EXUS vs. IDTP.L
EXUS (Macquarie Focused International Core ETF) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - EXUS is a Foreign Large Cap Equities fund managed by Macquarie, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Over the past year, EXUS returned 9.21% vs 3.33% for IDTP.L. At a 0.11 correlation, their price movements are largely independent. EXUS charges 0.59%/yr vs 0.12%/yr for IDTP.L.
Performance
EXUS vs. IDTP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXUS achieves a 8.02% return, which is significantly higher than IDTP.L's 0.47% return.
EXUS
- 1D
- -1.71%
- 1M
- -0.12%
- 6M
- 3.85%
- YTD
- 8.02%
- 1Y
- 9.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDTP.L
- 1D
- -0.02%
- 1M
- -0.64%
- 6M
- 0.61%
- YTD
- 0.47%
- 1Y
- 3.33%
- 3Y*
- 3.69%
- 5Y*
- 0.41%
- 10Y*
- 2.39%
EXUS vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 8.02% | 3.87% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.47% | 3.78% |
Correlation
The correlation between EXUS and IDTP.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.11 |
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
EXUS vs. IDTP.L — Risk / Return Rank
EXUS
IDTP.L
EXUS vs. IDTP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) 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.
| EXUS | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.73 | -1.12 |
| Martin ratioReturn relative to average drawdown | 2.13 | 4.51 | -2.38 |
Loading charts...
Drawdowns
EXUS vs. IDTP.L - Drawdown Comparison
The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum IDTP.L drawdown of -39.19%. Use the drawdown chart below to compare losses from any high point for EXUS and IDTP.L.
Loading charts...
Drawdown Indicators
| EXUS | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.28% | -39.19% | +23.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -1.92% | -13.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -2.73% | -1.23% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -4.22% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 0.74% | +3.59% |
Volatility
EXUS vs. IDTP.L - Volatility Comparison
Macquarie Focused International Core ETF (EXUS) has a higher volatility of 6.49% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 0.87%. This indicates that EXUS's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXUS | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 0.87% | +5.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 2.59% | +14.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 3.70% | +15.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 6.10% | +13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 6.35% | +12.76% |
EXUS vs. IDTP.L - Expense Ratio Comparison
EXUS has a 0.59% expense ratio, which is higher than IDTP.L's 0.12% expense ratio.
Dividends
EXUS vs. IDTP.L - Dividend Comparison
EXUS's dividend yield for the trailing twelve months is around 0.03%, while IDTP.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 0.03% | 0.03% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
EXUS and IDTP.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.59% for EXUS.
EXUS is categorized as Foreign Large Cap Equities, while IDTP.L is Inflation-Protected Bonds. They also come from different issuers: Macquarie and iShares. Their fees differ too: 0.59% for EXUS and 0.12% for IDTP.L.
Find the right allocation for EXUS and IDTP.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