- Issuer
- iShares
- Inception Date
- Dec 8, 2006
- Category
- Global Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares $ TIPS UCITS ETF
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
ITPG.L Performance Chart
iShares $ TIPS UCITS ETF (ITPG.L) is up 0.9% since the beginning of the year. ITPG.L is currently trading at £5 per share. Investors who bought £1,000 worth of ITPG.L shares 5 years ago would now be looking at an investment worth £993.
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Returns By Period
iShares $ TIPS UCITS ETF (ITPG.L) has returned 0.91% so far this year and 3.55% over the past 12 months.
iShares $ TIPS UCITS ETF
- 1D
- -0.05%
- 1M
- -0.47%
- 6M
- 0.29%
- YTD
- 0.91%
- 1Y
- 3.55%
- 3Y*
- 3.38%
- 5Y*
- -0.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
ITPG.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 5, 2018, ITPG.L's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, an investment would double in approximately 30.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +4.1%, while the worst month was Sep 2022 at -7.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ITPG.L closed higher 38% of trading days. The best single day was Mar 23, 2020 with a return of +3.3%, while the worst single day was Mar 18, 2020 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.21% | 1.52% | -1.23% | 1.04% | 0.28% | -0.41% | -0.47% | 0.91% | |||||
| 2025 | 0.84% | 1.94% | 0.82% | 0.20% | -0.97% | 1.25% | 0.21% | 1.22% | 0.62% | -0.00% | 0.55% | -0.62% | 6.20% |
| 2024 | 0.20% | -0.88% | 0.83% | -1.86% | 1.64% | 1.25% | 1.03% | 1.04% | 1.43% | -2.02% | 0.53% | -1.24% | 1.89% |
| 2023 | 1.86% | -1.78% | 2.89% | 0.20% | -1.30% | -0.61% | 0.21% | -1.06% | -1.66% | -0.85% | 2.52% | 2.30% | 2.58% |
| 2022 | -2.64% | 0.23% | -0.54% | -2.18% | -1.79% | -3.03% | 4.10% | -2.33% | -7.51% | 1.04% | 0.16% | 0.21% | -13.77% |
| 2021 | 0.55% | -2.97% | 0.95% | 1.32% | 1.06% | 0.92% | 2.74% | -0.10% | -1.07% | 1.26% | 0.93% | 0.53% | 6.17% |
Benchmark Metrics
iShares $ TIPS UCITS ETF has an annualized alpha of 2.11%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 05, 2018.
- This ETF participated in 17.54% of S&P 500 Index downside but only 14.00% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
- 2.11%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 14.00%
- Downside Capture
- 17.54%
Expense Ratio
ITPG.L has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
ITPG.L ranks 32 for risk / return — below 32% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares $ TIPS UCITS ETF (ITPG.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITPG.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.50 | -0.59 |
| Martin ratioReturn relative to average drawdown | 4.63 | 9.11 | -4.48 |
Dividends
Dividend History
iShares $ TIPS UCITS ETF provided a 4.66% dividend yield over the last twelve months, with an annual payout of £0.22 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | £0.22 | £0.22 | £0.22 | £0.07 | £0.06 | £0.06 | £0.11 | £0.14 | £0.09 |
Dividend yield | 4.66% | 4.56% | 4.62% | 1.50% | 1.24% | 1.09% | 2.03% | 2.79% | 1.92% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares $ TIPS UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.05 | £0.00 | £0.00 | £0.05 | £0.00 | £0.00 | £0.11 | |||||
| 2025 | £0.00 | £0.05 | £0.00 | £0.00 | £0.05 | £0.00 | £0.00 | £0.06 | £0.00 | £0.00 | £0.06 | £0.00 | £0.22 |
| 2024 | £0.00 | £0.06 | £0.00 | £0.00 | £0.05 | £0.00 | £0.00 | £0.06 | £0.00 | £0.00 | £0.06 | £0.00 | £0.22 |
| 2023 | £0.00 | £0.01 | £0.00 | £0.00 | £0.03 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.00 | £0.07 |
| 2022 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.00 | £0.06 |
| 2021 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.06 |
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. 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 was 16.78%, occurring on Oct 6, 2023. The portfolio has not yet recovered.
The current iShares $ TIPS UCITS ETF drawdown is 3.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.78%Oct 2023 | 1y 10mo | — | 4y 8moNov 2021 - now | — |
-10.61%Mar 2020 | 9d | 3mo 6d | 3mo 15dMar 2020 - Jun 2020 | COVID crash2020 |
-3.70%Nov 2018 | 3mo 25d | 4mo 20d | 8mo 15dJul 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-3.15%Feb 2021 | 1mo 1d | 2mo 10d | 3mo 11dJan 2021 - May 2021 | — |
-2.33%Sep 2019 | 9d | 4mo 19d | 4mo 28dSep 2019 - Jan 2020 | — |
Drawdown Indicators
| ITPG.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.78% | -37.07% | +20.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.85% | -8.03% | +6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -4.74% | -22.15% | +17.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.78% | -22.15% | +5.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -3.88% | -1.42% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -5.29% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 2.20% | -1.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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