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

Performance

GILE.L vs. ITPG.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 Hedged (Dist) (ITPG.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 ITPG.L is traded in GBP. To make them comparable, the ITPG.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 0.04% return, which is significantly lower than ITPG.L's 3.62% return.


GILE.L

1D
0.23%
1M
-0.98%
6M
-0.47%
YTD
0.04%
1Y
1.47%
3Y*
0.67%
5Y*
-3.18%
10Y*

ITPG.L

1D
-0.18%
1M
1.34%
6M
2.71%
YTD
3.62%
1Y
4.63%
3Y*
3.76%
5Y*
0.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
0.04%2.27%-2.07%2.05%-19.26%4.81%7.52%5.71%-1.03%
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
3.62%0.66%6.81%4.75%-18.21%13.08%4.07%13.69%-2.16%

Correlation

The correlation between GILE.L and ITPG.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.52

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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.42

The correlation between GILE.L and ITPG.L shifts across timeframes, from 0.42 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GILE.L vs. ITPG.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: 1616
Overall Rank
GILE.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GILE.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
GILE.L Omega Ratio Rank: 1414
Omega Ratio Rank
GILE.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
GILE.L Martin Ratio Rank: 1818
Martin Ratio Rank

ITPG.L
ITPG.L Risk / Return Rank: 2929
Overall Rank
ITPG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ITPG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
ITPG.L Omega Ratio Rank: 2323
Omega Ratio Rank
ITPG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
ITPG.L Martin Ratio Rank: 3434
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. ITPG.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 Hedged (Dist) (ITPG.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.


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

-0.49

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.08

Calmar ratioReturn relative to maximum drawdown

0.61

1.78

-1.17

Martin ratioReturn relative to average drawdown

1.29

4.16

-2.87

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

The current GILE.L Sharpe Ratio is 0.31, which is lower than the ITPG.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GILE.L and ITPG.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

GILE.L vs. ITPG.L - Drawdown Comparison

The maximum GILE.L drawdown since its inception was -24.74%, which is greater than ITPG.L's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GILE.L and ITPG.L.


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Drawdown Indicators


GILE.LITPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-20.87%

-3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.59%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

-7.68%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-20.87%

-3.87%

Current Drawdown

Current decline from peak

-18.88%

-5.47%

-13.41%

Average Drawdown

Average peak-to-trough decline

-10.19%

-7.14%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.11%

+0.03%

Volatility

GILE.L vs. ITPG.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) is 0.92%, while iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) has a volatility of 1.36%. This indicates that GILE.L experiences smaller price fluctuations and is considered to be less risky than ITPG.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.LITPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

1.36%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

3.70%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

5.84%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.90%

8.73%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.21%

9.36%

-2.15%

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

GILE.L has a 0.20% expense ratio, which is higher than ITPG.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. ITPG.L - Dividend Comparison

GILE.L's dividend yield for the trailing twelve months is around 1.25%, less than ITPG.L's 4.66% yield.


PositionTTM20252024202320222021202020192018
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
1.25%1.11%1.05%0.91%0.86%0.69%1.12%2.14%0.41%
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
4.66%4.56%4.62%1.50%1.24%1.09%2.03%2.79%1.92%

Frequently Asked Questions


GILE.L and ITPG.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ITPG.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 ITPG.L tracks BBG US Government Inflation-Linked Bond Index (USD). Their fees differ too: 0.20% for GILE.L and 0.12% for ITPG.L.

Portfolio Optimizer

Find the right allocation for GILE.L and ITPG.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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