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SXR8.DE vs. IUST.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR8.DE vs. IUST.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. IUST.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
Martin Ratio Rank

IUST.DE
IUST.DE Risk / Return Rank: 2424
Overall Rank
IUST.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 2525
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.

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.DEIUST.DEDifference
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

SXR8.DE vs. IUST.DE - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 2.08, which is higher than the IUST.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SXR8.DE and IUST.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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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.DEIUST.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.72%

-7.98%

+6.26%

Average Drawdown

Average peak-to-trough decline

-5.22%

-6.76%

+1.54%

Ulcer Index

Depth 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.DEIUST.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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