IDTP.L vs. IWQU.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IDTP.L returned 2.53%/yr vs 12.75%/yr for IWQU.L. At a 0.04 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.30%/yr for IWQU.L.
Performance
IDTP.L vs. IWQU.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 0.80% return, which is significantly lower than IWQU.L's 8.72% return. Over the past 10 years, IDTP.L has underperformed IWQU.L with an annualized return of 2.53%, while IWQU.L has yielded a comparatively higher 12.75% annualized return.
IDTP.L
- 1D
- 0.08%
- 1M
- -0.27%
- YTD
- 0.80%
- 6M
- 1.51%
- 1Y
- 5.00%
- 3Y*
- 3.89%
- 5Y*
- 0.81%
- 10Y*
- 2.53%
IWQU.L
- 1D
- 1.73%
- 1M
- 1.38%
- YTD
- 8.72%
- 6M
- 9.99%
- 1Y
- 21.34%
- 3Y*
- 17.83%
- 5Y*
- 10.27%
- 10Y*
- 12.75%
IDTP.L vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.80% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 3.28% |
IWQU.L iShares MSCI World Quality Factor UCITS | 8.72% | 15.28% | 17.17% | 25.90% | -19.26% | 23.70% | 14.95% | 29.64% | -7.53% | 23.57% |
Correlation
The correlation between IDTP.L and IWQU.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.04 |
The correlation between IDTP.L and IWQU.L shifts across timeframes, from 0.04 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. IWQU.L — Risk / Return Rank
IDTP.L
IWQU.L
IDTP.L vs. IWQU.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 World Quality Factor UCITS (IWQU.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 | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.39 | -0.02 |
| Martin ratioReturn relative to average drawdown | 6.53 | 9.90 | -3.37 |
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Drawdowns
IDTP.L vs. IWQU.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IDTP.L and IWQU.L.
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Drawdown Indicators
| IDTP.L | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -33.05% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.53% | +6.61% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -16.09% | +11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -27.70% | +12.58% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -33.05% | +17.93% |
Current DrawdownCurrent decline from peak | -0.90% | 0.00% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -4.58% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.06% | -1.36% |
Volatility
IDTP.L vs. IWQU.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.32%, while iShares MSCI World Quality Factor UCITS (IWQU.L) has a volatility of 3.28%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than IWQU.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 | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 3.28% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 9.11% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 11.61% | -7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 15.61% | -9.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 15.76% | -9.39% |
IDTP.L vs. IWQU.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Dividends
IDTP.L vs. IWQU.L - Dividend Comparison
Neither IDTP.L nor IWQU.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and IWQU.L have a correlation of 0.23, 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 0.30% for IWQU.L.
IDTP.L is categorized as Inflation-Protected Bonds, while IWQU.L is Global Equities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IWQU.L tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for IDTP.L and 0.30% for IWQU.L.
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