IDTP.L vs. ISAC.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI 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 ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 12.63%/yr for ISAC.L. At a 0.01 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.20%/yr for ISAC.L.
Performance
IDTP.L vs. ISAC.L - 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 ISAC.L's 11.54% return. Over the past 10 years, IDTP.L has underperformed ISAC.L with an annualized return of 2.62%, while ISAC.L has yielded a comparatively higher 12.63% annualized 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%
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
IDTP.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 3.28% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 24.39% |
Correlation
The correlation between IDTP.L and ISAC.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2011 | 0.01 |
Over the past year, IDTP.L and ISAC.L have become more correlated (0.22) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
IDTP.L vs. ISAC.L — Risk / Return Rank
IDTP.L
ISAC.L
IDTP.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| IDTP.L | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.27 | -0.79 |
| Martin ratioReturn relative to average drawdown | 6.88 | 13.72 | -6.83 |
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 | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.31 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.73 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.79 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.75 | -0.24 |
Drawdowns
IDTP.L vs. ISAC.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IDTP.L and ISAC.L.
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Drawdown Indicators
| IDTP.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -33.82% | +18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.77% | +6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -16.56% | +12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -26.07% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -33.82% | +18.70% |
Current DrawdownCurrent decline from peak | -0.61% | -0.72% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -4.69% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.10% | -1.41% |
Volatility
IDTP.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.84%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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 | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 3.84% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 9.77% | -7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 12.40% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 15.57% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 15.95% | -9.58% |
IDTP.L vs. ISAC.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than ISAC.L's 0.20% 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%.
Dividends
IDTP.L vs. ISAC.L - Dividend Comparison
Neither IDTP.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and ISAC.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.20% for ISAC.L.
IDTP.L is categorized as Inflation-Protected Bonds, while ISAC.L is Global Equities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.12% for IDTP.L and 0.20% for ISAC.L.
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