IDTP.L vs. ERNXY
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) is Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while ERNXY (Euronext N.V) is a stock. Over the past 5 years, IDTP.L returned 0.96%/yr vs 11.78%/yr for ERNXY. At a 0.06 correlation, their price movements are largely independent.
Performance
IDTP.L vs. ERNXY - 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 lower than ERNXY's 12.71% 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%
ERNXY
- 1D
- 8.16%
- 1M
- -0.88%
- YTD
- 12.71%
- 6M
- 16.11%
- 1Y
- 1.33%
- 3Y*
- 36.47%
- 5Y*
- 11.78%
- 10Y*
- —
IDTP.L vs. ERNXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 7.68% |
ERNXY Euronext N.V | 12.71% | 41.92% | 33.28% | 15.25% | -15.99% | -10.67% |
Correlation
The correlation between IDTP.L and ERNXY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2021 | 0.06 |
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Return for Risk
IDTP.L vs. ERNXY — Risk / Return Rank
IDTP.L
ERNXY
IDTP.L vs. ERNXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Euronext N.V (ERNXY). 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 | ERNXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.05 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.05 | +2.44 |
| Martin ratioReturn relative to average drawdown | 6.88 | 0.09 | +6.79 |
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 | ERNXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.03 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.25 | -0.09 |
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 | 0.27 | +0.24 |
Drawdowns
IDTP.L vs. ERNXY - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum ERNXY drawdown of -45.40%. Use the drawdown chart below to compare losses from any high point for IDTP.L and ERNXY.
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Drawdown Indicators
| IDTP.L | ERNXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -45.40% | +30.28% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -29.19% | +27.27% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -29.19% | +24.68% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -45.40% | +30.28% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -23.41% | +22.80% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -13.46% | +9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 14.18% | -13.49% |
Volatility
IDTP.L vs. ERNXY - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while Euronext N.V (ERNXY) has a volatility of 32.25%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than ERNXY 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 | ERNXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 32.25% | -30.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 45.71% | -43.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 52.53% | -48.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 48.27% | -42.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 47.45% | -41.08% |
Dividends
IDTP.L vs. ERNXY - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while ERNXY's dividend yield for the trailing twelve months is around 2.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ERNXY Euronext N.V | 2.24% | 2.17% | 1.90% | 2.91% | 2.75% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTP.L and ERNXY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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