SXRH.DE vs. IUS5.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both Inflation-Protected Bonds funds from iShares - SXRH.DE tracks the ICE US Treasury Inflation-Linked Bond 0-5 Years while IUS5.DE tracks the Bloomberg World Government Inflation-Linked Bond. Both are passively managed. Over the past 5 years, SXRH.DE returned 5.69%/yr vs -1.37%/yr for IUS5.DE. A 0.51 correlation means they provide meaningful diversification when combined. SXRH.DE charges 0.10%/yr vs 0.20%/yr for IUS5.DE.
Performance
SXRH.DE vs. IUS5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRH.DE achieves a 2.67% return, which is significantly higher than IUS5.DE's 2.13% return.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.62%
- YTD
- 2.67%
- 6M
- 1.53%
- 1Y
- 2.26%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
IUS5.DE
- 1D
- -0.13%
- 1M
- 0.48%
- YTD
- 2.13%
- 6M
- 1.40%
- 1Y
- 2.24%
- 3Y*
- 0.57%
- 5Y*
- -1.37%
- 10Y*
- 0.80%
SXRH.DE vs. IUS5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | 3.48% | 14.75% | -3.13% | 10.57% | 4.53% | -8.74% |
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.13% | -3.37% | 2.59% | 1.53% | -17.29% | 12.12% | 2.24% | 10.07% | 0.53% | -3.67% |
Correlation
The correlation between SXRH.DE and IUS5.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.51 |
The correlation between SXRH.DE and IUS5.DE shifts across timeframes, from 0.40 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRH.DE vs. IUS5.DE — Risk / Return Rank
SXRH.DE
IUS5.DE
SXRH.DE vs. IUS5.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 iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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.
| SXRH.DE | IUS5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.07 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.87 | -0.33 |
| Martin ratioReturn relative to average drawdown | 1.37 | 1.67 | -0.30 |
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
| SXRH.DE | IUS5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.40 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.16 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.42 | +0.09 |
Drawdowns
SXRH.DE vs. IUS5.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum IUS5.DE drawdown of -22.31%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and IUS5.DE.
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Drawdown Indicators
| SXRH.DE | IUS5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -22.31% | +9.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -2.31% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -8.42% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | -22.31% | +10.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.31% | — |
Current DrawdownCurrent decline from peak | -5.64% | -17.45% | +11.81% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -7.45% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.21% | +0.28% |
Volatility
SXRH.DE vs. IUS5.DE - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) at 1.90%. This indicates that SXRH.DE's price experiences larger fluctuations and is considered to be riskier than IUS5.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 | IUS5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.90% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 3.77% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 5.02% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 8.56% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 7.94% | -0.48% |
SXRH.DE vs. IUS5.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is lower than IUS5.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
SXRH.DE vs. IUS5.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, while IUS5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.13% | 6.14% | 9.84% | 8.76% | 0.72% | 0.78% | 4.65% | 6.24% | 2.28% | 0.77% |
Frequently Asked Questions
SXRH.DE and IUS5.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRH.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRH.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUS5.DE.
SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond. Their fees differ too: 0.10% for SXRH.DE and 0.20% for IUS5.DE.
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