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IDTP.L vs. SPIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTP.L vs. SPIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and SPDR Portfolio TIPS ETF (SPIP). The values are adjusted to include any dividend payments, if applicable.

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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 SPIP's 1.49% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IDTP.L at 2.62% and SPIP at 2.62%.


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%

SPIP

1D
0.00%
1M
0.05%
YTD
1.49%
6M
1.18%
1Y
4.64%
3Y*
3.80%
5Y*
0.87%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTP.L vs. SPIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPIP
SPDR Portfolio TIPS ETF
1.49%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%3.16%

Correlation

The correlation between IDTP.L and SPIP is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.50

The correlation between IDTP.L and SPIP shifts across timeframes, from 0.50 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDTP.L vs. SPIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
Martin Ratio Rank

SPIP
SPIP Risk / Return Rank: 4040
Overall Rank
SPIP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3636
Omega Ratio Rank
SPIP Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDTP.L vs. SPIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and SPDR Portfolio TIPS ETF (SPIP). 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.LSPIPDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

2.48

2.28

+0.20

Martin ratioReturn relative to average drawdown

6.88

6.70

+0.18

IDTP.L vs. SPIP - Sharpe Ratio Comparison

The current IDTP.L Sharpe Ratio is 1.26, which is comparable to the SPIP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IDTP.L and SPIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDTP.LSPIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.31

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.13

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.44

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.53

-0.02

Drawdowns

IDTP.L vs. SPIP - Drawdown Comparison

The maximum IDTP.L drawdown since its inception was -15.12%, roughly equal to the maximum SPIP drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for IDTP.L and SPIP.


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Drawdown Indicators


IDTP.LSPIPDifference

Max Drawdown

Largest peak-to-trough decline

-15.12%

-15.39%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

-2.04%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-4.76%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

-15.39%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-15.12%

-15.39%

+0.27%

Current Drawdown

Current decline from peak

-0.61%

-1.02%

+0.41%

Average Drawdown

Average peak-to-trough decline

-4.22%

-4.10%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.70%

-0.01%

Volatility

IDTP.L vs. SPIP - Volatility Comparison

iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a higher volatility of 1.30% compared to SPDR Portfolio TIPS ETF (SPIP) at 0.95%. This indicates that IDTP.L's price experiences larger fluctuations and is considered to be riskier than SPIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTP.LSPIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

0.95%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.54%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

3.57%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

6.57%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

6.01%

+0.36%

IDTP.L vs. SPIP - Expense Ratio Comparison

Both IDTP.L and SPIP 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. SPIP - Dividend Comparison

IDTP.L has not paid dividends to shareholders, while SPIP's dividend yield for the trailing twelve months is around 4.75%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPIP
SPDR Portfolio TIPS ETF
4.75%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


IDTP.L and SPIP have a correlation of 0.58, 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 SPIP have the same expense ratio: 0.12% per year.

IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index. They also come from different issuers: iShares and State Street.

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