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IUST.DE vs. IPRV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUST.DE vs. IPRV.L - 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 Listed Private Equity UCITS ETF USD (Dist) (IPRV.L). 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 IPRV.L is traded in GBp. To make them comparable, the IPRV.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 IPRV.L's -11.30% return. Over the past 10 years, IUST.DE has underperformed IPRV.L with an annualized return of 2.38%, while IPRV.L has yielded a comparatively higher 11.59% annualized 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%

IPRV.L

1D
2.53%
1M
-3.09%
YTD
-11.30%
6M
-9.64%
1Y
-10.12%
3Y*
10.16%
5Y*
6.19%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUST.DE vs. IPRV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-9.33%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.30%-9.62%33.08%35.73%-23.48%54.55%-3.17%49.68%-8.77%11.10%

Correlation

The correlation between IUST.DE and IPRV.L is -0.00, 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

-0.00

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

0.06

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

-0.02

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.03

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Return for Risk

IUST.DE vs. IPRV.L — 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: 1717
Overall Rank
IUST.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 1616
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
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. IPRV.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 Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.DEIPRV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.09

0.93

+0.16

Calmar ratioReturn relative to maximum drawdown

0.74

-0.42

+1.16

Martin ratioReturn relative to average drawdown

1.93

-0.86

+2.79

IUST.DE vs. IPRV.L - Sharpe Ratio Comparison

The current IUST.DE Sharpe Ratio is 0.50, which is higher than the IPRV.L Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of IUST.DE and IPRV.L, 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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Sharpe Ratios by Period


IUST.DEIPRV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

-0.52

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.30

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.54

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.15

+0.29

Drawdowns

IUST.DE vs. IPRV.L - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum IPRV.L drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for IUST.DE and IPRV.L.


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Drawdown Indicators


IUST.DEIPRV.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-78.99%

+59.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-24.09%

+20.09%

Max Drawdown (3Y)

Largest decline over 3 years

-10.75%

-30.60%

+19.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-30.60%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

-50.57%

+34.76%

Current Drawdown

Current decline from peak

-8.09%

-25.07%

+16.98%

Average Drawdown

Average peak-to-trough decline

-6.85%

-14.57%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

11.76%

-10.22%

Volatility

IUST.DE vs. IPRV.L - Volatility Comparison

The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a volatility of 5.68%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than IPRV.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.DEIPRV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

5.68%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

15.33%

-11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

19.35%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

20.35%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

21.43%

-13.43%

IUST.DE vs. IPRV.L - Expense Ratio Comparison

IUST.DE has a 0.10% expense ratio, which is lower than IPRV.L's 0.75% expense ratio.


Dividends

IUST.DE vs. IPRV.L - Dividend Comparison

IUST.DE has not paid dividends to shareholders, while IPRV.L's dividend yield for the trailing twelve months is around 5.23%.


PositionTTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
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%

Frequently Asked Questions


IUST.DE and IPRV.L have a correlation of -0.00, 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 0.75% for IPRV.L.

IUST.DE is categorized as Inflation-Protected Bonds, while IPRV.L is Financials Equities. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while IPRV.L tracks S&P Listed Private Equity Index. Their fees differ too: 0.10% for IUST.DE and 0.75% for IPRV.L.

Portfolio Optimizer

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