IDTP.L vs. TI5G.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both Inflation-Protected Bonds funds from iShares - IDTP.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD while TI5G.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, IDTP.L returned 0.96%/yr vs 1.80%/yr for TI5G.L. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
IDTP.L vs. TI5G.L - Performance Comparison
Loading charts...
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*
- —
IDTP.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDTP.L vs. TI5G.L — Risk / Return Rank
IDTP.L
TI5G.L
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.L | TI5G.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDTP.L | TI5G.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IDTP.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.61% | -1.34% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -7.15% | +2.93% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IDTP.L | TI5G.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IDTP.L and TI5G.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer