GILI.L vs. TP05.L
GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) and TP05.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 TP05.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, GILI.L returned -8.32%/yr vs 0.21%/yr for TP05.L. At a 0.13 correlation, their price movements are largely independent. GILI.L charges 0.07%/yr vs 0.10%/yr for TP05.L.
Performance
GILI.L vs. TP05.L - Performance Comparison
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Returns By Period
In the year-to-date period, GILI.L achieves a -0.12% return, which is significantly higher than TP05.L's -0.38% 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%
TP05.L
- 1D
- -0.05%
- 1M
- -1.67%
- YTD
- -0.38%
- 6M
- -1.26%
- 1Y
- -0.27%
- 3Y*
- -3.94%
- 5Y*
- 0.21%
- 10Y*
- —
GILI.L vs. TP05.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% |
TP05.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | -0.38% | -6.85% | -0.44% | -6.21% | 8.40% | 6.35% | -1.65% | -1.59% | 3.26% | -4.52% |
Correlation
The correlation between GILI.L and TP05.L is -0.26, 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 | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.13 |
The correlation between GILI.L and TP05.L shifts across timeframes, from -0.26 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GILI.L vs. TP05.L — Risk / Return Rank
GILI.L
TP05.L
GILI.L vs. TP05.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) (TP05.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 | TP05.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.00 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.03 | +0.42 |
| Martin ratioReturn relative to average drawdown | 0.86 | -0.07 | +0.92 |
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 | TP05.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | -0.03 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.02 | -0.47 |
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 | -0.06 | +0.21 |
Drawdowns
GILI.L vs. TP05.L - Drawdown Comparison
The maximum GILI.L drawdown since its inception was -49.28%, which is greater than TP05.L's maximum drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for GILI.L and TP05.L.
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Drawdown Indicators
| GILI.L | TP05.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.28% | -23.61% | -25.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -7.76% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -14.79% | -15.39% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -49.28% | -23.61% | -25.67% |
Max Drawdown (10Y)Largest decline over 10 years | -49.28% | — | — |
Current DrawdownCurrent decline from peak | -43.05% | -22.31% | -20.74% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -10.24% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.88% | -1.04% |
Volatility
GILI.L vs. TP05.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) (TP05.L) at 3.02%. This indicates that GILI.L's price experiences larger fluctuations and is considered to be riskier than TP05.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 | TP05.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.02% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 5.23% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.67% | 7.68% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 8.80% | +9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 8.99% | +7.45% |
GILI.L vs. TP05.L - Expense Ratio Comparison
GILI.L has a 0.07% expense ratio, which is lower than TP05.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. TP05.L - Dividend Comparison
GILI.L's dividend yield for the trailing twelve months is around 0.01%, less than TP05.L's 0.06% 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% |
TP05.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 0.06% | 0.06% | 0.07% | 0.05% | 0.00% | 0.00% | 0.03% | 0.03% | 0.03% | 0.01% | 0.00% |
Frequently Asked Questions
GILI.L and TP05.L have a correlation of -0.26, 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 TP05.L.
GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks, while TP05.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Lyxor and iShares. Their fees differ too: 0.07% for GILI.L and 0.10% for TP05.L.
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