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IDTP.L vs. TI5G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTP.L vs. TI5G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDTP.L is traded in USD, while TI5G.L is traded in GBP. To make them comparable, the TI5G.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 TI5G.L's 1.82% 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%

TI5G.L

1D
0.09%
1M
-0.76%
YTD
1.82%
6M
2.74%
1Y
3.40%
3Y*
7.61%
5Y*
1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTP.L vs. TI5G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.09%6.94%2.15%3.71%-12.76%6.17%10.98%8.68%0.13%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
1.82%13.68%2.86%9.08%-13.99%4.33%7.24%7.18%-8.44%

Correlation

The correlation between IDTP.L and TI5G.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.38

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2018

0.30

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Return for Risk

IDTP.L vs. TI5G.L — 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

TI5G.L
TI5G.L Risk / Return Rank: 6565
Overall Rank
TI5G.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5151
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8585
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. TI5G.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 iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.LTI5G.LDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.22

1.08

+0.14

Calmar ratioReturn relative to maximum drawdown

2.48

0.74

+1.74

Martin ratioReturn relative to average drawdown

6.88

1.73

+5.15

IDTP.L vs. TI5G.L - Sharpe Ratio Comparison

The current IDTP.L Sharpe Ratio is 1.26, which is higher than the TI5G.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IDTP.L and TI5G.L, 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.LTI5G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.46

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.19

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.26

+0.25

Drawdowns

IDTP.L vs. TI5G.L - Drawdown Comparison

The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum TI5G.L drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for IDTP.L and TI5G.L.


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Drawdown Indicators


IDTP.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.12%

-26.01%

+10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

-4.56%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

-9.21%

+4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

-26.01%

+10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-15.12%

Current Drawdown

Current decline from peak

-0.61%

-1.34%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.22%

-7.15%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.96%

-1.27%

Volatility

IDTP.L vs. TI5G.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) has a volatility of 2.04%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than TI5G.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.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

2.04%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

5.26%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

7.30%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

9.66%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

9.79%

-3.42%

IDTP.L vs. TI5G.L - Expense Ratio Comparison

Both IDTP.L and TI5G.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. TI5G.L - Dividend Comparison

IDTP.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.85%.


PositionTTM20252024202320222021202020192018
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%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.85%5.98%6.83%5.19%0.32%0.34%3.06%3.28%2.36%

Frequently Asked Questions


IDTP.L and TI5G.L have a correlation of 0.37, 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 TI5G.L have the same expense ratio: 0.12% per year.

IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5.

Portfolio Optimizer

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