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

Performance

0TPE.L vs. UBTS.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 UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.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 UBTS.L is traded in GBp. To make them comparable, the UBTS.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 UBTS.L's 4.11% 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*

UBTS.L

1D
-0.13%
1M
1.37%
6M
2.91%
YTD
4.11%
1Y
5.27%
3Y*
4.06%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0TPE.L vs. UBTS.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%
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
4.11%-5.32%10.01%0.49%-1.93%13.93%-1.06%10.11%8.27%

Correlation

The correlation between 0TPE.L and UBTS.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.04

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

0.07

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

0.08

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Return for Risk

0TPE.L vs. UBTS.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

UBTS.L
UBTS.L Risk / Return Rank: 2121
Overall Rank
UBTS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UBTS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
UBTS.L Omega Ratio Rank: 1919
Omega Ratio Rank
UBTS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
UBTS.L Martin Ratio Rank: 2121
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. UBTS.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 UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.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.LUBTS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratioReturn relative to maximum drawdown

0.74

1.54

-0.80

Martin ratioReturn relative to average drawdown

1.62

4.26

-2.65

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

The current 0TPE.L Sharpe Ratio is 0.40, which is lower than the UBTS.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of 0TPE.L and UBTS.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. UBTS.L - Drawdown Comparison

The maximum 0TPE.L drawdown since its inception was -18.53%, smaller than the maximum UBTS.L drawdown of -31.67%. Use the drawdown chart below to compare losses from any high point for 0TPE.L and UBTS.L.


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Drawdown Indicators


0TPE.LUBTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-31.67%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.01%

-3.78%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

-10.15%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-14.22%

-4.31%

Current Drawdown

Current decline from peak

-10.19%

-3.98%

-6.21%

Average Drawdown

Average peak-to-trough decline

-7.44%

-13.88%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.37%

-0.44%

Volatility

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

iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) has a higher volatility of 1.19% compared to UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.L) at 1.01%. This indicates that 0TPE.L's price experiences larger fluctuations and is considered to be riskier than UBTS.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.LUBTS.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%

4.22%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

5.92%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.62%

7.98%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

10.23%

-1.44%

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

0TPE.L has a 0.12% expense ratio, which is lower than UBTS.L's 0.15% 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. UBTS.L - Dividend Comparison

0TPE.L has not paid dividends to shareholders, while UBTS.L's dividend yield for the trailing twelve months is around 4.01%.


PositionTTM202520242023202220212020201920182017
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%0.00%
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
4.01%3.26%4.41%4.56%6.66%2.83%0.84%2.30%2.38%1.27%

Frequently Asked Questions


0TPE.L and UBTS.L have a correlation of 0.08, 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 0.15% for UBTS.L.

0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index, while UBTS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.12% for 0TPE.L and 0.15% for UBTS.L.

Portfolio Optimizer

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