PortfoliosLab logoPortfoliosLab logo
GILG.L vs. IDTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILG.L vs. IDTP.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

GILG.L is traded in GBP, while IDTP.L is traded in USD. To make them comparable, the IDTP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with GILG.L having a 1.51% return and IDTP.L slightly lower at 1.50%.


GILG.L

1D
0.09%
1M
0.46%
YTD
1.51%
6M
1.28%
1Y
4.17%
3Y*
2.43%
5Y*
-1.48%
10Y*

IDTP.L

1D
0.04%
1M
0.94%
YTD
1.50%
6M
0.47%
1Y
5.81%
3Y*
1.21%
5Y*
2.05%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILG.L vs. IDTP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GILG.L
iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)
1.51%4.23%-0.86%3.12%-18.45%5.19%2.37%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.50%-0.68%3.94%-1.47%-2.38%7.17%-2.12%

Correlation

The correlation between GILG.L and IDTP.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.29

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.35

Over the past year, the correlation between GILG.L and IDTP.L has dropped to 0.09 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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

GILG.L vs. IDTP.L — Risk / Return Rank

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

GILG.L
GILG.L Risk / Return Rank: 2828
Overall Rank
GILG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GILG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
GILG.L Omega Ratio Rank: 2222
Omega Ratio Rank
GILG.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
GILG.L Martin Ratio Rank: 3232
Martin Ratio Rank

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
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.

GILG.L vs. IDTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) 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.


GILG.LIDTP.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.15

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.71

0.99

+0.72

Martin ratioReturn relative to average drawdown

4.72

2.62

+2.10

GILG.L vs. IDTP.L - Sharpe Ratio Comparison

The current GILG.L Sharpe Ratio is 0.86, which is comparable to the IDTP.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of GILG.L and IDTP.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.


Loading charts...

Sharpe Ratios by Period


GILG.LIDTP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.86

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.22

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.50

-0.62

Drawdowns

GILG.L vs. IDTP.L - Drawdown Comparison

The maximum GILG.L drawdown since its inception was -24.23%, which is greater than IDTP.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for GILG.L and IDTP.L.


Loading charts...

Drawdown Indicators


GILG.LIDTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.23%

-17.38%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-5.83%

+3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.52%

-8.23%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-16.60%

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-16.60%

Current Drawdown

Current decline from peak

-13.44%

-8.81%

-4.63%

Average Drawdown

Average peak-to-trough decline

-13.12%

-6.75%

-6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.22%

-1.34%

Volatility

GILG.L vs. IDTP.L - Volatility Comparison

iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) have volatilities of 1.48% and 1.51%, 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.


Loading charts...

Volatility by Period


GILG.LIDTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.51%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

5.29%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

6.76%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

9.12%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

10.72%

-3.18%

GILG.L vs. IDTP.L - Expense Ratio Comparison

GILG.L has a 0.20% expense ratio, which is higher than IDTP.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

GILG.L vs. IDTP.L - Dividend Comparison

GILG.L's dividend yield for the trailing twelve months is around 0.98%, while IDTP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
GILG.L
iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)
0.98%0.96%0.87%0.79%0.72%0.50%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GILG.L and IDTP.L have a correlation of 0.09, 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 0.20% for GILG.L.

GILG.L tracks Bloomberg Gbl Infl Linked TR Hdg GBP, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. Their fees differ too: 0.20% for GILG.L and 0.12% for IDTP.L.

Portfolio Optimizer

Find the right allocation for GILG.L 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