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iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE000B3NURO6
Issuer
iShares
Inception Date
Dec 8, 2006
Leveraged
1x (No leverage)
Index Tracked
BBG US Government Inflation-Linked Bond Index (USD)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares $ TIPS UCITS ETF GBP (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

ITPA.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.

Returns By Period

iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) has returned 0.11% so far this year and 2.63% over the past 12 months.


iShares $ TIPS UCITS ETF GBP (Acc)

1D
-0.07%
1M
-1.36%
YTD
0.11%
6M
0.20%
1Y
2.63%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 28, 2024, ITPA.L's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, your investment would double in approximately 16.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2025 with a return of +1.8%, while the worst month was Oct 2024 at -1.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ITPA.L closed higher 53% of trading days. The best single day was Apr 14, 2025 with a return of +1.6%, while the worst single day was Apr 11, 2025 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.26%1.23%-1.36%0.11%
20251.05%1.78%1.05%-0.23%-0.60%1.10%0.41%1.01%0.72%0.22%0.24%-0.37%6.54%
2024-1.65%1.48%1.10%1.06%1.35%1.30%-1.78%0.35%-1.42%1.72%

Benchmark Metrics

iShares $ TIPS UCITS ETF GBP (Acc) has an annualized alpha of 5.07%, beta of -0.06, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since April 02, 2024.

  • This ETF captured 14.83% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.59%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.06 may look defensive, but with R² of 0.03 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.03 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.07%
Beta
-0.06
0.03
Upside Capture
14.83%
Downside Capture
-2.59%

Expense Ratio

ITPA.L has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

ITPA.L ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ITPA.L Risk / Return Rank: 2525
Overall Rank
ITPA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ITPA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
ITPA.L Omega Ratio Rank: 2525
Omega Ratio Rank
ITPA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
ITPA.L Martin Ratio Rank: 2626
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) and compare them to a chosen benchmark (S&P 500 Index).


ITPA.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.73

-0.22

Sortino ratio

Return per unit of downside risk

0.72

1.14

-0.42

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.58

1.24

-0.66

Martin ratio

Return relative to average drawdown

2.15

4.87

-2.72

Explore ITPA.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


iShares $ TIPS UCITS ETF GBP (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ TIPS UCITS ETF GBP (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares $ TIPS UCITS ETF GBP (Acc) was 4.08%, occurring on Apr 11, 2025. Recovery took 77 trading sessions.

The current iShares $ TIPS UCITS ETF GBP (Acc) drawdown is 1.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.08%Apr 7, 20255Apr 11, 202577Aug 4, 202582
-4.03%Oct 2, 202471Jan 13, 202536Mar 4, 2025107
-2.05%Apr 2, 202418Apr 25, 202414May 16, 202432
-1.86%Mar 2, 202620Mar 27, 2026
-1.33%Mar 5, 20252Mar 6, 202516Mar 28, 202518

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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