IDTP.L vs. IEI
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares 3-7 Year Treasury Bond ETF (IEI).
IDTP.L and IEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDTP.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. Both IDTP.L and IEI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTP.L or IEI.
Performance
IDTP.L vs. IEI - Performance Comparison
Returns By Period
In the year-to-date period, IDTP.L achieves a 2.50% return, which is significantly higher than IEI's 1.50% return. Over the past 10 years, IDTP.L has outperformed IEI with an annualized return of 2.13%, while IEI has yielded a comparatively lower 1.12% annualized return.
IDTP.L
2.50%
-1.50%
2.62%
5.94%
1.87%
2.13%
IEI
1.50%
-1.51%
2.50%
4.70%
-0.03%
1.12%
Key characteristics
| IDTP.L | IEI | |
|---|---|---|
| Sharpe Ratio | 1.02 | 1.06 |
| Sortino Ratio | 1.60 | 1.56 |
| Omega Ratio | 1.20 | 1.19 |
| Calmar Ratio | 0.46 | 0.41 |
| Martin Ratio | 4.39 | 3.20 |
| Ulcer Index | 1.34% | 1.44% |
| Daily Std Dev | 5.75% | 4.37% |
| Max Drawdown | -15.12% | -14.60% |
| Current Drawdown | -7.76% | -6.98% |
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IDTP.L vs. IEI - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than IEI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IDTP.L and IEI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IDTP.L vs. IEI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.
Dividends
IDTP.L vs. IEI - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while IEI's dividend yield for the trailing twelve months is around 3.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.11% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
Drawdowns
IDTP.L vs. IEI - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, roughly equal to the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for IDTP.L and IEI. For additional features, visit the drawdowns tool.
Volatility
IDTP.L vs. IEI - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a higher volatility of 1.85% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.05%. This indicates that IDTP.L's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.