PortfoliosLab logoPortfoliosLab logo
XTIP.DE vs. IUST.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTIP.DE vs. IUST.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022
XTIP.DE
Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C
1.64%-5.01%7.81%0.02%-6.46%
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)
1.55%-4.87%7.83%-0.00%-6.47%

Returns By Period

In the year-to-date period, XTIP.DE achieves a 1.64% return, which is significantly higher than IUST.DE's 1.55% return.


XTIP.DE

1D
-0.74%
1M
-0.35%
YTD
1.64%
6M
1.33%
1Y
-4.60%
3Y*
0.86%
5Y*
10Y*

IUST.DE

1D
-0.72%
1M
-0.33%
YTD
1.55%
6M
1.36%
1Y
-4.48%
3Y*
0.88%
5Y*
1.56%
10Y*
2.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XTIP.DE vs. IUST.DE - Expense Ratio Comparison

XTIP.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%.


Return for Risk

XTIP.DE vs. IUST.DE — Risk / Return Rank

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

XTIP.DE
XTIP.DE Risk / Return Rank: 44
Overall Rank
XTIP.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
XTIP.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
XTIP.DE Omega Ratio Rank: 33
Omega Ratio Rank
XTIP.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
XTIP.DE Martin Ratio Rank: 55
Martin Ratio Rank

IUST.DE
IUST.DE Risk / Return Rank: 44
Overall Rank
IUST.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IUST.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
IUST.DE Omega Ratio Rank: 33
Omega Ratio Rank
IUST.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IUST.DE Martin Ratio Rank: 66
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.

XTIP.DE vs. IUST.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.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.


XTIP.DEIUST.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.55

-0.01

Sortino ratio

Return per unit of downside risk

-0.67

-0.66

-0.01

Omega ratio

Gain probability vs. loss probability

0.91

0.91

0.00

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.50

-0.01

Martin ratio

Return relative to average drawdown

-0.80

-0.78

-0.01

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

The current XTIP.DE Sharpe Ratio is -0.56, which is comparable to the IUST.DE Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of XTIP.DE and IUST.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XTIP.DEIUST.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.55

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.43

-0.53

Correlation

The correlation between XTIP.DE and IUST.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XTIP.DE vs. IUST.DE - Dividend Comparison

Neither XTIP.DE nor IUST.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XTIP.DE vs. IUST.DE - Drawdown Comparison

The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum IUST.DE drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and IUST.DE.


Loading graphics...

Drawdown Indicators


XTIP.DEIUST.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-19.93%

+9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-7.81%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

Current Drawdown

Current decline from peak

-6.88%

-8.96%

+2.08%

Average Drawdown

Average peak-to-trough decline

-5.79%

-6.83%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

4.74%

+0.14%

Volatility

XTIP.DE vs. IUST.DE - Volatility Comparison

Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) have volatilities of 2.31% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XTIP.DEIUST.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

2.36%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

4.14%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

8.18%

8.15%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

8.32%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

8.04%

-0.32%