IDTP.L vs. BNDW
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and BNDW (Vanguard Total World Bond ETF) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while BNDW is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted Composite Index. Both are passively managed. Over the past 5 years, IDTP.L returned 0.96%/yr vs 0.25%/yr for BNDW. A 0.55 correlation means they provide meaningful diversification when combined. IDTP.L charges 0.12%/yr vs 0.05%/yr for BNDW.
Performance
IDTP.L vs. BNDW - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 1.09% return, which is significantly higher than BNDW's 0.54% return.
IDTP.L
- 1D
- 0.04%
- 1M
- 0.02%
- YTD
- 1.09%
- 6M
- 1.17%
- 1Y
- 4.80%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
BNDW
- 1D
- 0.12%
- 1M
- 0.42%
- YTD
- 0.54%
- 6M
- 0.44%
- 1Y
- 3.25%
- 3Y*
- 4.07%
- 5Y*
- 0.25%
- 10Y*
- —
IDTP.L vs. BNDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.37% |
BNDW Vanguard Total World Bond ETF | 0.54% | 5.02% | 2.42% | 7.18% | -12.88% | -2.10% | 6.22% | 8.37% | 1.21% |
Correlation
The correlation between IDTP.L and BNDW is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2018 | 0.55 |
The correlation between IDTP.L and BNDW has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
IDTP.L vs. BNDW — Risk / Return Rank
IDTP.L
BNDW
IDTP.L vs. BNDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Vanguard Total World Bond ETF (BNDW). 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.
| IDTP.L | BNDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.21 | +1.27 |
| Martin ratioReturn relative to average drawdown | 6.88 | 3.42 | +3.47 |
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
| IDTP.L | BNDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.98 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.05 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Drawdowns
IDTP.L vs. BNDW - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for IDTP.L and BNDW.
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Drawdown Indicators
| IDTP.L | BNDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -17.22% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -2.70% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -4.27% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -16.93% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -1.42% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -4.98% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.96% | -0.27% |
Volatility
IDTP.L vs. BNDW - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Vanguard Total World Bond ETF (BNDW) have volatilities of 1.30% and 1.31%, 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.
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Volatility by Period
| IDTP.L | BNDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.31% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 2.63% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 3.36% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 5.21% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 4.90% | +1.47% |
IDTP.L vs. BNDW - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than BNDW's 0.05% 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
IDTP.L vs. BNDW - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while BNDW's dividend yield for the trailing twelve months is around 4.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BNDW Vanguard Total World Bond ETF | 4.21% | 4.12% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTP.L and BNDW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BNDW is cheaper with a 0.05% expense ratio, compared with 0.12% for IDTP.L.
IDTP.L is categorized as Inflation-Protected Bonds, while BNDW is Global Bonds. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for IDTP.L and 0.05% for BNDW.
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