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

Performance

0TPE.L vs. IDTP.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 $ TIPS UCITS ETF USD (Acc) (IDTP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0TPE.L is traded in EUR, while IDTP.L is traded in USD. To make them comparable, the IDTP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0TPE.L achieves a -0.01% return, which is significantly lower than IDTP.L's 2.90% 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*

IDTP.L

1D
-0.45%
1M
0.47%
6M
1.91%
YTD
2.90%
1Y
4.78%
3Y*
2.87%
5Y*
0.99%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0TPE.L vs. IDTP.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%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
2.90%-5.75%8.90%0.60%-7.35%14.11%1.83%11.14%8.50%

Correlation

The correlation between 0TPE.L and IDTP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.19

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

0.21

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

0.20

The correlation between 0TPE.L and IDTP.L shifts across timeframes, from 0.19 (3 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

0TPE.L vs. IDTP.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

IDTP.L
IDTP.L Risk / Return Rank: 3535
Overall Rank
IDTP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 2929
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 3939
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. IDTP.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 $ TIPS UCITS ETF USD (Acc) (IDTP.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.LIDTP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratioReturn relative to maximum drawdown

0.74

1.06

-0.32

Martin ratioReturn relative to average drawdown

1.62

2.86

-1.25

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

The current 0TPE.L Sharpe Ratio is 0.40, which is lower than the IDTP.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of 0TPE.L and IDTP.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. IDTP.L - Drawdown Comparison

The maximum 0TPE.L drawdown since its inception was -18.53%, smaller than the maximum IDTP.L drawdown of -44.71%. Use the drawdown chart below to compare losses from any high point for 0TPE.L and IDTP.L.


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Drawdown Indicators


0TPE.LIDTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-44.71%

+26.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.01%

-4.50%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

-11.17%

+6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-15.25%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-10.19%

-7.43%

-2.76%

Average Drawdown

Average peak-to-trough decline

-7.44%

-6.97%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.67%

-0.74%

Volatility

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

The current volatility for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) is 1.19%, while iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a volatility of 1.50%. This indicates that 0TPE.L experiences smaller price fluctuations and is considered to be less risky than IDTP.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.LIDTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.50%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

4.53%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

6.31%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.62%

8.64%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

8.99%

-0.20%

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

Both 0TPE.L and IDTP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

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

Neither 0TPE.L nor IDTP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


0TPE.L and IDTP.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

0TPE.L and IDTP.L have the same expense ratio: 0.12% per year.

0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD.

Portfolio Optimizer

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