SXRH.DE vs. XTIP.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and XTIP.DE (Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C) are both Inflation-Protected Bonds funds - SXRH.DE tracks the ICE US Treasury Inflation-Linked Bond 0-5 Years while XTIP.DE tracks the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 3 years, SXRH.DE returned 4.59%/yr vs 1.04%/yr for XTIP.DE. A 0.80 correlation means they provide meaningful diversification when combined. SXRH.DE charges 0.10%/yr vs 0.07%/yr for XTIP.DE.
Performance
SXRH.DE vs. XTIP.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXRH.DE having a 2.67% return and XTIP.DE slightly higher at 2.69%.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.62%
- YTD
- 2.67%
- 6M
- 1.53%
- 1Y
- 2.26%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
XTIP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- YTD
- 2.69%
- 6M
- 1.65%
- 1Y
- 2.81%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
SXRH.DE vs. XTIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | -7.36% |
XTIP.DE Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C | 2.69% | -5.01% | 7.81% | 0.02% | -6.46% |
Correlation
The correlation between SXRH.DE and XTIP.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.80 |
The correlation between SXRH.DE and XTIP.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
SXRH.DE vs. XTIP.DE — Risk / Return Rank
SXRH.DE
XTIP.DE
SXRH.DE vs. XTIP.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 Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.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 | XTIP.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 | 1.09 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.74 | -0.19 |
| Martin ratioReturn relative to average drawdown | 1.37 | 1.83 | -0.45 |
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 | XTIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.47 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | -0.06 | +0.57 |
Drawdowns
SXRH.DE vs. XTIP.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, which is greater than XTIP.DE's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and XTIP.DE.
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Drawdown Indicators
| SXRH.DE | XTIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -10.79% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -3.81% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -10.79% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | — | — |
Current DrawdownCurrent decline from peak | -5.64% | -5.92% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -5.84% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.54% | -0.05% |
Volatility
SXRH.DE vs. XTIP.DE - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) at 1.05%. This indicates that SXRH.DE's price experiences larger fluctuations and is considered to be riskier than XTIP.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 | XTIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.05% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 4.07% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 6.00% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 7.60% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 7.60% | -0.14% |
SXRH.DE vs. XTIP.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than XTIP.DE's 0.07% 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. XTIP.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, while XTIP.DE has not paid dividends to shareholders.
| 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% |
XTIP.DE Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRH.DE and XTIP.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XTIP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XTIP.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for SXRH.DE.
SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for SXRH.DE and 0.07% for XTIP.DE.
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