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SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) Sharpe Ratio: 0.17

ETF · Currency in GBP · Last updated Jun 5, 2026

UTIP.L is a passive ETF by State Street tracking the investment results of the Bloomberg Gbl Infl Linked US TIPS TR USD. UTIP.L launched on Dec 2, 2015 and has a 0.17% expense ratio.

UTIP.L's Sharpe Ratio of 0.17 indicates that for each unit of volatility, it generates 0.17 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

UTIP.L Sharpe Ratio Rank

UTIP.L Sharpe Ratio Rank: 11.712
Concerning

UTIP.L ranks above 11.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

UTIP.L Sharpe Ratio Market Positioning

The chart shows UTIP.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.69+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Bloomberg US TIPS UCITS ETF's Sharpe Ratio with other ETFs in the Inflation-Protected Bonds category across multiple time periods, showing how UTIP.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TIP5.LiShares USD TIPS 0-5 UCITS ETF USD (Dist)1.99
TI5G.LiShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)1.68
TIPA.LLyxor Core US TIPS (DR) UCITS ETF - Acc1.33
ITPA.LiShares $ TIPS UCITS ETF GBP (Acc)1.30
IDTP.LiShares $ TIPS UCITS ETF USD (Acc)1.26
SGIL.LiShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)0.98
XGIU.LXtrackers Global Inflation-Linked Bond UCITS ETF 5C0.93
UBTS.LUBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis0.91
ITPS.LiShares $ TIPS UCITS ETF USD (Acc)0.91
XG7U.LXtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged0.87
UTIP.LSPDR Bloomberg US TIPS UCITS ETF0.17

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows UTIP.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when UTIP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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