IDTP.L vs. CSPX.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDTP.L returned 2.29%/yr vs 15.06%/yr for CSPX.L. At a correlation of -0.05, they often move in opposite directions. IDTP.L charges 0.12%/yr vs 0.07%/yr for CSPX.L.
Performance
IDTP.L vs. CSPX.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 0.66% return, which is significantly lower than CSPX.L's 9.83% return. Over the past 10 years, IDTP.L has underperformed CSPX.L with an annualized return of 2.29%, while CSPX.L has yielded a comparatively higher 15.06% annualized return.
IDTP.L
- 1D
- -0.03%
- 1M
- -0.12%
- 6M
- 1.10%
- YTD
- 0.66%
- 1Y
- 3.58%
- 3Y*
- 4.14%
- 5Y*
- 0.60%
- 10Y*
- 2.29%
CSPX.L
- 1D
- 0.41%
- 1M
- 0.65%
- 6M
- 9.52%
- YTD
- 9.83%
- 1Y
- 21.86%
- 3Y*
- 20.80%
- 5Y*
- 12.93%
- 10Y*
- 15.06%
IDTP.L vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.66% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 3.28% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 9.83% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Correlation
The correlation between IDTP.L and CSPX.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | -0.05 |
The correlation between IDTP.L and CSPX.L shifts across timeframes, from -0.05 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. CSPX.L — Risk / Return Rank
IDTP.L
CSPX.L
IDTP.L vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDTP.L | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.66 | -0.81 |
| Martin ratioReturn relative to average drawdown | 4.97 | 10.81 | -5.83 |
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Drawdowns
IDTP.L vs. CSPX.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for IDTP.L and CSPX.L.
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Drawdown Indicators
| IDTP.L | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -33.90% | -5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.17% | +6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -18.50% | +13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -24.39% | +9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -33.90% | +18.78% |
Current DrawdownCurrent decline from peak | -1.04% | -0.97% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -3.72% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 2.02% | -1.30% |
Volatility
IDTP.L vs. CSPX.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 0.96%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.89%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 3.89% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 9.20% | -6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 12.03% | -8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.11% | 16.06% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.36% | 16.16% | -9.80% |
IDTP.L vs. CSPX.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than CSPX.L's 0.07% 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. CSPX.L - Dividend Comparison
Neither IDTP.L nor CSPX.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and CSPX.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.12% for IDTP.L.
IDTP.L is categorized as Inflation-Protected Bonds, while CSPX.L is S&P 500. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while CSPX.L tracks S&P 500 Index. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.12% for IDTP.L and 0.07% for CSPX.L.
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