IUST.DE vs. LYQ7.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and LYQ7.DE (Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc) are both Inflation-Protected Bonds funds - IUST.DE tracks the Bloomberg US Government Inflation-Linked Bond while LYQ7.DE tracks the Bloomberg Euro Government Inflation-Linked Bond Index. Both are passively managed. Over the past 10 years, IUST.DE returned 2.38%/yr vs 1.60%/yr for LYQ7.DE. At a 0.16 correlation, their price movements are largely independent. IUST.DE charges 0.10%/yr vs 0.09%/yr for LYQ7.DE.
Performance
IUST.DE vs. LYQ7.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 LYQ7.DE's 3.12% return. Over the past 10 years, IUST.DE has outperformed LYQ7.DE with an annualized return of 2.38%, while LYQ7.DE has yielded a comparatively lower 1.60% annualized return.
IUST.DE
- 1D
- -0.11%
- 1M
- 1.13%
- YTD
- 2.52%
- 6M
- 1.46%
- 1Y
- 3.26%
- 3Y*
- 1.05%
- 5Y*
- 1.90%
- 10Y*
- 2.38%
LYQ7.DE
- 1D
- -0.08%
- 1M
- 0.17%
- YTD
- 3.12%
- 6M
- 2.82%
- 1Y
- 3.19%
- 3Y*
- 1.98%
- 5Y*
- 0.72%
- 10Y*
- 1.60%
IUST.DE vs. LYQ7.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% |
LYQ7.DE Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc | 3.12% | 0.95% | -0.33% | 5.62% | -9.46% | 6.28% | 2.86% | 6.52% | -1.49% | 1.03% |
Correlation
The correlation between IUST.DE and LYQ7.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2007 | 0.16 |
The correlation between IUST.DE and LYQ7.DE shifts across timeframes, from 0.11 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUST.DE vs. LYQ7.DE — Risk / Return Rank
IUST.DE
LYQ7.DE
IUST.DE vs. LYQ7.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 Acc (LYQ7.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 | LYQ7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.56 | -0.82 |
| Martin ratioReturn relative to average drawdown | 1.93 | 4.16 | -2.23 |
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 | LYQ7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.84 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.11 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.27 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.47 | -0.04 |
Drawdowns
IUST.DE vs. LYQ7.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than LYQ7.DE's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for IUST.DE and LYQ7.DE.
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Drawdown Indicators
| IUST.DE | LYQ7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -16.09% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -2.04% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -5.53% | -5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -16.09% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -16.09% | +0.28% |
Current DrawdownCurrent decline from peak | -8.09% | -5.60% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -3.72% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.77% | +0.77% |
Volatility
IUST.DE vs. LYQ7.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) has a volatility of 1.19%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than LYQ7.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 | LYQ7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.19% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 2.97% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 3.77% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 6.69% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 5.82% | +2.18% |
IUST.DE vs. LYQ7.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is higher than LYQ7.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. LYQ7.DE - Dividend Comparison
Neither IUST.DE nor LYQ7.DE has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and LYQ7.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQ7.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQ7.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 LYQ7.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 LYQ7.DE.
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