% expense ratio, which is higher than E15H.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUST.DE vs. E15H.DE - Dividend Comparison

IUST.DE has not paid dividends to shareholders, while E15H.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
0.94%0.97%0.82%0.74%0.94%0.86%0.36%
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUST.DE and E15H.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, E15H.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

E15H.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for IUST.DE.

IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while E15H.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for IUST.DE and 0.09% for E15H.DE.

Portfolio Optimizer

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