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FLOA.L vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOA.L vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FLOA.L having a 2.04% return and VTIP slightly lower at 1.97%.


FLOA.L

1D
0.06%
1M
0.46%
YTD
2.04%
6M
2.24%
1Y
5.02%
3Y*
5.73%
5Y*
4.28%
10Y*

VTIP

1D
-0.08%
1M
0.10%
YTD
1.97%
6M
1.99%
1Y
4.51%
3Y*
5.18%
5Y*
3.35%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOA.L vs. VTIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.04%4.98%6.42%6.62%1.35%0.42%0.86%4.17%0.86%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.97%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.50%

Correlation

The correlation between FLOA.L and VTIP is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.05

The correlation between FLOA.L and VTIP shifts across timeframes, from -0.14 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLOA.L vs. VTIP — Risk / Return Rank

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

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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.

FLOA.L vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


FLOA.LVTIPDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

2.07

1.63

+0.44

Calmar ratioReturn relative to maximum drawdown

10.50

6.48

+4.03

Martin ratioReturn relative to average drawdown

55.93

25.53

+30.40

FLOA.L vs. VTIP - Sharpe Ratio Comparison

The current FLOA.L Sharpe Ratio is 4.02, which is higher than the VTIP Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of FLOA.L and VTIP, 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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Sharpe Ratios by Period


FLOA.LVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

3.02

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.16

1.21

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.89

-0.10

Drawdowns

FLOA.L vs. VTIP - Drawdown Comparison

The maximum FLOA.L drawdown since its inception was -14.96%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for FLOA.L and VTIP.


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Drawdown Indicators


FLOA.LVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-6.27%

-8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.48%

-0.70%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-0.98%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

-5.50%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.06%

-0.10%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.22%

-1.04%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.18%

-0.09%

Volatility

FLOA.L vs. VTIP - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) has a higher volatility of 0.49% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.42%. This indicates that FLOA.L's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOA.LVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.42%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

1.03%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

1.50%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

2.77%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

2.74%

+1.53%

FLOA.L vs. VTIP - Expense Ratio Comparison

FLOA.L has a 0.10% expense ratio, which is higher than VTIP's 0.03% 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

FLOA.L vs. VTIP - Dividend Comparison

FLOA.L has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM2025202420232022202120202019201820172016
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


FLOA.L and VTIP have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTIP is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.10% for FLOA.L.

FLOA.L is categorized as Corporate Bonds, while VTIP is Inflation-Protected Bonds. FLOA.L tracks Bloomberg US Corp Bond TR USD, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for FLOA.L and 0.03% for VTIP.

Portfolio Optimizer

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