IUST.DE vs. XGIU.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and XGIU.DE (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) are both Inflation-Protected Bonds funds - IUST.DE tracks the Bloomberg US Government Inflation-Linked Bond while XGIU.DE tracks the Bloomberg Gbl Infl Linked TR USD. Both are passively managed. Over the past 10 years, IUST.DE returned 2.38%/yr vs 0.92%/yr for XGIU.DE. A 0.70 correlation means they provide meaningful diversification when combined. IUST.DE charges 0.10%/yr vs 0.20%/yr for XGIU.DE.
Performance
IUST.DE vs. XGIU.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 XGIU.DE's 3.08% return. Over the past 10 years, IUST.DE has outperformed XGIU.DE with an annualized return of 2.38%, while XGIU.DE has yielded a comparatively lower 0.92% 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%
XGIU.DE
- 1D
- 0.60%
- 1M
- 1.34%
- YTD
- 3.08%
- 6M
- 1.96%
- 1Y
- 2.86%
- 3Y*
- 0.86%
- 5Y*
- -1.23%
- 10Y*
- 0.92%
IUST.DE vs. XGIU.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% |
XGIU.DE Xtrackers Global Inflation-Linked Bond UCITS ETF 5C | 3.08% | -3.84% | 2.94% | 1.46% | -17.06% | 11.60% | 2.48% | 9.91% | 0.64% | -4.41% |
Correlation
The correlation between IUST.DE and XGIU.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2013 | 0.70 |
Over the past year, the correlation between IUST.DE and XGIU.DE has dropped to 0.45 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
IUST.DE vs. XGIU.DE — Risk / Return Rank
IUST.DE
XGIU.DE
IUST.DE vs. XGIU.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 Global Inflation-Linked Bond UCITS ETF 5C (XGIU.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 | XGIU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.95 | -0.21 |
| Martin ratioReturn relative to average drawdown | 1.93 | 2.10 | -0.17 |
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 | XGIU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.40 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.14 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.12 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.29 | +0.14 |
Drawdowns
IUST.DE vs. XGIU.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum XGIU.DE drawdown of -22.30%. Use the drawdown chart below to compare losses from any high point for IUST.DE and XGIU.DE.
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Drawdown Indicators
| IUST.DE | XGIU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -22.30% | +2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -2.70% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -8.43% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -22.30% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -22.30% | +6.49% |
Current DrawdownCurrent decline from peak | -8.09% | -16.89% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.91% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.23% | +0.31% |
Volatility
IUST.DE vs. XGIU.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) has a volatility of 2.31%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than XGIU.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 | XGIU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 2.31% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 5.29% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 6.42% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 8.70% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 7.91% | +0.09% |
IUST.DE vs. XGIU.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than XGIU.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. XGIU.DE - Dividend Comparison
Neither IUST.DE nor XGIU.DE has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and XGIU.DE have a correlation of 0.45, 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 XGIU.DE.
IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while XGIU.DE tracks Bloomberg Gbl Infl Linked TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for IUST.DE and 0.20% for XGIU.DE.
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