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

Performance

GILE.L vs. ITPS.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 USD (Acc) (ITPS.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 ITPS.L is traded in GBP. To make them comparable, the ITPS.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 ITPS.L's 2.31% 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*

ITPS.L

1D
-0.02%
1M
0.66%
YTD
2.31%
6M
1.54%
1Y
2.98%
3Y*
1.01%
5Y*
1.90%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GILE.L
iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist)
0.77%2.28%-2.12%1.92%-19.12%4.65%7.55%5.80%-2.82%1.14%
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
2.31%-5.50%8.57%-0.01%-7.38%14.76%1.30%12.03%2.96%-0.80%

Correlation

The correlation between GILE.L and ITPS.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.32

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.37

Over the past year, the correlation between GILE.L and ITPS.L has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

GILE.L vs. ITPS.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

ITPS.L
ITPS.L Risk / Return Rank: 2424
Overall Rank
ITPS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 2424
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 2222
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. ITPS.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 USD (Acc) (ITPS.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.LITPS.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.89

0.78

+0.11

Martin ratioReturn relative to average drawdown

2.17

2.01

+0.16

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

The current GILE.L Sharpe Ratio is 0.48, which is comparable to the ITPS.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GILE.L and ITPS.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.LITPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.48

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.22

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.21

-0.26

Drawdowns

GILE.L vs. ITPS.L - Drawdown Comparison

The maximum GILE.L drawdown since its inception was -24.70%, smaller than the maximum ITPS.L drawdown of -39.91%. Use the drawdown chart below to compare losses from any high point for GILE.L and ITPS.L.


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Drawdown Indicators


GILE.LITPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-39.91%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-3.82%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-6.01%

-10.94%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-15.19%

-9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-15.84%

Current Drawdown

Current decline from peak

-18.40%

-8.10%

-10.30%

Average Drawdown

Average peak-to-trough decline

-10.13%

-11.29%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.48%

-0.47%

Volatility

GILE.L vs. ITPS.L - Volatility Comparison

iShares Global Inflation Linked Government Bond EUR Hedged UCITS ETF (Dist) (GILE.L) and iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) have volatilities of 1.43% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GILE.LITPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.42%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

4.35%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

6.16%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

8.66%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

9.15%

-2.00%

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

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

GILE.L's dividend yield for the trailing twelve months is around 1.14%, while ITPS.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%
ITPS.L
iShares $ TIPS UCITS ETF USD (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 ITPS.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ITPS.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 ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. Their fees differ too: 0.20% for GILE.L and 0.12% for ITPS.L.

Portfolio Optimizer

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