iShares USD TIPS (IUST.DE): Historical Returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024
Category: Fixed Income
iShares USD TIPS (IUST.DE) ETF
Currency: EUR

In the last 30 Years, the iShares USD TIPS (IUST.DE) ETF obtained a 5.54% compound annual return, with a 9.66% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: All-Term

The iShares USD TIPS (IUST.DE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IUST.DE Weight Currency
Couch Potato To EUR Scott Burns 50.00% EUR
Yale Endowment To EUR David Swensen 15.00% EUR

Investment Returns as of Apr 30, 2024

The iShares USD TIPS (IUST.DE) ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
ISHARES USD TIPS (IUST.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
iShares USD TIPS (IUST.DE) ETF n.a. n.a. -0.47 2.31 1.78 2.92 4.48 5.54 5.59
Euro Inflation Adjusted return -1.05 1.08 -0.58 -0.75 2.13 3.40 3.36
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 2.38% , 5Y: 3.70% , 10Y: 2.30% , 30Y: 2.07%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 1994, now would be worth 5.04€, with a total return of 404.23% (5.54% annualized).

The Inflation Adjusted Capital now would be 2.73€, with a net total return of 172.84% (3.40% annualized).
An investment of 1€, since January 1985, now would be worth 8.49€, with a total return of 748.95% (5.59% annualized).

