SXR8.DE vs. IUST.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 2.20%/yr for IUST.DE. At a 0.19 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.10%/yr for IUST.DE.
Performance
SXR8.DE vs. IUST.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly higher than IUST.DE's 2.64% return. Over the past 10 years, SXR8.DE has outperformed IUST.DE with an annualized return of 14.87%, while IUST.DE has yielded a comparatively lower 2.20% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.10%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
IUST.DE
- 1D
- -0.39%
- 1M
- 0.47%
- YTD
- 2.64%
- 6M
- 2.82%
- 1Y
- 4.81%
- 3Y*
- 1.52%
- 5Y*
- 1.71%
- 10Y*
- 2.20%
SXR8.DE vs. IUST.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 2.64% | -4.87% | 7.83% | -0.00% | -7.02% | 14.86% | 0.99% | 11.24% | 3.25% | -9.33% |
Correlation
The correlation between SXR8.DE and IUST.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.19 |
The correlation between SXR8.DE and IUST.DE shifts across timeframes, from 0.13 (5 years) to 0.23 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. IUST.DE — Risk / Return Rank
SXR8.DE
IUST.DE
SXR8.DE vs. IUST.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR8.DE | IUST.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.14 | +2.38 |
| Martin ratioReturn relative to average drawdown | 12.50 | 2.97 | +9.53 |
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Drawdowns
SXR8.DE vs. IUST.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than IUST.DE's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and IUST.DE.
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Drawdown Indicators
| SXR8.DE | IUST.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -19.93% | -13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -4.00% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -10.75% | -12.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -15.19% | -8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -15.81% | -17.97% |
Current DrawdownCurrent decline from peak | -1.72% | -7.98% | +6.26% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -6.76% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.53% | +0.43% |
Volatility
SXR8.DE vs. IUST.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 3.08% compared to iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) at 0.85%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than IUST.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR8.DE | IUST.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.85% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 4.03% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 5.92% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 8.28% | +6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 7.99% | +8.09% |
SXR8.DE vs. IUST.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than IUST.DE's 0.10% 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
SXR8.DE vs. IUST.DE - Dividend Comparison
Neither SXR8.DE nor IUST.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and IUST.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for IUST.DE.
SXR8.DE is categorized as S&P 500, while IUST.DE is Inflation-Protected Bonds. SXR8.DE tracks S&P 500 Index, while IUST.DE tracks Bloomberg US Government Inflation-Linked Bond. Their fees differ too: 0.07% for SXR8.DE and 0.10% for IUST.DE.
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