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

Performance

IUST.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE). 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 SXRL.DE is traded in USD. To make them comparable, the SXRL.DE 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 SXRL.DE's 0.83% return. Over the past 10 years, IUST.DE has outperformed SXRL.DE with an annualized return of 2.38%, while SXRL.DE has yielded a comparatively lower 1.16% 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%

SXRL.DE

1D
0.06%
1M
0.58%
YTD
0.83%
6M
0.17%
1Y
1.49%
3Y*
0.96%
5Y*
1.32%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUST.DE vs. SXRL.DE - 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%
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.83%-4.82%8.08%1.19%-4.08%6.09%-2.60%8.44%5.99%-11.17%

Correlation

The correlation between IUST.DE and SXRL.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

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

0.76

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2009

0.70

The correlation between IUST.DE and SXRL.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

IUST.DE vs. SXRL.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: 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

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
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. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.DESXRL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.09

1.05

+0.04

Calmar ratioReturn relative to maximum drawdown

0.74

0.33

+0.41

Martin ratioReturn relative to average drawdown

1.93

0.91

+1.02

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

The current IUST.DE Sharpe Ratio is 0.50, which is higher than the SXRL.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IUST.DE and SXRL.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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Sharpe Ratios by Period


IUST.DESXRL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.26

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.17

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.15

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.42

+0.01

Drawdowns

IUST.DE vs. SXRL.DE - Drawdown Comparison

The maximum IUST.DE drawdown since its inception was -19.93%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for IUST.DE and SXRL.DE.


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Drawdown Indicators


IUST.DESXRL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-17.10%

-2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-4.47%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.75%

-10.19%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-12.16%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

-17.10%

+1.29%

Current Drawdown

Current decline from peak

-8.09%

-6.47%

-1.62%

Average Drawdown

Average peak-to-trough decline

-6.85%

-6.64%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.62%

-0.08%

Volatility

IUST.DE vs. SXRL.DE - Volatility Comparison

The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) has a volatility of 1.04%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than SXRL.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.DESXRL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.04%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

4.27%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

5.77%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

7.84%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

7.61%

+0.39%

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

IUST.DE has a 0.10% expense ratio, which is higher than SXRL.DE's 0.07% 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. SXRL.DE - Dividend Comparison

Neither IUST.DE nor SXRL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUST.DE and SXRL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for IUST.DE.

IUST.DE is categorized as Inflation-Protected Bonds, while SXRL.DE is Government Bonds. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while SXRL.DE tracks ICE US Treasury 3-7 Year. Their fees differ too: 0.10% for IUST.DE and 0.07% for SXRL.DE.

Portfolio Optimizer

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