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HPRO.L vs. TIP5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPRO.L vs. TIP5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HPRO.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, HPRO.L achieves a 5.06% return, which is significantly higher than TIP5.L's 2.18% return.


HPRO.L

1D
0.03%
1M
-0.79%
YTD
5.06%
6M
5.16%
1Y
9.52%
3Y*
2.97%
5Y*
-0.95%
10Y*
1.11%

TIP5.L

1D
-0.01%
1M
0.94%
YTD
2.18%
6M
1.36%
1Y
5.42%
3Y*
2.54%
5Y*
4.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPRO.L vs. TIP5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPRO.L
HSBC FTSE EPRA/NAREIT Developed UCITS ETF
5.06%0.35%-1.94%1.11%-18.31%24.70%-14.95%13.99%-3.06%0.95%
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 HPRO.L and TIP5.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.14

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

0.11

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.18

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Return for Risk

HPRO.L vs. TIP5.L — Risk / Return Rank

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

HPRO.L
HPRO.L Risk / Return Rank: 2424
Overall Rank
HPRO.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HPRO.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
HPRO.L Omega Ratio Rank: 2424
Omega Ratio Rank
HPRO.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HPRO.L Martin Ratio Rank: 2525
Martin Ratio Rank

TIP5.L
TIP5.L Risk / Return Rank: 7575
Overall Rank
TIP5.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TIP5.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
TIP5.L Omega Ratio Rank: 6262
Omega Ratio Rank
TIP5.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
TIP5.L Martin Ratio Rank: 8989
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.

HPRO.L vs. TIP5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.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.


HPRO.LTIP5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.06

0.97

+0.09

Martin ratioReturn relative to average drawdown

3.34

2.77

+0.56

HPRO.L vs. TIP5.L - Sharpe Ratio Comparison

The current HPRO.L Sharpe Ratio is 0.87, which is comparable to the TIP5.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HPRO.L and TIP5.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


HPRO.LTIP5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.81

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.53

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.33

-0.13

Drawdowns

HPRO.L vs. TIP5.L - Drawdown Comparison

The maximum HPRO.L drawdown since its inception was -36.31%, 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 HPRO.L and TIP5.L.


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Drawdown Indicators


HPRO.LTIP5.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.31%

-16.56%

-19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.96%

-5.59%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.45%

-8.61%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-16.56%

-14.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

Current Drawdown

Current decline from peak

-15.54%

-5.15%

-10.39%

Average Drawdown

Average peak-to-trough decline

-12.03%

-6.55%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

1.95%

+0.90%

Volatility

HPRO.L vs. TIP5.L - Volatility Comparison

HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) has a higher volatility of 3.15% compared to iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) at 1.70%. This indicates that HPRO.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


HPRO.LTIP5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.70%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

5.09%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

6.67%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

8.39%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

8.74%

+6.85%

HPRO.L vs. TIP5.L - Expense Ratio Comparison

HPRO.L has a 0.24% expense ratio, which is higher than TIP5.L's 0.10% 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

HPRO.L vs. TIP5.L - Dividend Comparison

HPRO.L's dividend yield for the trailing twelve months is around 0.03%, less than TIP5.L's 5.81% yield.


PositionTTM20252024202320222021202020192018201720162015
HPRO.L
HSBC FTSE EPRA/NAREIT Developed UCITS ETF
0.03%0.03%0.03%0.03%0.03%0.02%0.03%0.03%0.03%0.03%0.03%0.03%
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%0.00%

Frequently Asked Questions


HPRO.L and TIP5.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIP5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIP5.L is cheaper with a 0.10% expense ratio, compared with 0.24% for HPRO.L.

HPRO.L is categorized as REIT, while TIP5.L is Inflation-Protected Bonds. HPRO.L tracks FTSE EPRA Nareit Global TR USD, while TIP5.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.24% for HPRO.L and 0.10% for TIP5.L.

Portfolio Optimizer

Find the right allocation for HPRO.L and TIP5.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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