SXRH.DE vs. E15H.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and E15H.DE (Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)) are both Inflation-Protected Bonds funds - SXRH.DE tracks the ICE US Treasury Inflation-Linked Bond 0-5 Years while E15H.DE tracks the Bloomberg Euro Government Inflation-Linked Bond Index. Both are passively managed. Over the past 5 years, SXRH.DE returned 3.74%/yr vs 0.46%/yr for E15H.DE. At a 0.05 correlation, their price movements are largely independent. SXRH.DE charges 0.10%/yr vs 0.09%/yr for E15H.DE.
Performance
SXRH.DE vs. E15H.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRH.DE achieves a 4.23% return, which is significantly higher than E15H.DE's 2.73% return.
SXRH.DE
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 2.76%
- YTD
- 4.23%
- 1Y
- 4.23%
- 3Y*
- 4.26%
- 5Y*
- 3.74%
- 10Y*
- —
E15H.DE
- 1D
- 0.13%
- 1M
- -0.47%
- 6M
- 1.73%
- YTD
- 2.73%
- 1Y
- 2.87%
- 3Y*
- 1.85%
- 5Y*
- 0.46%
- 10Y*
- —
SXRH.DE vs. E15H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 4.23% | -5.80% | 10.86% | 1.03% | 2.89% | 14.19% | -3.65% |
E15H.DE Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) | 2.73% | 0.86% | -0.10% | 5.42% | -9.40% | 6.32% | 2.91% |
Correlation
The correlation between SXRH.DE and E15H.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.05 |
The correlation between SXRH.DE and E15H.DE shifts across timeframes, from -0.15 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRH.DE vs. E15H.DE — Risk / Return Rank
SXRH.DE
E15H.DE
SXRH.DE vs. E15H.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.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.
| SXRH.DE | E15H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.43 | -0.28 |
| Martin ratioReturn relative to average drawdown | 3.09 | 4.35 | -1.26 |
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Drawdowns
SXRH.DE vs. E15H.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -20.23%, which is greater than E15H.DE's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and E15H.DE.
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Drawdown Indicators
| SXRH.DE | E15H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -15.98% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -2.00% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -10.06% | -5.43% | -4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -12.37% | -15.98% | +3.61% |
Current DrawdownCurrent decline from peak | -4.25% | -5.77% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.15% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 0.66% | +0.70% |
Volatility
SXRH.DE vs. E15H.DE - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 1.09% compared to Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) at 0.84%. This indicates that SXRH.DE's price experiences larger fluctuations and is considered to be riskier than E15H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRH.DE | E15H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.84% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.07% | 2.85% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.63% | 3.87% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 6.65% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.75% | 6.32% | +1.43% |
SXRH.DE vs. E15H.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than E15H.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRH.DE vs. E15H.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.05%, more than E15H.DE's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
E15H.DE Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) | 0.94% | 0.97% | 0.82% | 0.74% | 0.94% | 0.86% | 0.36% | 0.00% | 0.00% | 0.00% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.05% | 6.14% | 6.79% | 5.24% | 0.30% | 0.35% | 3.29% | 3.30% | 2.97% | 1.04% |
Frequently Asked Questions
SXRH.DE and E15H.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E15H.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E15H.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for SXRH.DE.
SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while E15H.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SXRH.DE and 0.09% for E15H.DE.
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