Nuclear quantum effects lead to an anomalous shift of the volume of hexagonal ice; heavy ice has a larger volume than light ice. Furthermore, this anomaly in ice increases with temperature and persists in liquid water up to the boiling point. To gain more insight, we study nuclear quantum effects on the density and compressibility of several ice-like structures and crystalline ice phases. By calculating the anisotropic contributions to the stain tensor, we analyze how the compressibility changes along different directions in hexagonal ice, and find that hexagonal ice is softer along the x-y plane than the z-direction. Furthermore, by performing ab initio density functional theory calculations with a van der Waals functional and with the quasiharmonic approximation, we find an anomalous isotope effect in the bulk modulus of hexagonal ice: heavy ice has a smaller bulk modulus than light ice. In agreement with the experiments, we also obtain an anomalous isotope effect for clathrate hydrate structure I. For the rest of the ice polymorphs, the isotope effect is (i) anomalous for ice IX, Ih, Ic, clathrate, and low density liquid-like (LDL-like) amorphous ice; (ii) normal at T = 0 K and becomes anomalous with increasing temperature for ice IX, II, high density liquid-like (HDL-like) amorphous ices, and ice XV; and (iii) normal for ice VIII up to the melting point. There is a transition from an anomalous isotope effect to a normal isotope effect for both the volume and bulk modulus, as the density (compressibility) of the structures increases (decreases). This result can explain the anomalous isotope effect in liquid water: as the compressibility decreases from the melting point to the compressibility minimum temperature, the difference between the volumes of the heavy and light water rapidly decreases, but the effect stays anomalous up to the boiling temperature as the hydrogen bond network is never completely broken by fully filling all of the interstitial sites.