IUST.DE vs. XGII.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and XGII.DE (Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged) are both Inflation-Protected Bonds funds - IUST.DE tracks the Bloomberg US Government Inflation-Linked Bond while XGII.DE tracks the Bloomberg World Government Inflation-Linked Bond (EUR Hedged). Both are passively managed. Over the past 10 years, IUST.DE returned 2.38%/yr vs 0.11%/yr for XGII.DE. At a 0.34 correlation, their price movements are largely independent. IUST.DE charges 0.10%/yr vs 0.20%/yr for XGII.DE.
Performance
IUST.DE vs. XGII.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 higher than XGII.DE's 1.07% return. Over the past 10 years, IUST.DE has outperformed XGII.DE with an annualized return of 2.38%, while XGII.DE has yielded a comparatively lower 0.11% 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%
XGII.DE
- 1D
- 0.04%
- 1M
- 0.14%
- YTD
- 1.07%
- 6M
- 0.77%
- 1Y
- 2.52%
- 3Y*
- 1.03%
- 5Y*
- -2.63%
- 10Y*
- 0.11%
IUST.DE vs. XGII.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% |
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.07% | 2.36% | -2.05% | 1.74% | -19.09% | 4.43% | 8.19% | 4.79% | -2.39% | 1.11% |
Correlation
The correlation between IUST.DE and XGII.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2013 | 0.34 |
The correlation between IUST.DE and XGII.DE shifts across timeframes, from 0.19 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUST.DE vs. XGII.DE — Risk / Return Rank
IUST.DE
XGII.DE
IUST.DE vs. XGII.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 Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.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 | XGII.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.90 | -0.16 |
| Martin ratioReturn relative to average drawdown | 1.93 | 2.25 | -0.31 |
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 | XGII.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.34 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.02 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.13 | +0.31 |
Drawdowns
IUST.DE vs. XGII.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum XGII.DE drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for IUST.DE and XGII.DE.
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Drawdown Indicators
| IUST.DE | XGII.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -24.58% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -2.62% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -5.83% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -24.58% | +9.39% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -24.58% | +8.77% |
Current DrawdownCurrent decline from peak | -8.09% | -18.13% | +10.04% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.88% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.05% | +0.49% |
Volatility
IUST.DE vs. XGII.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) has a volatility of 1.21%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than XGII.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 | XGII.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.21% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 2.77% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 4.05% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 7.64% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 7.12% | +0.88% |
IUST.DE vs. XGII.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than XGII.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. XGII.DE - Dividend Comparison
IUST.DE has not paid dividends to shareholders, while XGII.DE's dividend yield for the trailing twelve months is around 1.00%.
| Position | 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% |
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.00% | 0.94% | 1.02% | 0.68% | 0.97% | 0.45% | 1.44% | 0.91% | 0.63% | 0.00% | 3.87% | 0.86% |
Frequently Asked Questions
IUST.DE and XGII.DE have a correlation of 0.19, 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 XGII.DE.
IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while XGII.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for IUST.DE and 0.20% for XGII.DE.
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