HICL.L vs. TI5G.L
HICL.L (HICL Infrastructure Company Ltd) is a stock, while TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Over the past 5 years, HICL.L returned 0.91%/yr vs 2.88%/yr for TI5G.L. At a 0.08 correlation, their price movements are largely independent.
Performance
HICL.L vs. TI5G.L - Performance Comparison
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Different Trading Currencies
HICL.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HICL.L achieves a 18.12% return, which is significantly higher than TI5G.L's 1.95% return.
HICL.L
- 1D
- 0.00%
- 1M
- 6.90%
- YTD
- 18.12%
- 6M
- 15.15%
- 1Y
- 17.60%
- 3Y*
- 4.28%
- 5Y*
- 0.91%
- 10Y*
- 3.51%
TI5G.L
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 1.95%
- 6M
- 1.95%
- 1Y
- 4.15%
- 3Y*
- 4.89%
- 5Y*
- 2.88%
- 10Y*
- —
HICL.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HICL.L HICL Infrastructure Company Ltd | 18.12% | 5.39% | -8.33% | -10.53% | -2.34% | 6.51% | 7.00% | 13.71% | 13.77% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 1.95% | 5.83% | 4.52% | 3.56% | -3.60% | 5.29% | 4.00% | 3.10% | -0.72% |
Correlation
The correlation between HICL.L and TI5G.L is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2018 | 0.08 |
The correlation between HICL.L and TI5G.L shifts across timeframes, from -0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HICL.L vs. TI5G.L — Risk / Return Rank
HICL.L
TI5G.L
HICL.L vs. TI5G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HICL Infrastructure Company Ltd (HICL.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.
| HICL.L | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.03 | -2.61 |
| Martin ratioReturn relative to average drawdown | 4.63 | 13.76 | -9.13 |
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
| HICL.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.38 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.86 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.83 | -0.38 |
Drawdowns
HICL.L vs. TI5G.L - Drawdown Comparison
The maximum HICL.L drawdown since its inception was -31.03%, which is greater than TI5G.L's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for HICL.L and TI5G.L.
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Drawdown Indicators
| HICL.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.03% | -5.58% | -25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -1.02% | -11.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -1.43% | -15.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -5.58% | -25.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.03% | — | — |
Current DrawdownCurrent decline from peak | -5.50% | -0.21% | -5.29% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -1.00% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 0.30% | +3.50% |
Volatility
HICL.L vs. TI5G.L - Volatility Comparison
HICL Infrastructure Company Ltd (HICL.L) has a higher volatility of 5.54% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.68%. This indicates that HICL.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HICL.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 0.68% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 1.85% | +9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 3.00% | +15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 3.34% | +16.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 3.43% | +14.80% |
Dividends
HICL.L vs. TI5G.L - Dividend Comparison
HICL.L's dividend yield for the trailing twelve months is around 6.28%, more than TI5G.L's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HICL.L HICL Infrastructure Company Ltd | 6.28% | 7.13% | 6.94% | 5.95% | 5.02% | 4.67% | 4.74% | 4.78% | 5.04% | 4.90% | 4.72% | 5.47% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.97% | 6.84% | 5.19% | 0.32% | 0.34% | 3.06% | 3.29% | 2.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HICL.L and TI5G.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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