IDTP.L vs. SGLP.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and SGLP.L (Invesco Physical Gold A) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while SGLP.L is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 13.43%/yr for SGLP.L. At a 0.29 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
IDTP.L vs. SGLP.L - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while SGLP.L is traded in GBp. To make them comparable, the SGLP.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 SGLP.L's 3.72% return. Over the past 10 years, IDTP.L has underperformed SGLP.L with an annualized return of 2.62%, while SGLP.L has yielded a comparatively higher 13.43% annualized return.
IDTP.L
- 1D
- 0.04%
- 1M
- -0.08%
- YTD
- 1.09%
- 6M
- 1.31%
- 1Y
- 4.84%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
SGLP.L
- 1D
- 0.76%
- 1M
- -4.74%
- YTD
- 3.72%
- 6M
- 5.97%
- 1Y
- 33.23%
- 3Y*
- 31.45%
- 5Y*
- 18.61%
- 10Y*
- 13.43%
IDTP.L vs. SGLP.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% |
SGLP.L Invesco Physical Gold A | 3.72% | 65.19% | 26.00% | 12.92% | -0.12% | -3.76% | 23.67% | 19.25% | -1.60% | 11.32% |
Correlation
The correlation between IDTP.L and SGLP.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2011 | 0.29 |
The correlation between IDTP.L and SGLP.L shifts across timeframes, from 0.18 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. SGLP.L — Risk / Return Rank
IDTP.L
SGLP.L
IDTP.L vs. SGLP.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 Invesco Physical Gold A (SGLP.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 | SGLP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.82 | +0.66 |
| Martin ratioReturn relative to average drawdown | 6.88 | 4.77 | +2.12 |
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 | SGLP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.34 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.07 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.85 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.06 |
Drawdowns
IDTP.L vs. SGLP.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum SGLP.L drawdown of -41.88%. Use the drawdown chart below to compare losses from any high point for IDTP.L and SGLP.L.
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Drawdown Indicators
| IDTP.L | SGLP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -41.88% | +26.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -17.77% | +15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -17.77% | +13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -21.43% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -21.51% | +6.39% |
Current DrawdownCurrent decline from peak | -0.61% | -15.85% | +15.24% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -18.10% | +13.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 6.80% | -6.11% |
Volatility
IDTP.L vs. SGLP.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while Invesco Physical Gold A (SGLP.L) has a volatility of 5.75%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than SGLP.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 | SGLP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 5.75% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 20.88% | -18.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 24.11% | -20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 17.40% | -11.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 15.76% | -9.39% |
IDTP.L vs. SGLP.L - Expense Ratio Comparison
Both IDTP.L and SGLP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IDTP.L vs. SGLP.L - Dividend Comparison
Neither IDTP.L nor SGLP.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and SGLP.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L and SGLP.L have the same expense ratio: 0.12% per year.
IDTP.L is categorized as Inflation-Protected Bonds, while SGLP.L is Precious Metals. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco.
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