IUST.DE vs. XWTS.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, IUST.DE returned 2.38%/yr vs 10.59%/yr for XWTS.DE. At a 0.10 correlation, their price movements are largely independent. IUST.DE charges 0.10%/yr vs 0.25%/yr for XWTS.DE.
Performance
IUST.DE vs. XWTS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUST.DE achieves a 2.52% return, which is significantly lower than XWTS.DE's 4.97% return. Over the past 10 years, IUST.DE has underperformed XWTS.DE with an annualized return of 2.38%, while XWTS.DE has yielded a comparatively higher 10.59% 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%
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
IUST.DE vs. XWTS.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% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
Correlation
The correlation between IUST.DE and XWTS.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUST.DE vs. XWTS.DE — Risk / Return Rank
IUST.DE
XWTS.DE
IUST.DE vs. XWTS.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 MSCI World Communication Services UCITS ETF 1C (XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.43 | -1.69 |
| Martin ratioReturn relative to average drawdown | 1.93 | 9.13 | -7.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUST.DE | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.61 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.64 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.64 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.63 | -0.20 |
Drawdowns
IUST.DE vs. XWTS.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum XWTS.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for IUST.DE and XWTS.DE.
Loading charts...
Drawdown Indicators
| IUST.DE | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -36.66% | +16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -9.17% | +5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -23.94% | +13.19% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -36.66% | +21.47% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | -36.66% | +20.85% |
Current DrawdownCurrent decline from peak | -8.09% | -3.18% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -8.67% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.45% | -0.91% |
Volatility
IUST.DE vs. XWTS.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a volatility of 3.84%. This indicates that IUST.DE experiences smaller price fluctuations and is considered to be less risky than XWTS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUST.DE | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.84% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 9.72% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 13.91% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 18.16% | -9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 17.73% | -9.73% |
IUST.DE vs. XWTS.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than XWTS.DE's 0.25% 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. XWTS.DE - Dividend Comparison
Neither IUST.DE nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and XWTS.DE have a correlation of 0.12, 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 0.25% for XWTS.DE.
IUST.DE is categorized as Inflation-Protected Bonds, while XWTS.DE is Communications Equities. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while XWTS.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for IUST.DE and 0.25% for XWTS.DE.
Find the right allocation for IUST.DE and XWTS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer