IDTP.L vs. IB01.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (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 IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, IDTP.L returned 0.60%/yr vs 3.27%/yr for IB01.L. At a 0.14 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.07%/yr for IB01.L.
Performance
IDTP.L vs. IB01.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 IB01.L's 1.75% 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%
IB01.L
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.75%
- YTD
- 1.75%
- 1Y
- 3.95%
- 3Y*
- 4.66%
- 5Y*
- 3.27%
- 10Y*
- —
IDTP.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.66% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 7.16% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.75% | 4.34% | 5.25% | 4.92% | 1.08% | -0.85% | 0.88% | 2.06% |
Correlation
The correlation between IDTP.L and IB01.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.14 |
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Return for Risk
IDTP.L vs. IB01.L — Risk / Return Rank
IDTP.L
IB01.L
IDTP.L vs. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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 | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.14 | ||
| Sortino ratioReturn per unit of downside risk | -36.49 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 8.45 | -7.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 116.25 | -114.40 |
| Martin ratioReturn relative to average drawdown | 4.97 | 569.06 | -564.09 |
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Drawdowns
IDTP.L vs. IB01.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for IDTP.L and IB01.L.
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Drawdown Indicators
| IDTP.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -1.28% | -37.91% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -0.03% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -0.09% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -1.13% | -13.99% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | 0.00% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -0.23% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 0.01% | +0.71% |
Volatility
IDTP.L vs. IB01.L - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a higher volatility of 0.96% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.08%. This indicates that IDTP.L's price experiences larger fluctuations and is considered to be riskier than IB01.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 | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.08% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 0.22% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 0.33% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.11% | 0.54% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.36% | 0.78% | +5.58% |
IDTP.L vs. IB01.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than IB01.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. IB01.L - Dividend Comparison
Neither IDTP.L nor IB01.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and IB01.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IB01.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 IB01.L is Government Bonds. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IB01.L tracks ICE U.S. Treasury Short Bond Index. Their fees differ too: 0.12% for IDTP.L and 0.07% for IB01.L.
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