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GILE.L vs. ITPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILE.L vs. ITPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) and iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GILE.L is traded in EUR, while ITPA.L is traded in GBP. To make them comparable, the ITPA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GILE.L achieves a 0.77% return, which is significantly lower than ITPA.L's 2.16% return.


GILE.L

1D
0.02%
1M
0.15%
YTD
0.77%
6M
0.42%
1Y
2.19%
3Y*
0.90%
5Y*
-2.68%
10Y*

ITPA.L

1D
-0.14%
1M
-0.22%
YTD
2.16%
6M
2.15%
1Y
1.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILE.L vs. ITPA.L - Yearly Performance Comparison


Correlation

The correlation between GILE.L and ITPA.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

0.53

The correlation between GILE.L and ITPA.L has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.

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Return for Risk

GILE.L vs. ITPA.L — Risk / Return Rank

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

GILE.L
GILE.L Risk / Return Rank: 1818
Overall Rank
GILE.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GILE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GILE.L Omega Ratio Rank: 1616
Omega Ratio Rank
GILE.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
GILE.L Martin Ratio Rank: 2020
Martin Ratio Rank

ITPA.L
ITPA.L Risk / Return Rank: 4141
Overall Rank
ITPA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ITPA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
ITPA.L Omega Ratio Rank: 3535
Omega Ratio Rank
ITPA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ITPA.L Martin Ratio Rank: 4545
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.

GILE.L vs. ITPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) and iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.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.


GILE.LITPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.09

1.06

+0.02

Calmar ratioReturn relative to maximum drawdown

0.89

0.77

+0.12

Martin ratioReturn relative to average drawdown

2.17

1.63

+0.54

GILE.L vs. ITPA.L - Sharpe Ratio Comparison

The current GILE.L Sharpe Ratio is 0.48, which is higher than the ITPA.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of GILE.L and ITPA.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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Sharpe Ratios by Period


GILE.LITPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.36

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.56

-0.61

Drawdowns

GILE.L vs. ITPA.L - Drawdown Comparison

The maximum GILE.L drawdown since its inception was -24.70%, which is greater than ITPA.L's maximum drawdown of -7.40%. Use the drawdown chart below to compare losses from any high point for GILE.L and ITPA.L.


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Drawdown Indicators


GILE.LITPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-7.40%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.49%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

Current Drawdown

Current decline from peak

-18.40%

-0.46%

-17.94%

Average Drawdown

Average peak-to-trough decline

-10.13%

-1.85%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.13%

-0.12%

Volatility

GILE.L vs. ITPA.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) is 1.43%, while iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) has a volatility of 1.67%. This indicates that GILE.L experiences smaller price fluctuations and is considered to be less risky than ITPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GILE.LITPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.67%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

3.63%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

5.37%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

6.68%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

6.68%

+0.47%

GILE.L vs. ITPA.L - Expense Ratio Comparison

GILE.L has a 0.20% expense ratio, which is higher than ITPA.L's 0.12% 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

GILE.L vs. ITPA.L - Dividend Comparison

GILE.L's dividend yield for the trailing twelve months is around 1.14%, while ITPA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
1.14%1.11%1.05%0.91%0.86%0.69%1.12%2.13%0.41%
ITPA.L
iShares $ TIPS UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GILE.L and ITPA.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITPA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITPA.L is cheaper with a 0.12% expense ratio, compared with 0.20% for GILE.L.

GILE.L tracks Bloomberg Gbl Infl Linked TR Hdg EUR, while ITPA.L tracks BBG US Government Inflation-Linked Bond Index (USD). Their fees differ too: 0.20% for GILE.L and 0.12% for ITPA.L.

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