XTIP.DE vs. SXRH.DE
XTIP.DE (Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C) and SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) are both Inflation-Protected Bonds funds - XTIP.DE tracks the Bloomberg Gbl Infl Linked US TIPS TR USD while SXRH.DE tracks the ICE US Treasury Inflation-Linked Bond 0-5 Years. Both are passively managed. Over the past 3 years, XTIP.DE returned 1.04%/yr vs 4.59%/yr for SXRH.DE. A 0.80 correlation means they provide meaningful diversification when combined. XTIP.DE charges 0.07%/yr vs 0.10%/yr for SXRH.DE.
Performance
XTIP.DE vs. SXRH.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XTIP.DE having a 2.69% return and SXRH.DE slightly lower at 2.67%.
XTIP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- YTD
- 2.69%
- 6M
- 1.65%
- 1Y
- 2.81%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.08%
- YTD
- 2.67%
- 6M
- 1.76%
- 1Y
- 2.06%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
XTIP.DE vs. SXRH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTIP.DE Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C | 2.69% | -5.01% | 7.81% | 0.02% | -6.46% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | -7.36% |
Correlation
The correlation between XTIP.DE and SXRH.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 XTIP.DE and SXRH.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
XTIP.DE vs. SXRH.DE — Risk / Return Rank
XTIP.DE
SXRH.DE
XTIP.DE vs. SXRH.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 0-5 UCITS ETF USD (Dist) (SXRH.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.DE | SXRH.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 | 1.09 | 1.06 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.55 | +0.19 |
| Martin ratioReturn relative to average drawdown | 1.83 | 1.37 | +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
| XTIP.DE | SXRH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.31 | +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 | -0.06 | 0.51 | -0.57 |
Drawdowns
XTIP.DE vs. SXRH.DE - Drawdown Comparison
The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum SXRH.DE drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and SXRH.DE.
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Drawdown Indicators
| XTIP.DE | SXRH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -13.17% | +2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -3.74% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.79% | -10.08% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.14% | — |
Current DrawdownCurrent decline from peak | -5.92% | -5.64% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.36% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.49% | +0.05% |
Volatility
XTIP.DE vs. SXRH.DE - Volatility Comparison
The current volatility for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) is 1.05%, while iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a volatility of 3.06%. This indicates that XTIP.DE experiences smaller price fluctuations and is considered to be less risky than SXRH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTIP.DE | SXRH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 3.06% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 4.92% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 6.56% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.60% | 8.19% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.60% | 7.46% | +0.14% |
XTIP.DE vs. SXRH.DE - Expense Ratio Comparison
XTIP.DE has a 0.07% expense ratio, which is lower than SXRH.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%.
Dividends
XTIP.DE vs. SXRH.DE - Dividend Comparison
XTIP.DE has not paid dividends to shareholders, while SXRH.DE's dividend yield for the trailing twelve months is around 5.13%.
| 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
XTIP.DE and SXRH.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.
XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XTIP.DE and 0.10% for SXRH.DE.
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