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0TPE.L vs. GILE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0TPE.L vs. GILE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) and iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 0TPE.L achieves a -0.01% return, which is significantly higher than GILE.L's -0.10% return.


0TPE.L

1D
-0.01%
1M
-0.75%
6M
-0.38%
YTD
-0.01%
1Y
1.50%
3Y*
1.66%
5Y*
-1.56%
10Y*

GILE.L

1D
0.00%
1M
-0.67%
6M
-0.54%
YTD
-0.10%
1Y
1.60%
3Y*
0.77%
5Y*
-3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0TPE.L vs. GILE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
0TPE.L
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
-0.01%4.47%0.00%1.38%-13.90%4.61%8.93%6.01%-2.26%
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
-0.10%2.27%-2.07%2.05%-19.26%4.81%7.52%5.71%-0.83%

Correlation

The correlation between 0TPE.L and GILE.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2018

0.36

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Return for Risk

0TPE.L vs. GILE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0TPE.L
0TPE.L Risk / Return Rank: 1717
Overall Rank
0TPE.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
0TPE.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
0TPE.L Omega Ratio Rank: 1515
Omega Ratio Rank
0TPE.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
0TPE.L Martin Ratio Rank: 1919
Martin Ratio Rank

GILE.L
GILE.L Risk / Return Rank: 1515
Overall Rank
GILE.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GILE.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
GILE.L Omega Ratio Rank: 1313
Omega Ratio Rank
GILE.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
GILE.L Martin Ratio Rank: 1717
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.

0TPE.L vs. GILE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) and iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


0TPE.LGILE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.08

1.06

+0.02

Calmar ratioReturn relative to maximum drawdown

0.74

0.66

+0.08

Martin ratioReturn relative to average drawdown

1.62

1.42

+0.20

0TPE.L vs. GILE.L - Sharpe Ratio Comparison

The current 0TPE.L Sharpe Ratio is 0.40, which is comparable to the GILE.L Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of 0TPE.L and GILE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0TPE.L vs. GILE.L - Drawdown Comparison

The maximum 0TPE.L drawdown since its inception was -18.53%, smaller than the maximum GILE.L drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for 0TPE.L and GILE.L.


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Drawdown Indicators


0TPE.LGILE.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-24.74%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.01%

-2.42%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

-5.76%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-24.74%

+6.21%

Current Drawdown

Current decline from peak

-10.19%

-18.99%

+8.80%

Average Drawdown

Average peak-to-trough decline

-7.44%

-10.18%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.13%

-0.20%

Volatility

0TPE.L vs. GILE.L - Volatility Comparison

iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) has a higher volatility of 1.19% compared to iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) at 1.01%. This indicates that 0TPE.L's price experiences larger fluctuations and is considered to be riskier than GILE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0TPE.LGILE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.01%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

3.39%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

4.74%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.62%

7.90%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

7.21%

+1.58%

0TPE.L vs. GILE.L - Expense Ratio Comparison

0TPE.L has a 0.12% expense ratio, which is lower than GILE.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0TPE.L vs. GILE.L - Dividend Comparison

0TPE.L has not paid dividends to shareholders, while GILE.L's dividend yield for the trailing twelve months is around 1.14%.


PositionTTM20252024202320222021202020192018
0TPE.L
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
1.14%1.11%1.05%0.91%0.86%0.69%1.12%2.14%0.41%

Frequently Asked Questions


0TPE.L and GILE.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0TPE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0TPE.L is cheaper with a 0.12% expense ratio, compared with 0.20% for GILE.L.

0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index, while GILE.L tracks Bloomberg Gbl Infl Linked TR Hdg EUR. Their fees differ too: 0.12% for 0TPE.L and 0.20% for GILE.L.

Portfolio Optimizer

Find the right allocation for 0TPE.L and GILE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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