IUST.DE vs. IBC9.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) and iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE).

IUST.DE and IBC9.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IBC9.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® Global Developed Markets Liquid High Yield Capped. It was launched on Nov 13, 2012. Both IUST.DE and IBC9.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUST.DE vs. IBC9.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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE). The values are adjusted to include any dividend payments, if applicable.

IUST.DE vs. IBC9.DE - 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%
IBC9.DE iShares Global High Yield Corporate Bond UCITS ETF	0.31%	1.08%	9.31%	9.25%	-6.54%	8.54%	-2.13%	14.97%	0.24%	-3.66%

Returns By Period

In the year-to-date period, IUST.DE achieves a 1.55% return, which is significantly higher than IBC9.DE's 0.31% return. Over the past 10 years, IUST.DE has underperformed IBC9.DE with an annualized return of 2.33%, while IBC9.DE has yielded a comparatively higher 4.48% 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%

IBC9.DE

• 1D: 0.48%
• 1M: -0.59%
• YTD: 0.31%
• 6M: 1.15%
• 1Y: 2.01%
• 3Y*: 5.91%
• 5Y*: 3.43%
• 10Y*: 4.48%

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

IUST.DE vs. IBC9.DE - Expense Ratio Comparison

IUST.DE has a 0.10% expense ratio, which is lower than IBC9.DE's 0.50% expense ratio.

IBC9.DE

iShares Global High Yield Corporate Bond UCITS ETF

IUST.DE

iShares USD TIPS UCITS ETF USD (Acc)

Return for Risk

IUST.DE vs. IBC9.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: 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

IBC9.DE

IBC9.DE Risk / Return Rank: 25
IBC9.DE Sharpe Ratio Rank: 22
IBC9.DE Sortino Ratio Rank: 19
IBC9.DE Omega Ratio Rank: 20
IBC9.DE Calmar Ratio Rank: 30
IBC9.DE Martin Ratio Rank: 31

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. IBC9.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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.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.

	IUST.DE	IBC9.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.55	0.40	-0.95
Sortino ratio Return per unit of downside risk	-0.66	0.56	-1.22
Omega ratio Gain probability vs. loss probability	0.91	1.08	-0.17
Calmar ratio Return relative to maximum drawdown	-0.50	0.83	-1.33
Martin ratio Return relative to average drawdown	-0.78	3.01	-3.80
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. IBC9.DE - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is -0.55, which is lower than the IBC9.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IUST.DE and IBC9.DE, 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	IBC9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	0.40	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.60	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.56	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.55	-0.12

Correlation

The correlation between IUST.DE and IBC9.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUST.DE vs. IBC9.DE - Dividend Comparison

IUST.DE has not paid dividends to shareholders, while IBC9.DE's dividend yield for the trailing twelve months is around 5.64%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUST.DE iShares USD TIPS UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBC9.DE iShares Global High Yield Corporate Bond UCITS ETF	5.64%	5.55%	5.32%	4.88%	4.06%	3.76%	4.80%	4.78%	4.77%	5.03%	4.78%	5.18%

Drawdowns

IUST.DE vs. IBC9.DE - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum IBC9.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for IUST.DE and IBC9.DE.

Drawdown Indicators

	IUST.DE	IBC9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.93%	-22.34%	+2.41%
Max Drawdown (1Y) Largest decline over 1 year	-7.81%	-4.25%	-3.56%
Max Drawdown (5Y) Largest decline over 5 years	-15.19%	-10.01%	-5.18%
Max Drawdown (10Y) Largest decline over 10 years	-15.81%	-22.34%	+6.53%
Current Drawdown Current decline from peak	-8.96%	-1.17%	-7.79%
Average Drawdown Average peak-to-trough decline	-6.83%	-3.26%	-3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.74%	0.74%	+4.00%

Volatility

IUST.DE vs. IBC9.DE - Volatility Comparison

iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) has a higher volatility of 2.36% compared to iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) at 1.77%. This indicates that IUST.DE's price experiences larger fluctuations and is considered to be riskier than IBC9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUST.DE	IBC9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.36%	1.77%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	4.14%	2.86%	+1.28%
Volatility (1Y) Calculated over the trailing 1-year period	8.15%	5.03%	+3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.32%	5.65%	+2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.04%	7.89%	+0.15%