GILI.L vs. TIP5.L
GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) and TIP5.L (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) are both Inflation-Protected Bonds funds - GILI.L tracks the FTSE Actuaries UK Index-Linked Gilts All Stocks while TIP5.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, GILI.L returned -8.32%/yr vs 4.42%/yr for TIP5.L. At a 0.15 correlation, their price movements are largely independent. GILI.L charges 0.07%/yr vs 0.10%/yr for TIP5.L.
Performance
GILI.L vs. TIP5.L - Performance Comparison
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Different Trading Currencies
GILI.L is traded in GBp, while TIP5.L is traded in USD. To make them comparable, the TIP5.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GILI.L achieves a -0.12% return, which is significantly lower than TIP5.L's 2.18% return.
GILI.L
- 1D
- 0.01%
- 1M
- 0.91%
- YTD
- -0.12%
- 6M
- -1.39%
- 1Y
- 2.44%
- 3Y*
- -1.24%
- 5Y*
- -8.32%
- 10Y*
- -1.42%
TIP5.L
- 1D
- -0.01%
- 1M
- 0.94%
- YTD
- 2.18%
- 6M
- 1.36%
- 1Y
- 5.42%
- 3Y*
- 2.54%
- 5Y*
- 4.42%
- 10Y*
- —
GILI.L vs. TIP5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | -0.12% | 1.23% | -9.36% | 0.22% | -33.81% | 3.90% | 10.51% | 6.04% | -0.74% | -2.41% |
TIP5.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.18% | -1.35% | 6.73% | -0.97% | 8.82% | 6.42% | 1.83% | 0.91% | 6.52% | -3.93% |
Correlation
The correlation between GILI.L and TIP5.L is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.15 |
The correlation between GILI.L and TIP5.L shifts across timeframes, from -0.16 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GILI.L vs. TIP5.L — Risk / Return Rank
GILI.L
TIP5.L
GILI.L vs. TIP5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.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.
| GILI.L | TIP5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.97 | -0.58 |
| Martin ratioReturn relative to average drawdown | 0.86 | 2.77 | -1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GILI.L | TIP5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.81 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.53 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.33 | -0.19 |
Drawdowns
GILI.L vs. TIP5.L - Drawdown Comparison
The maximum GILI.L drawdown since its inception was -49.28%, which is greater than TIP5.L's maximum drawdown of -16.56%. Use the drawdown chart below to compare losses from any high point for GILI.L and TIP5.L.
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Drawdown Indicators
| GILI.L | TIP5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.28% | -16.56% | -32.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -5.59% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.79% | -8.61% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -49.28% | -16.56% | -32.72% |
Max Drawdown (10Y)Largest decline over 10 years | -49.28% | — | — |
Current DrawdownCurrent decline from peak | -43.05% | -5.15% | -37.90% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -6.55% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.95% | +0.89% |
Volatility
GILI.L vs. TIP5.L - Volatility Comparison
Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a higher volatility of 3.56% compared to iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) at 1.70%. This indicates that GILI.L's price experiences larger fluctuations and is considered to be riskier than TIP5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GILI.L | TIP5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 1.70% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 5.09% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.67% | 6.67% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 8.39% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 8.74% | +7.70% |
GILI.L vs. TIP5.L - Expense Ratio Comparison
GILI.L has a 0.07% expense ratio, which is lower than TIP5.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GILI.L vs. TIP5.L - Dividend Comparison
GILI.L's dividend yield for the trailing twelve months is around 0.01%, less than TIP5.L's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% |
TIP5.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.81% | 5.93% | 6.97% | 5.15% | 0.34% | 0.37% | 3.00% | 3.27% | 2.99% | 1.03% | 0.00% |
Frequently Asked Questions
GILI.L and TIP5.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GILI.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GILI.L is cheaper with a 0.07% expense ratio, compared with 0.10% for TIP5.L.
GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks, while TIP5.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: Lyxor and iShares. Their fees differ too: 0.07% for GILI.L and 0.10% for TIP5.L.
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