The Inflation Adjusted Capital now would be 3.68€, with a net total return of 267.59% (3.36% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of iShares USD TIPS (IUST.DE) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
ISHARES USD TIPS (IUST.DE) ETF
Advanced Metrics
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.47 -0.19 2.31 1.78 2.21 2.92 4.48 4.02 5.54 5.59
Infl. Adjusted Return (%) details -1.05 -2.13 1.08 -0.58 -3.18 -0.75 2.13 1.87 3.40 3.36
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.15
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -3.54 -12.82 -12.82 -14.04 -17.58 -17.58 -25.83
Start to Recovery (# months) details 10 21* 21* 27 30 30 48
Start (yyyy mm) 2023 06 2022 08 2022 08 2017 03 2012 08 2012 08 1985 06
Start to Bottom (# months) 2 12 12 11 17 17 31
Bottom (yyyy mm) 2023 07 2023 07 2023 07 2018 01 2013 12 2013 12 1987 12
Bottom to End (# months) 8 9 9 16 13 13 17
End (yyyy mm) 2024 03 - - 2019 05 2015 01 2015 01 1989 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-11.97 -14.94
same as
deepest
Start to Recovery (# months) details 37 46
Start (yyyy mm) 2023 06 2022 08 2022 08 2017 03 2006 01 2002 03 1985 06
Start to Bottom (# months) 2 12 12 11 28 22 31
Bottom (yyyy mm) 2023 07 2023 07 2023 07 2018 01 2008 04 2003 12 1987 12
Bottom to End (# months) 8 9 9 16 9 24 17
End (yyyy mm) 2024 03 - - 2019 05 2009 01 2005 12 1989 05
Longest negative period (# months) details 11* 31* 43 47 67 102 102
Period Start (yyyy mm) 2023 06 2021 10 2020 05 2015 02 2012 08 2001 06 2001 06
Period End (yyyy mm) 2024 04 2024 04 2023 11 2018 12 2018 02 2009 11 2009 11
Annualized Return (%) -0.47 -0.29 -0.21 -0.19 -0.02 -0.06 -0.06
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -3.88 -18.63 -18.63 -18.63 -19.49 -23.97 -25.91
Start to Recovery (# months) details 11* 29* 29* 29* 30 108 48
Start (yyyy mm) 2023 06 2021 12 2021 12 2021 12 2012 08 2001 06 1985 06
Start to Bottom (# months) 6 24 24 24 17 84 31
Bottom (yyyy mm) 2023 11 2023 11 2023 11 2023 11 2013 12 2008 05 1987 12
Bottom to End (# months) 5 5 5 5 13 24 17
End (yyyy mm) - - - - 2015 01 2010 05 1989 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-14.83 -17.32
same as
deepest
-23.97
Start to Recovery (# months) details 30 52 108
Start (yyyy mm) 2023 06 2021 12 2021 12 2017 03 2006 01 2001 06 2001 06
Start to Bottom (# months) 6 24 24 11 29 84 84
Bottom (yyyy mm) 2023 11 2023 11 2023 11 2018 01 2008 05 2008 05 2008 05
Bottom to End (# months) 5 5 5 19 23 24 24
End (yyyy mm) - - - 2019 08 2010 04 2010 05 2010 05
Longest negative period (# months) details 12* 36* 60* 111* 111* 155 155
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2015 02 2015 02 2001 06 2001 06
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2014 04 2014 04
Annualized Return (%) -0.58 -3.18 -0.75 -0.57 -0.57 -0.04 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 4.57 7.57 7.54 8.08 9.20 9.66 10.63
Sharpe Ratio -0.77 -0.06 0.13 0.40 0.29 0.34 0.15
Sortino Ratio -1.04 -0.09 0.20 0.61 0.44 0.51 0.23
Ulcer Index 2.09 7.93 6.51 6.23 7.05 6.63 7.97
Ratio: Return / Standard Deviation 0.39 0.29 0.39 0.55 0.44 0.57 0.53
Ratio: Return / Deepest Drawdown 0.50 0.17 0.23 0.32 0.23 0.32 0.22
% Positive Months details 50% 55% 50% 55% 53% 54% 54%
Positive Months 6 20 30 67 129 196 255
Negative Months 6 16 30 53 111 164 217
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.48 6.63 9.74 14.59
Worst 10 Years Return (%) - Annualized 3.04 1.22 1.22
Best 10 Years Return (%) - Annualized 2.13 5.10 7.66 11.91
Worst 10 Years Return (%) - Annualized 0.96 -0.84 -0.84
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 36.92 18.52 18.48 9.74 7.91 5.54
Worst Rolling Return (%) - Annualized -13.44 -4.49 -2.35 1.22 3.11
% Positive Periods 69% 87% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.90 29.49 17.54 8.75 5.05 6.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.29 4.09
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 33.74 16.53 16.52 7.66 5.99 3.40
Worst Rolling Return (%) - Annualized -17.22 -6.38 -4.40 -0.84 1.49
% Positive Periods 62% 68% 85% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.90 29.49 17.54 8.75 5.05 6.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.29 4.09
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Apr 2024)
Best Rolling Return (%) - Annualized 51.73 24.28 18.48 14.59 8.69 7.32
Worst Rolling Return (%) - Annualized -19.01 -6.88 -2.35 1.22 3.11 5.06
% Positive Periods 67% 86% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.47 28.98 17.54 8.75 5.05 5.22
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.29 3.21
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 46.67 20.06 16.52 11.91 6.30 5.32
Worst Rolling Return (%) - Annualized -21.20 -7.36 -4.40 -0.84 1.49 2.93
% Positive Periods 60% 70% 85% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.47 28.98 17.54 8.75 5.05 5.22
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.29 3.21
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares USD TIPS (IUST.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES USD TIPS (IUST.DE) ETF
Monthly correlations as of 30 April 2024
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Correlation vs IUST.DE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
-0.34
0.03
-0.02
-0.13
-0.10
SPY
US Large Cap
-0.33
0.04
-0.02
-0.11
-0.09
IJR
US Small Cap
-0.31
-0.04
-0.03
-0.16
-0.12
VNQ
US REITs
-0.35
0.15
0.21
-0.08
-0.05
QQQ
US Technology
-0.10
0.12
0.04
-0.05
-0.03
PFF
Preferred Stocks
-0.14
0.09
0.09
-0.03
-0.02
EFA
EAFE Stocks
-0.40
-0.18
-0.17
-0.36
-0.33
VT
World All Countries
-0.39
-0.06
-0.10
-0.25
-0.23
EEM
Emerging Markets
-0.54
-0.28
-0.25
-0.25
-0.18
VGK
Europe
-0.43
-0.18
-0.20
-0.38
-0.35
VPL
Pacific
-0.30
-0.16
-0.14
-0.24
-0.22
FLLA
Latin America
-0.47
-0.20
-0.25
-0.18
-0.14
BND
US Total Bond Market
0.01
0.17
0.22
0.27
0.28
TLT
Long Term Treasuries
-0.05
0.21
0.31
0.35
0.35
BIL
US Cash
-0.39
-0.18
-0.14
0.05
0.05
TIP
TIPS
-0.02
0.39
0.36
0.35
0.37
LQD
Invest. Grade Bonds
-0.09
0.11
0.16
0.15
0.17
HYG
High Yield Bonds
-0.27
0.07
0.04
-0.11
-0.07
CWB
US Convertible Bonds
-0.21
-0.03
-0.07
-0.13
-0.10
BNDX
International Bonds
0.05
0.35
0.36
0.14
0.18
EMB
Emerg. Market Bonds
-0.31
-0.04
0.00
0.02
0.05
GLD
Gold
-0.11
-0.15
-0.06
-0.14
-0.12
DBC
Commodities
-0.41
-0.27
-0.28
-0.22
-0.21

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES USD TIPS (IUST.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES USD TIPS (IUST.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the iShares USD TIPS (IUST.DE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares USD TIPS (IUST.DE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares USD TIPS (IUST.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES USD TIPS (IUST.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
196 Positive Months (54%) - 164 Negative Months (46%)
255 Positive Months (54%) - 217 Negative Months (46%)
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(Scroll down to see all data)
Investment Returns, up to May 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

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