IDTP.L vs. SHV
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and SHV (iShares 0-1 Year Treasury Bond ETF) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while SHV is a Government Bonds fund tracking the ICE Short US Treasury Securities Index. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 2.22%/yr for SHV. At a 0.06 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.15%/yr for SHV.
Performance
IDTP.L vs. SHV - 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 SHV's 1.43% return. Over the past 10 years, IDTP.L has outperformed SHV with an annualized return of 2.62%, while SHV has yielded a comparatively lower 2.22% 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%
SHV
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.43%
- 6M
- 1.75%
- 1Y
- 3.90%
- 3Y*
- 4.65%
- 5Y*
- 3.32%
- 10Y*
- 2.22%
IDTP.L vs. SHV - 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% |
SHV iShares 0-1 Year Treasury Bond ETF | 1.43% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
Correlation
The correlation between IDTP.L and SHV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2007 | 0.06 |
The correlation between IDTP.L and SHV shifts across timeframes, from 0.06 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. SHV — Risk / Return Rank
IDTP.L
SHV
IDTP.L vs. SHV - 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 0-1 Year Treasury Bond ETF (SHV). 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 | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.23 | ||
| Sortino ratioReturn per unit of downside risk | -147.69 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 53.77 | -52.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 431.38 | -428.90 |
| Martin ratioReturn relative to average drawdown | 6.88 | 2,419.80 | -2,412.92 |
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 | SHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 19.49 | -18.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 11.56 | -11.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 8.08 | -7.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 4.50 | -3.99 |
Drawdowns
IDTP.L vs. SHV - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for IDTP.L and SHV.
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Drawdown Indicators
| IDTP.L | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -0.45% | -14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -0.01% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -0.03% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -0.40% | -14.72% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -0.45% | -14.67% |
Current DrawdownCurrent decline from peak | -0.61% | 0.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -0.03% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.00% | +0.69% |
Volatility
IDTP.L vs. SHV - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a higher volatility of 1.30% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that IDTP.L's price experiences larger fluctuations and is considered to be riskier than SHV 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 | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.05% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 0.12% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 0.20% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 0.29% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 0.28% | +6.09% |
IDTP.L vs. SHV - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than SHV's 0.15% 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. SHV - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
IDTP.L and SHV have a correlation of 0.12, 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 0.15% for SHV.
IDTP.L is categorized as Inflation-Protected Bonds, while SHV is Government Bonds. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SHV tracks ICE Short US Treasury Securities Index. Their fees differ too: 0.12% for IDTP.L and 0.15% for SHV.
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