IDTP.L vs. NTSG.DE
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, IDTP.L returned 5.00% vs 23.16% for NTSG.DE. At a 0.16 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.25%/yr for NTSG.DE.
Performance
IDTP.L vs. NTSG.DE - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while NTSG.DE is traded in EUR. To make them comparable, the NTSG.DE 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 0.80% return, which is significantly lower than NTSG.DE's 7.65% 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%
NTSG.DE
- 1D
- 0.14%
- 1M
- 1.85%
- YTD
- 7.65%
- 6M
- 8.66%
- 1Y
- 23.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDTP.L vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.80% | 6.94% | -0.80% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 7.65% | 22.09% | -1.85% |
Correlation
The correlation between IDTP.L and NTSG.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.16 |
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Return for Risk
IDTP.L vs. NTSG.DE — Risk / Return Rank
IDTP.L
NTSG.DE
IDTP.L vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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 | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.61 | -0.23 |
| Martin ratioReturn relative to average drawdown | 6.53 | 10.37 | -3.84 |
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Drawdowns
IDTP.L vs. NTSG.DE - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than NTSG.DE's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for IDTP.L and NTSG.DE.
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Drawdown Indicators
| IDTP.L | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -16.59% | -22.60% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.69% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -0.27% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -2.23% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.19% | -1.49% |
Volatility
IDTP.L vs. NTSG.DE - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.32%, while WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a volatility of 3.10%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than NTSG.DE 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 | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 3.10% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 8.80% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 11.74% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 14.64% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 14.64% | -8.27% |
IDTP.L vs. NTSG.DE - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than NTSG.DE's 0.25% 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. NTSG.DE - Dividend Comparison
Neither IDTP.L nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and NTSG.DE have a correlation of 0.21, 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 0.25% for NTSG.DE.
IDTP.L is categorized as Inflation-Protected Bonds, while NTSG.DE is Global Allocation. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while NTSG.DE tracks WisdomTree Global Efficient Core Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for IDTP.L and 0.25% for NTSG.DE.
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