SXRH.DE vs. TIUP.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and TIUP.DE (Amundi US Tips 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 TIUP.DE tracks the Bloomberg US Government Inflation-Linked Bond. Both are passively managed. Over the past 5 years, SXRH.DE returned 5.69%/yr vs 1.79%/yr for TIUP.DE. Their correlation of 0.85 suggests significant overlap in exposure. SXRH.DE charges 0.10%/yr vs 0.09%/yr for TIUP.DE.
Performance
SXRH.DE vs. TIUP.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRH.DE having a 2.67% return and TIUP.DE slightly lower at 2.64%.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.62%
- YTD
- 2.67%
- 6M
- 1.53%
- 1Y
- 2.26%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
TIUP.DE
- 1D
- -0.03%
- 1M
- 0.67%
- YTD
- 2.64%
- 6M
- 1.37%
- 1Y
- 2.75%
- 3Y*
- 0.91%
- 5Y*
- 1.79%
- 10Y*
- —
SXRH.DE vs. TIUP.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% |
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist | 2.64% | -5.20% | 7.69% | -0.05% | -7.05% | 14.77% | 1.01% | 11.25% | 3.10% | -6.90% |
Correlation
The correlation between SXRH.DE and TIUP.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.85 |
The correlation between SXRH.DE and TIUP.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
SXRH.DE vs. TIUP.DE — Risk / Return Rank
SXRH.DE
TIUP.DE
SXRH.DE vs. TIUP.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 US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.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 | TIUP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.08 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.65 | -0.11 |
| Martin ratioReturn relative to average drawdown | 1.37 | 1.72 | -0.34 |
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 | TIUP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.46 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.21 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.20 | +0.31 |
Drawdowns
SXRH.DE vs. TIUP.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum TIUP.DE drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and TIUP.DE.
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Drawdown Indicators
| SXRH.DE | TIUP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -15.80% | +2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -4.19% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -10.91% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | -15.26% | +3.12% |
Current DrawdownCurrent decline from peak | -5.64% | -8.51% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -7.01% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.60% | -0.11% |
Volatility
SXRH.DE vs. TIUP.DE - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) at 0.97%. This indicates that SXRH.DE's price experiences larger fluctuations and is considered to be riskier than TIUP.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 | TIUP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 0.97% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 4.12% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 5.95% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 8.38% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 8.07% | -0.61% |
SXRH.DE vs. TIUP.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than TIUP.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. TIUP.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, more than TIUP.DE's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist | 0.94% | 0.96% | 0.85% | 0.67% | 0.72% | 0.46% | 0.58% | 0.66% | 0.67% | 0.72% |
Frequently Asked Questions
SXRH.DE and TIUP.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIUP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIUP.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 TIUP.DE tracks Bloomberg US Government Inflation-Linked Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SXRH.DE and 0.09% for TIUP.DE.
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