0TPE.L vs. TIPA.L
0TPE.L (iShares $ TIPS UCITS ETF EUR Hedged (Acc)) and TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) are both Inflation-Protected Bonds funds - 0TPE.L tracks the Bloomberg US Government Inflation-Linked Bond Index while TIPA.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, 0TPE.L returned -1.56%/yr vs 0.95%/yr for TIPA.L. At a 0.18 correlation, their price movements are largely independent. 0TPE.L charges 0.12%/yr vs 0.09%/yr for TIPA.L.
Performance
0TPE.L vs. TIPA.L - Performance Comparison
Loading charts...
Different Trading Currencies
0TPE.L is traded in EUR, while TIPA.L is traded in USD. To make them comparable, the TIPA.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 TIPA.L's 2.97% 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*
- —
TIPA.L
- 1D
- -0.51%
- 1M
- 0.47%
- 6M
- 1.86%
- YTD
- 2.97%
- 1Y
- 4.60%
- 3Y*
- 2.82%
- 5Y*
- 0.95%
- 10Y*
- —
0TPE.L vs. TIPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
0TPE.L iShares $ TIPS UCITS ETF EUR Hedged (Acc) | -0.01% | 4.47% | 0.00% | 1.38% | -13.90% | 4.61% | 8.93% | 0.31% |
TIPA.L Lyxor Core US TIPS (DR) UCITS ETF - Acc | 2.97% | -5.85% | 8.84% | 0.40% | -7.43% | 14.31% | 1.89% | -1.58% |
Correlation
The correlation between 0TPE.L and TIPA.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2019 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
0TPE.L vs. TIPA.L — Risk / Return Rank
0TPE.L
TIPA.L
0TPE.L vs. TIPA.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 Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.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.L | TIPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.13 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.01 | -0.27 |
| Martin ratioReturn relative to average drawdown | 1.62 | 2.76 | -1.15 |
Loading charts...
Drawdowns
0TPE.L vs. TIPA.L - Drawdown Comparison
The maximum 0TPE.L drawdown since its inception was -18.53%, which is greater than TIPA.L's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for 0TPE.L and TIPA.L.
Loading charts...
Drawdown Indicators
| 0TPE.L | TIPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.53% | -15.27% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.01% | -4.53% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -4.87% | -11.08% | +6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -15.27% | -3.26% |
Current DrawdownCurrent decline from peak | -10.19% | -7.63% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -6.90% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.66% | -0.73% |
Volatility
0TPE.L vs. TIPA.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) is 1.19%, while Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) has a volatility of 1.50%. This indicates that 0TPE.L experiences smaller price fluctuations and is considered to be less risky than TIPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 0TPE.L | TIPA.L | Difference | |
|---|---|---|---|
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% | 6.29% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 8.62% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.79% | 8.65% | +0.14% |
0TPE.L vs. TIPA.L - Expense Ratio Comparison
0TPE.L has a 0.12% expense ratio, which is higher than TIPA.L's 0.09% expense ratio. However, 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. TIPA.L - Dividend Comparison
Neither 0TPE.L nor TIPA.L has paid dividends to shareholders.
Frequently Asked Questions
0TPE.L and TIPA.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIPA.L is cheaper with a 0.09% expense ratio, compared with 0.12% for 0TPE.L.
0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index, while TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for 0TPE.L and 0.09% for TIPA.L.
Find the right allocation for 0TPE.L and TIPA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer