IDTP.L vs. LEML.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and LEML.L (Lyxor MSCI Emerging Markets UCITS ETF - Acc USD) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while LEML.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 9.74%/yr for LEML.L. At a 0.03 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.55%/yr for LEML.L.
Performance
IDTP.L vs. LEML.L - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while LEML.L is traded in GBp. To make them comparable, the LEML.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTP.L achieves a 1.09% return, which is significantly lower than LEML.L's 25.54% return. Over the past 10 years, IDTP.L has underperformed LEML.L with an annualized return of 2.62%, while LEML.L has yielded a comparatively higher 9.74% 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%
LEML.L
- 1D
- -1.61%
- 1M
- 5.39%
- YTD
- 25.54%
- 6M
- 28.93%
- 1Y
- 51.81%
- 3Y*
- 23.51%
- 5Y*
- 6.99%
- 10Y*
- 9.74%
IDTP.L vs. LEML.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% |
LEML.L Lyxor MSCI Emerging Markets UCITS ETF - Acc USD | 25.54% | 34.01% | 6.90% | 8.09% | -20.23% | -2.81% | 17.05% | 17.56% | -15.07% | 36.46% |
Correlation
The correlation between IDTP.L and LEML.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2012 | 0.03 |
The correlation between IDTP.L and LEML.L shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. LEML.L — Risk / Return Rank
IDTP.L
LEML.L
IDTP.L vs. LEML.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 Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.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 | LEML.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.93 | -1.45 |
| Martin ratioReturn relative to average drawdown | 6.88 | 14.53 | -7.65 |
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 | LEML.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.74 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.38 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.50 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.32 | +0.18 |
Drawdowns
IDTP.L vs. LEML.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum LEML.L drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for IDTP.L and LEML.L.
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Drawdown Indicators
| IDTP.L | LEML.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -40.14% | +25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -13.12% | +11.20% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -16.83% | +12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -37.32% | +22.20% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -40.14% | +25.02% |
Current DrawdownCurrent decline from peak | -0.61% | -2.82% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -14.64% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 3.56% | -2.87% |
Volatility
IDTP.L vs. LEML.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a volatility of 8.19%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than LEML.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 | LEML.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 8.19% | -6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 16.14% | -13.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 18.82% | -15.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 18.61% | -12.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 19.41% | -13.04% |
IDTP.L vs. LEML.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than LEML.L's 0.55% expense ratio.
Dividends
IDTP.L vs. LEML.L - Dividend Comparison
Neither IDTP.L nor LEML.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and LEML.L have a correlation of 0.17, 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 0.55% for LEML.L.
IDTP.L is categorized as Inflation-Protected Bonds, while LEML.L is Emerging Markets Equities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while LEML.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for IDTP.L and 0.55% for LEML.L.
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