IUST.DE vs. IUSQ.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IUST.DE returned 2.38%/yr vs 12.38%/yr for IUSQ.DE. At a 0.16 correlation, their price movements are largely independent. IUST.DE charges 0.10%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IUST.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUST.DE achieves a 2.52% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IUST.DE has underperformed IUSQ.DE with an annualized return of 2.38%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
IUST.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between IUST.DE and IUSQ.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.16 |
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Return for Risk
IUST.DE vs. IUSQ.DE — Risk / Return Rank
IUST.DE
IUSQ.DE
IUST.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.43 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 4.08 | -3.34 |
| Martin ratioReturn relative to average drawdown | 1.93 | 16.69 | -14.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUST.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 2.31 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.88 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.82 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.76 | -0.33 |
Drawdowns
IUST.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IUST.DE and IUSQ.DE.
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Drawdown Indicators
| IUST.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -33.60% | +13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -6.48% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -21.25% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -21.25% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -33.60% | +17.79% |
Current DrawdownCurrent decline from peak | -8.09% | -0.55% | -7.54% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -4.19% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.59% | -0.05% |
Volatility
IUST.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.03% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 8.26% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 11.47% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 13.94% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 15.02% | -7.02% |
IUST.DE vs. IUSQ.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, 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. IUSQ.DE - Dividend Comparison
Neither IUST.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and IUSQ.DE have a correlation of 0.14, 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 0.20% for IUSQ.DE.
IUST.DE is categorized as Inflation-Protected Bonds, while IUSQ.DE is Global Equities. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.10% for IUST.DE and 0.20% for IUSQ.DE.
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